Sökning: "Vector Error Correction model"

Visar resultat 11 - 15 av 76 uppsatser innehållade orden Vector Error Correction model.

  1. 11. Energy Consumption as a Leading Factor of CO2 Emissions. Is the EKC still valid for the United States?

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Muhammad Zohaib; Ester Trutwin; [2021]
    Nyckelord :EKC; CO2 emissions; GDP; aggregated and disaggregated energy consumption; Cointegration; VECM; Granger causality; US; Business and Economics;

    Sammanfattning : The objective of this paper is to examine the long-run relationship between CO2 emissions, economic output (GDP), and energy consumption in the US during the period 1960-2015. Energy consumption is investigated in its aggregated and disaggregated form i.e. LÄS MER

  3. 12. DETERMINANTS OF INFLATION IN ETHIOPIA FROM 1980 to 2019

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Robera Gadisa Adugna; [2021]
    Nyckelord :;

    Sammanfattning : This study examines the determinants of inflation in Ethiopia, using Vector Error Correction Model (VECM) by using annual time series data from 1980 to 2019. Augmented Dickey-Fuller unit root test indicated that the variables are integrated of order one. However, the variables transformed to stationary by taking the first difference. LÄS MER

  4. 13. Is the Swedish housing market overvalued? : An analysis using a Vector error correction model

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Per Tunehed; [2021]
    Nyckelord :;

    Sammanfattning : This thesis attempts to answer if a bubble is growing on the Swedish housing market. This is done by assessing the extent to which supply and demand – represented by fundamentals – can explain the rise on the Swedish housing market. LÄS MER

  5. 14. Is there a long-run relationship between stock prices and economic activity and are stock returns a leading indicator for economic growth? : Evidence from the Scandinavian countries: Sweden, Norway and Denmark

    Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Anna Carlsson; Jonas Holm; [2021]
    Nyckelord :;

    Sammanfattning : The purpose of this paper is twofold. First, the Johansen cointegration framework is applied to analyze the long-run relationship between stock prices and economic activity, using GDP as a proxy. In consideration of a long-run relationship a vector error correction model (VECM) is estimated to analyze the parameters of cointegration. LÄS MER

  7. 15. Vart är kronan på väg? : Utmaningen med växelkursprognoser - en jämförelse av prognosmodeller

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Magnus Dahlberg; Gombrii Anders; [2021]
    Nyckelord :Vector Autoregression; Vector Error Correction; Forecasting; Random Walk; Exchange Rate; VAR-modell; VEC-modell; Prognos; Slumpvandring; Växelkurs;

    Sammanfattning : Riksbanken har under senaste åren blivit kritiserade för deras bristande prognoser av svenska valutakurser. I denna uppsats undersöks det om slumpvandring (RW) är den mest framgångsrika prognosmodellen eller om alternativa ekonometriska prognosmodeller (AR, VAR och VECM) kan estimera framtida växelkurser mer korrekt på kort sikt, ett kvartal fram, och medellång sikt, fyra kvartal fram. LÄS MER