Sökning: "Vector Error Correction model"

Visar resultat 6 - 10 av 76 uppsatser innehållade orden Vector Error Correction model.

1. 6. Beyond the Turning Point: The Environmental Kuznets Curve for CO2 Emissions in Romania

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Mara Balasa; [2022]
   Nyckelord :environmental Kuznets curve; autoregressive distributed lag; Granger causality; Romania;

   Sammanfattning : This thesis studies the long-run relationship between environmental degradation measured by carbon dioxide (CO2) emissions per capita and economic growth measured by gross domestic product per capita in Romania, between 1968 and 2018. The study is conducted using the environmental Kuznets curve (EKC) framework and the autoregressive distributed lag bounds test for cointegration. LÄS MER

3. 7. A digital journey towards an empty wallet

   Master-uppsats, Södertörns högskola/Nationalekonomi

   Författare :Emma Forslin; [2022]
   Nyckelord :Cashless economy; cashless; CBDC; innovation; currency in circulation; digital payments; physical money;

   Sammanfattning : Digital money is growing more popular and physical money is not being used as much as it once was. But what happens if we have a cashless society and what would it mean? The purpose of this essay is to investigate if increased technological innovation lead to a decrease in the currency in circulation and if there is a short or long term effect of innovation on currency in circulation. LÄS MER

4. 8. The impact of macroeconomic variables on the Swedish stock market : A VECM approach

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

   Författare :Simon Ternbo; [2022]
   Nyckelord :;

   Sammanfattning : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. LÄS MER

5. 9. The Predictive Relationship between Swedish House Prices and Consumer Price Inflation

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Karl Bohlin; Martin Kellgren; [2021-08-17]
   Nyckelord :Consumer price; Inflation; House price; Credit channel; Wealth effect; Vector error; correction model; VEC; cointegration; predictive relationship;

   Sammanfattning : Sweden has in the past three decades experienced low rates of inflation, rising house prices and a declining policy rate. This implicates that the households can increase debt due to expanding collateral, and thereby increase the sensitivity to higher interest rates. LÄS MER

7. 10. The effect of rising interest rates on Swedish condominium prices.

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Emil Bengtsson; Simon Påhlman; [2021-02-10]
   Nyckelord :Condominium prices; mortgage rate; interest rate; inflation; unemployment; GDP; equity wipe out; confidence; Animal spirit; VECM; Sweden; rising interest rate;

   Sammanfattning : This study examines the effects of rising interest rates on condominium prices in Sweden using the Vector Error Correction Model (VECM). There have been several studies across the globe that have examined the relationship between house prices and interest rates, while the condominium segment has not been greatly covered. LÄS MER