Sökning: "variance decompositions"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden variance decompositions.

1. 1. The Relationship between Oil Prices and Inflation – the Role of Oil Dependency

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Per Almgren; Isabelle Holmberg; [2022]
   Nyckelord :Inflation; Macroeconomics; Oil-price Shocks; Structural Vector Autoregression SVAR ; time series data.; Business and Economics;

   Sammanfattning : In the last decades, due to geopolitical tensions, climate change, and technological advancements, countries worldwide are becoming less dependent on oil. This thesis aims to establish if decreased oil dependence weakens the impact of oil price shocks on inflation, thus contributing to the existing literature on the oil-inflation relationship. LÄS MER

3. 2. Can Housing Bubbles persist under Normal Credit Conditions?

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Kyungeun Kim; [2019]
   Nyckelord :Housing bubbles; Macroeconomic factors; ECVAR; Social Sciences;

   Sammanfattning : This paper analyzes house prices for a panel of 19 countries over a period of 21 years using broad categories of macroeconomic variables in order to detect possible bubble effects. The sample is divided into two sub-samples, one with normal credit conditions and one with abnormal credit conditions. LÄS MER

4. 3. The Influence of Credit Growth on Output Growth in Iceland: A VEC Model Approach

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Andrea Vestmann; Janina Viebrock; [2018]
   Nyckelord :output growth; credit growth; Iceland; VAR model; VEC model; credit view; macroprudential policy.; Business and Economics;

   Sammanfattning : In this thesis we used a Vector Error Correction (VEC) model to analyse whether changes in credit growth have a significant effect on output in Iceland using monthly data for the period 1997-2017. Both our results from the error variance decompositions and the impulse response functions suggest that changes in credit and exports have a large impact on Icelandic output. LÄS MER

5. 4. The Impact of Governmental Energy Research and Development Investments on Economic Growth - A Structural VAR Analysis for Germany

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Lukas Killinger; Raphael Mankopf; [2016]
   Nyckelord :Renewable Energy; Fossil Fuel; R D; Economic Growth; Vector Autoregressive Model;

   Sammanfattning : Germany exhibits one of the world's largest governmental budgets for supporting the energy transition through direct policy tools, such as R&D investments. While governmental investments in the German renewable energy sector are commonly rationalised against the background of reducing CO2 emissions and ensuring energy security, economic implications have received less attention. LÄS MER

7. 5. The Interaction between Interest Rates and Stock Returns:A Comparison between China and US

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Haian Chen; Di Hu; [2015]
   Nyckelord :interest rates; stock returns; structural VAR models; Business and Economics;

   Sammanfattning : The relationship between monetary policy and stock market has been discussed since 1970s, but it is still one of the hot topics due to the changing market condition over time among different countries and the development of empirical methodologies. Owing to the fact that the stock market of China has involved in the fast-growing of Chinese economy, identifying the relationship between interest rates and stock returns in China becomes more attractive. LÄS MER