Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Vector Auto-regression Model"”.
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The Impact of Air Pollution on the Stock Market in South Korea
… Causality for checking the significances and the Vector Auto-Regression model and the Impulse Response Function for investigating its impact according to time. Furthermore, this paper uses the 2SLS method for resolving endogeneity problems and checking robustness. If the level of air pollution …
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An investigation of the relationship between trade openess and economic growth in Namibia
… The Johansen co-integration analysis and Vector Auto-regression Model (VAR) are used in estimating the long run relationship between trade openness and economic growth. There was co-integration of variables for trade openness and economic growth. The results found a positive long run …
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An investigation of the relationship between private consumption expenditure and lending rate in Namibia
… the period from 1980 to 2011. The Unrestricted Vector Auto – regression Model (VECM) procedure was adopted. Two proxies for real wealth and real disposable income are used in the study. The results show that real private consumption expenditure in Namibia adjusts fast to changes in nominal …
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Analysis of the effect of oil subsidy withdrawal on the economic growth of Nigeria
… in the economy. Therefore, this thesis employs Vector Auto regression Model using Variance Decomposition, Impulse Response Function and Granger Causality tests to assess the effect of price deregulation through gradual subsidy withdrawal in the downstream oil sector of Nigeria on four …
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The Chinese Housing Boom and Monetary Policy
… time series data at a national level with a vector autoregression model and a chow test. Chapter 6 investigates the house price determinants with city-level panel data. Both empirics support the hypotheses made in the theoretical framework. Chapter 7 provides an extensive discussion of the …