Sökning: "Vector autoregression"

Visar resultat 1 - 5 av 54 uppsatser innehållade orden Vector autoregression.

  1. 1. Macroeconomic Factors and Stock Returns: Evidence from the Swedish Stock Market

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

    Författare :Sebastian Nordenberg; Sebastian Shaqiri Johansson; [2020-02-18]
    Nyckelord :;

    Sammanfattning : This study investigates the relationship between stock returns and macroeconomic factors in a small, open economy by utilizing a vector autoregression (VAR) approach on Swedish large-cap, mid-cap, and small-cap data from 2003 to 2019. To determine the relationship between the macroeconomic factors and stock market return, Granger causality tests are run on each of the markets. LÄS MER

  2. 2. 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

  3. 3. OIL PRICE AND MACROECONOMIC VARIABLES IN AN OIL-DEPENDENT NIGERIA

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Arinze Okeke; [2020]
    Nyckelord :;

    Sammanfattning : This study reflects an attempt to examine the relationship among oil price and three key macroeconomic variables in Nigeria over the period running from 1960 to 2018 on annualized frequency, with GDP at the centre of focus from a short-run perspective. The Keynesian aggregate demand identity equation provides the theoretical basis for generating the model utilized in the study. LÄS MER

  4. 4. Negativ ränta - positivt för konsumtionen? : En empirisk studie om hur negativ reporänta påverkar hushållens konsumtion

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen; Uppsala universitet/Nationalekonomiska institutionen

    Författare :Johannes Andersson; Theo Herold; [2020]
    Nyckelord :Negative repo rate; consumption; liquidity trap; vector autoregression; Negativ reporänta; konsumtion; likviditetsfälla; vektor autoregression;

    Sammanfattning : Utifrån en VAR-modell analyseras hur hushållens konsumtion påverkats av negativ reporänta i Sverige. I slutet av 2014 införde Riksbanken negativ reporänta med argumentet att det stimulerar ekonomin på samma sätt som vid positiv ränta. LÄS MER

  5. 5. The development of the financialsystem and economic growth in Sweden : A Granger causality analysis

    Kandidat-uppsats, Karlstads universitet/Handelshögskolan (from 2013); Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Velander Karl; Callerud Karin; [2020]
    Nyckelord :Granger-Causality; Vector Autoregression Model; economic growth; stock market; bank sector; Granger-Kausalitet; Vektor Autoregressiv Modell; ekonomisk tillväxt; aktiemarknaden; banksektorn;

    Sammanfattning : .... LÄS MER