Sökning: "auto regressive distributed lag model"

Hittade 5 uppsatser innehållade orden auto regressive distributed lag model.

1. 1. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Författare :Axel Robén; Hampus Ekberg; [2023]
   Nyckelord :ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

   Sammanfattning : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. LÄS MER

3. 2. Effectiveness of monetary policies : A study of the Swedish repo rate between 1994 and 2019

   Kandidat-uppsats, Högskolan Dalarna/Nationalekonomi

   Författare :Christoffer Bjerknesli; [2020]
   Nyckelord :repo rate; effectiveness; auto regressive distributed lag model; coefficients; GDP; monetary policies;

   Sammanfattning : The repo rate, which is the key interest rate, set by the central banks has been declining for many years and hitting zero in Sweden in late 2014. We analyse the effectiveness on the economy from a change in the repo rate, comparing two time periods with high and low repo rate environments. LÄS MER

4. 3. Public Debt and Economic Growth: An Empirical Evidence from Pakistan

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Muhammad Zohaib; [2020]
   Nyckelord :Public Debt; Economic Growth; Domestic debt; External debt; Business and Economics;

   Sammanfattning : This paper examines the relationship between public debt and economic growth of Pakistan. For this purpose, the study employs annual time series data of Pakistan from 1976 to 2018. Auto Regressive Distributed Lag (ARDL) approach is utilized to investigate the short as well as long run relationships between the variables. LÄS MER

5. 4. SHORT-RUN AND LONG-RUN DYNAMICS OF TRADE BALANCE: TESTING FOR THE VALIDITY OF MARSHALL-LERNER CONDITION AND J-CURVE HYPOTHESIS IN TURKEY

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Sercan Piskin; [2014]
   Nyckelord :Marshall-Lerner condition; J-Curve Hypothesis; Turkey’s trade balance; ARDL Model; Bounds Test.; Social Sciences;

   Sammanfattning : Growing trade deficit has been one of the major problems of the Turkish economy to date. This study aims to provide empirical insights to policy makers about whether real depreciation or devaluation of Turkish Lira is an effective way of improving the trade deficit. LÄS MER

7. 5. The effects of exchange rate volatility on export : Empirical study between Sweden and Germany

   Magister-uppsats, Institutionen för samhällsvetenskaper

   Författare :Anh Mai Thi Van; [2011]
   Nyckelord :exchange rate; volatility; export; short run effects; long run effects; ARDL; Swedish krona; euro;

   Sammanfattning : The relationship between exchange rate volatility and trade flow has been examined in a number of previous researches. The paper mainly focuses on investigating the impact of exchange rate volatility on export values from Sweden to Germany during 2000:01 and 2011:06. LÄS MER