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Rozprawy doktorskie na temat „VECM”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 25 lipca 2025

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1

Hedlin, My. "To what extent do expansions of infrastructure construct economic growth?" Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147581.

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This thesis shows that the relationship between economic growth and expansions of telephone main lines and electricity generating capacity is two-way, when looking at the period of 1955 - 1995 and half of the world's countries. In other words, expansions of these two kinds of infrastructure seem to both initiate and be induced by economic growth, highlighting the problem of much previous research that does not account for a bi-directional relationship. Furthermore, this research suggests that the effect that these two kinds of infrastructure have on economic growth was during this period great
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Ryhage, Marcus. "Dynamics of U.S. House Prices : A VECM Approach." Thesis, Umeå universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172358.

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This paper aims to analyze the U.S. house price dynamics to estimate a long-term equilibrium price level for the U.S. housing market, using fundamental underlying macroeconomic factors. For this, in line with the empirical literature, a vector error-correction model is employed. The results find a cointegrating relationship between the housing prices and its long-run driving factors: Residential Investment Ratio (RIR), Personal Disposable Income (PDI), and Construction Cost (CC), implying that these factors have a decisive role in determining equilibrium level of U.S. house prices. The estimat
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3

Le, Quyet. "Analys av en dynamisk bostadsmarknad : En tillämpning av VECM." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-58417.

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Cachapa, Filipe Miguel de Mira Ferreira Marques. "Os determinantes do preço do petróleo crude e o papel da especulação financeira." Master's thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/26519.

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O preço do barril de petróleo crude representa uma série temporal de elevada volatilidade, que tem sido alvo de estudo por parte de diversos autores e investigadores. O estudo presente nesta dissertação de mestrado tem como objetivos: encontrar variáveis económicas e financeiras que influenciem significativamente o preço do barril de petróleo e ajudem a explicar as variações observáveis nessa série temporal; explorar o papel da especulação financeira relativamente à commodity em questão. Para tal, recorreu-se a técnicas de modelação financeira que permitiram analisar a influência de variáveis
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5

Carmona, Nuno Manuel Rosa Paias Silva de Oliveira. "Modelação econométrica da procura de electricidade em Portugal continental: uma aplicação empírica." Master's thesis, Instituto Superior de Economia e Gestão, 2006. http://hdl.handle.net/10400.5/777.

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Mestrado em Econometria Aplicada e Previsão<br>A energia eléctrica é um recurso fundamental no funcionamento das sociedades modernas. A procura de electricidade, a identificação das suas principais condicionantes e a análise à forma como se relacionam com aquela têm sido alvo de estudos diversos. Com frequência, esses estudos visam igualmente a previsão da evolução da procura de electricidade. O presente trabalho partilha, em termos gerais, objectivos semelhantes, procurando concretizá-los para o caso português, recorrendo à utilização da metodologia econométrica para a análise de séries tempo
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Soto, Paula Andrea. "Arbitragem estatística no mercado brasileiro de ações: uma abordagem por VECM." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16990.

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Submitted by Paula Andrea Soto (paulaandreasoto@hotmail.com) on 2016-09-05T12:30:23Z No. of bitstreams: 1 Paula Andrea Soto Dissertacao.pdf: 4060630 bytes, checksum: a38f57b1ee13eb3c036f96d824c204fe (MD5)<br>Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2016-09-05T18:26:52Z (GMT) No. of bitstreams: 1 Paula Andrea Soto Dissertacao.pdf: 4060630 bytes, checksum: a38f57b1ee13eb3c036f96d824c204fe (MD5)<br>Made available in DSpace on 2016-09-05T18:28:40Z (GMT). No. of bitstreams: 1 Paula Andrea Soto Dissertacao.pdf: 4060630 bytes, checksum: a38f57b1ee13eb
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7

Hu, Zhejin. "Time Series Forecasting Model for Chinese Future Marketing Price of Copper and Aluminum." Digital Archive @ GSU, 2008. http://digitalarchive.gsu.edu/math_theses/60.

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This thesis presents a comparison for modeling and forecasting Chinese futures market of copper and aluminum with single time series and multivariate time series under linear restrictions. For single time series, data transformation for stationary purpose has been tested and performed before ARIMA model was built. For multivariate time series, co-integration rank test has been performed and included before VECM model was built. Based on selected models, the forecasting shows multivariate time series analysis has a better result than single time series, which indicates utilizing the relationshi
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8

Carvalho, Gonçalo Nuno Brites de. "A relação entre as exportações e o crescimento económico : análise do caso português." Master's thesis, FEUC, 2015. http://hdl.handle.net/10316/28500.

