Sökning: "Vector Error Correction model"

Visar resultat 16 - 20 av 76 uppsatser innehållade orden Vector Error Correction model.

  1. 16. Investigating the existence of a bank lending channel in Sweden

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Mervan Bedikanli; [2021]
    Nyckelord :;

    Sammanfattning : This paper uses quarterly Swedish bank-level data from 1999 to 2019 in an attempt to study the existence of a bank lending channel in Sweden. The bank lending channel is concerned with the role of credit in an economy, where it is argued that monetary policy can affect the real economy through a credit channel, in which banks shift their supply of loans to the public. LÄS MER

  3. 17. The Impact of Interest Changes on Housing Prices

    Kandidat-uppsats,

    Författare :Erik Cassel; Rasmus Persson; [2020-07-06]
    Nyckelord :;

    Sammanfattning : The study examines the relationship of interest rates and housing prices. It does so for Sweden as a nation as well as the cities Stockholm and Gothenburg. The interaction of housing prices and interest rates is examined by using the Johansen tests for cointegration and the vector error correction model. LÄS MER

  4. 18. House Price Dynamics in Sweden : Vector error-correction model

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

    Författare :Simon Molin; [2020]
    Nyckelord :;

    Sammanfattning : Movements in house prices can have effects on individuals, financial markets, and the whole economy. After the rapid increase in house prices worldwide since the mid-1990s and after the financial crisis in 2008, many studies have investigated house price dynamics. LÄS MER

  5. 19. Dynamics of U.S. House Prices : A VECM Approach

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

    Författare :Marcus Ryhage; [2020]
    Nyckelord :;

    Sammanfattning : This paper aims to analyze the U.S. house price dynamics to estimate a long-term equilibrium price level for the U.S. LÄS MER

  7. 20. An empirical study of the relationships between the MRO interest rate of the ECB and the structure of production within the EMU

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Cristofer Larsson; [2020]
    Nyckelord :;

    Sammanfattning : In response to the last financial crisis, the European Central Bank (ECB) conducted relatively expansionary monetary policies. This included some stepwise reductions of the Main Refinancing Operations (MRO) interest rate. LÄS MER