Sökning: "Panel Cointegration"

Visar resultat 11 - 15 av 16 avhandlingar innehållade orden Panel Cointegration.

  1. 11. Time Series and Macroeconomics: Studies in Demography and Monetary Policy

    Författare :Pär Österholm; Thomas Lindh; David Canning; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Macroeconomics; Time series econometrics; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : Chapter 1 provides a brief introduction to the topics of the thesis and summarises the main results.Chapter 2 studies the econometric properties of the Taylor (1993) rule when applied to U.S., Australian and Swedish data in order to judge its empirical relevance. LÄS MER

  3. 12. Essays on growth and environment

    Författare :Catia Cialani; Thomas Aronsson; Karl-Gustaf Löfgren; Patrik Söderholm; Högskolan Dalarna; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; genuine saving; welfare change; taxation; per capita GDP; per capita CO2; international trade; net migration; unemployment; growth; inequality.; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys;

    Sammanfattning : This thesis consists of a summary and four self-contained papers.Paper [I] Following the 1987 report by The World Commission on Environment and Development, the genuine saving has come to play a key role in the context of sustainable development, and the World Bank regularly publishes numbers for genuine saving on a national basis. LÄS MER

  4. 13. Assessing Distributional Properties of High-Dimensional Data

    Författare :Rashid Mansoor; Holgersson Thomas; Ghazi Shukur; Helgi Tomason; Jönköping University; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral thesis consists of five papers in the field of multivariate statistical analysis of high-dimensional data. Because of the wide application and methodological scope, the individual papers in the thesis necessarily target a number of different statistical issues. LÄS MER

  5. 14. Essays on Purchasing Power Parity, Real Exchange Rate, and Optimum Currency Areas

    Författare :Beatrice Kalinda Mkenda; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis contains three separate papers. Paper I tests whether the theory of Purchasing Power Parity holds in a selected sample of twenty African countries. The paper employs a panel unit root test to test whether the real exchange rates in the panel are mean reverting or not. The test employed is the Im et al (1997) test. LÄS MER

  7. 15. Empirical Essays on Housing Allowance, Housing Wealth, and Aggregate Consumption

    Författare :Jie Chen; Rune Wigren; Zan Yang; Geoffrey Meen; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; housing allowance; housing policy; tenure choice; homeownership; endogeneity; 2SCMLP; welfare trap effect; difference-in-difference; interaction effect; housing wealth; VECM; permanent-transitory; variance decomposition; wealth effect; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : This dissertation consists of four self-contained essays.Essay I (with Cecilia Enström Öst) investigates whether housing allowance affects recipients’ tenure choice in Sweden. LÄS MER