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Trabalho de projeto do mestrado em Economia (Economia Financeira), apresentado à Faculdade de Economia da Universidade de Coimbra, sob a orientação de António Portugal Duarte.<br>A hipótese Export-led-Growth defende que a promoção das exportações é fundamental para o reforço do crescimento económico. Contudo, nenhum consenso foi alcançado sobre a causalidade entre as duas variáveis. Este trabalho tem como objetivo reexaminar a hipótese Export-led-Growth em Portugal para o período 1970-2012, aplicando técnicas econométricas usuais para o estudo de séries temporais, como a análise de estacio
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9

Ripamonti, Alexandre. "Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retorno de ativos no Brasil." Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/782.

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Made available in DSpace on 2016-03-15T19:30:48Z (GMT). No. of bitstreams: 1 Alexandre Ripamonti.pdf: 1715355 bytes, checksum: bafe49730ceb2c3f261ef6a51ffb5f5c (MD5) Previous issue date: 2011-08-22<br>Fundo Mackenzie de Pesquisa<br>Rational valuation formula and time varying cointegration are the main thesis´ concepts, under the Muth´s (MUTH, 1961) rational expectations and theory of price movements as underlying theory, and also testing the null of time invariant error correction mechanisms and another one of inequality of fundamental value and share´s price. The data were obtained from Bra
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10

Silber, Frank. "Makroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM) : Untersuchungen an ausgewählten Arbeitsmärkten /." Frankfurt am Main: Lang, 2003. http://www.gbv.de/dms/zbw/362076561.pdf.

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11

Md, Nor Zarina, and zara_eizzaty@yahoo com au. "The Integration of ASEAN5 Equity Markets, GDP and Trade and their Relationships with Asset Pricing." RMIT University. Economics, Finance and Marketing, 2009. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20090407.120156.

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This thesis focuses on five of the founding nations of the Association of Southeast Asian Nations (ASEAN). The countries are Malaysia, Singapore, Thailand, Indonesia and the Philippines (ASEAN5). Asset pricing for the ASEAN5 equity markets is the main focus of this thesis, although we also develop vector error correction models (VECM) for GDP, trade and local equity market returns for the ASEAN5. While this allows further analysis of the robustness of asset pricing models, it also facilitates study of the fundamental links that exist within these economies. The traditional CAPM and the fo
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12

Caldas, Bruno Breyer. "Teste de validação da hipótese de Fisher : uma análise por VECM para 40 países." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2011. http://hdl.handle.net/10183/29973.

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Neste estudo foram analisados 40 países para o período mais longo disponível no IFS, através do teste de cointegração de Johansen (1995) e Vetores de Correção de Erro (VEC) para explorar as evidências sobre a capacidade de hedge dos ativos acionários com relação à inflação. Além disso, incluiu-se um teste de cointegração com quebra estrutural a fim de testar a relação entre as séries que não cointegraram através do teste principal de Johansen (1995). Cabe ressaltar que, ao contrário dos artigos que analisam as variáveis em diferença, ao considerarmos as variáveis em nível, um equilibrio de lon
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13

Meki, Brian. "Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies." Thesis, University of the Western Cape, 2012. http://hdl.handle.net/11394/4348.

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>Magister Scientiae - MSc<br>Purpose:This research investigates the existence of long-term equilibrium relationships among the stock market indices of Brazil, Russia, India, China and South Africa (BRICS). It further investigates cointegrated stock pairs for possible implementation of statistical arbitrage trading techniques.Design:We utilize standard multivariate time series analysis procedures to inspect unit roots to assess stationarity of the series. Thereafter, cointegration is tested by the Johansen and Juselius (1990) procedure and the variables are interpreted by a Vector Error Correct
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14

Kinene, Alan. "FORECASTING OF THE INFLATION RATES IN UGANDA: : A COMPARISON OF ARIMA, SARIMA AND VECM MODELS." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-49388.

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15

Heinlein, Reinhold. "On the international transmission of monetary policy : a parsimonious structural VECM approach for interdependent economies." Thesis, University of Kent, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.633663.

