Sökning: "Vector Error Correction model"

Visar resultat 21 - 25 av 76 uppsatser innehållade orden Vector Error Correction model.

1. 21. Monetary Policy Implications Through a VEC Model

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

   Författare :Ludwig Schmidt; [2020]
   Nyckelord :;

   Sammanfattning : This paper examines the effects of adjustments in the key policy rate, included as the interbank rate, on the Swedish household sector debt from the second quarter of 2000 to the third quarter of 2019. The effect is examined through a Vector Error-Correction (VEC) model to determine if it provides results that are aligned with the given theory. LÄS MER

3. 22. Renewable Energy Consumption and Foreign Direct Investment : Bangladesh's Case

   Master-uppsats, Södertörns högskola/Nationalekonomi

   Författare :Sumaya Tasnim; [2020]
   Nyckelord :economic growth; Renewable energy consumption; FDI; Vector Error Correction model;

   Sammanfattning : FDI investment is a vital factor for the developing countries economic growth. Apart from working as a catalyst of increasing total output level, FDI is a source of clean energy, technology transfer and energy efficiency. There have been very limited studies on the impact of FDI on renewable energy consumption in the context of Bangladesh. LÄS MER

4. 23. The determinants of beef imports in Sweden

   Kandidat-uppsats, SLU/Dept. of Economics

   Författare :Felicia Östby Andersson; [2020]
   Nyckelord :added value; beef; beef market; cattle; export; import; price; time series; VAR; VECM;

   Sammanfattning : This paper investigates the determinants of Swedish beef imports using a Vector Autoregression and a Vector Error Correction model. By examining which variables responsible for the volume demanded on imported beef, one can understand how domestic beef production can compete and regain market shares from imported beef. LÄS MER

5. 24. Emission Allowances in the European Union Emissions Trading System

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Franziska Manke; [2020]
   Nyckelord :Emission Allowances; EU ETS; Volatility; GARCH; Cointegration;

   Sammanfattning : The first part of the thesis analyses the short term behavior of daily emission allowance (EUA) log returns with a focus on volatility dynamics in the recent market environment. In this part, I present a historical overview of the European Union Emission Trading System (EU ETS), analyze the stylized facts of the time series, employ appropriate time series models, and assess model in-sample and out-of-sample performance. LÄS MER

7. 25. Do global oil prices drive domestic food prices? : evidence from the Middle East countries

   Master-uppsats, SLU/Dept. of Economics

   Författare :Madina Alieva; [2019]
   Nyckelord :food price; crude oil price; cointegration; VECM; Middle East;

   Sammanfattning : This study investigates the dynamic relationship between global oil prices and domestic food prices across 11 countries of the Middle East. Using monthly data covering the period from January 2010 to October 2018, the study employs long-run cointegration tests, vector error correction model (VECM) and vector autoregression (VAR) model to examine the effect of global oil prices on domestic food prices in a sample of Middle East countries. LÄS MER