Sökning: "Granger causality"

Visar resultat 6 - 10 av 21 avhandlingar innehållade orden Granger causality.

  1. 6. Issues of multicollinearity and conditional heteroscedasticy in time series econometrics

    Författare :Kristofer Månsson; Ghazi Shukur; Sneh Gulati; Jönköping University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This doctoral thesis consists of four chapters all related to the field of time series econometrics. The main contribution is firstly the development of robust methods when testing for Granger causality in the presence of generalized autoregressive conditional heteroscedasticity (GARCH) and causality-in-variance (i.e. spillover) effects. LÄS MER

  3. 7. Essays on energy demand and efficiency analysis

    Författare :Wondmagegn Tafesse Tirkaso; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of four papers focusing on the issues of energy demand and efficiency analysis in the agricultural and environmental sectors. The first paper examined the long-run relationship among rainfall distribution, electricity consumption and economic growth (GDP) in Ethiopia using time series data between 1981 and 2014. LÄS MER

  4. 8. Time-Series Econometrics Applied to Macroeconomic Issues

    Författare :Abdulnasser Hatemi-J; Jönköping University; []
    Nyckelord :;

    Sammanfattning : This doctoral dissertation is a collection of six articles. Special attention is paid to model specification and the time-series properties of the data applied in each case. The first two articles deal with fiscal policy in Sweden and the effects of EMU criteria convergence. LÄS MER

  5. 9. Essays on nonlinear time series modelling och hypothesis testing

    Författare :Birgit Strikholm; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. LÄS MER

  7. 10. Growth, saving, and demography

    Författare :Björn Andersson; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of three self-contained essays.Essay 1 investigates the relationship between economic growth and the age composition of the population. LÄS MER