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Effects of Monetary Policy on the $/£ Exchange Rate. Is There a 'Delayed Overshooting Puzzle'? (Review of International Economics, 20(3), 443-467, 2012, with H.-M. Krolzig) The determination of the $/£ exchange rate is studied in a small symmetric macro econometric model Including UK-US differentials in inflation, output gap, short and long-term interest rates for the four decades since the breakdown of Bretton Woods. The key question addressed is the possible presence of a 'delayed overshooting puzzle' in the dynamic reaction of the exchange rate to monetary policy shocks. In contrast to the
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16

Tao, Juan. "A re-examination of the relationship between FTSE100 index and futures prices." Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8071.

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This thesis examines the validity of the cost of carry model for pricing FTSE100 futures contracts and the relationship between FTSE100 spot and futures markets during two sub-periods characterised by different market trading systems employed by the LSE and LIFFE. The empirical work is carried out using three approaches to econometric modeling: a basic VECM for spot and futures prices, a VECM extended with a DCCTGARCH framework to account for the conditional variance-covariance structure for spot and futures prices and a threshold VECM to capture regime-dependent spot-futures price dynamics. O
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17

Kpondjo, Nadia. "Modélisation de la compétitivité industrielle." Thesis, Paris 10, 2016. http://www.theses.fr/2016PA100127.

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Cette thèse traite de la notion de compétitivité des unités industrielles par l’indicateur de l’efficience obtenu avec la méthode DEA. L’efficience des alumineries de l’industrie de l’aluminium primaire est analysée sur quatre années distinctes 2005, 2009, 2010 et 2012. Les résultats révèlent que ces unités sont globalement peu efficientes techniquement (inefficience de l’ordre de 1 à 5% selon la technologie utilisée et la région) ; leurs combinaisons productives semblent donc peu optimales. De plus, l’inefficience est davantage prononcée au niveau du coût et de l’allocation de leurs ressource
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18

Radkovský, Štěpán. "Kvantifikace účinků fiskální politiky v ČR pomocí modelu SVEC." Doctoral thesis, Vysoká škola ekonomická v Praze, 2006. http://www.nusl.cz/ntk/nusl-134.

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19

Sun, Lixin. "Monetary transmission mechanisms and the macroeconomy in China : VAR/VECM approach and Bayesian DSGE model simulation." Thesis, University of Birmingham, 2011. http://etheses.bham.ac.uk//id/eprint/2900/.

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In this thesis, by employing VAR/VECM approach and Bayesian Dynamic Stochastic General Equilibrium (DSGE) Model we have studied and tested the transmission mechanisms of China’s monetary policy and measured the effects of the monetary policy shocks and other exogenous macro shocks on the real macro economy to uncover the attributes of China’s business cycle. On the basis of the specified VAR/VEC Models, a bank lending channel, an interest rate channel and an asset price channel have been identified by using the time series (monthly) data of banks balance sheet variables (deposits, loans, secur
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20

Pinheiro, Daniel Nobre Martins. "Credit to the private sector and financial crisis: survey of the literature and evidences from the 2015-16 Brazilian crisis." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/24917.

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Submitted by Daniel Nobre Martins Pinheiro (dnobre.mp@hotmail.com) on 2018-10-23T14:04:33Z No. of bitstreams: 1 Dissert_DNobre(4-22).pdf: 838987 bytes, checksum: 3287880a5e85dcca4b0ed229a3cd6769 (MD5)<br>Approved for entry into archive by Thais Oliveira (thais.oliveira@fgv.br) on 2018-10-23T16:27:56Z (GMT) No. of bitstreams: 1 Dissert_DNobre(4-22).pdf: 838987 bytes, checksum: 3287880a5e85dcca4b0ed229a3cd6769 (MD5)<br>Approved for entry into archive by Suzane Guimarães (suzane.guimaraes@fgv.br) on 2018-10-23T16:58:56Z (GMT) No. of bitstreams: 1 Dissert_DNobre(4-22).pdf: 838987 bytes, checks
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21

Silva, André Fernando Rodrigues Rocha da. "Assessing pension expenses determinants? The case of Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/12757.

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Mestrado em Economia Monetária e Financeira<br>A falta de estudos acerca do impacto de variáveis demográficas e económicas como o envelhecimento, produtividade e desemprego na despesa da Segurança Social Portuguesa promove o aparecimento de preocupações acerca da sua sustentabilidade financeira. Partindo de uma perspectiva teórica, a baixa fecundidade aumenta o índice de dependência de idosos e reduz o crescimento económico, com a agravante do desemprego que contrai a base contributiva e a produtividade (aumentando o peso da despesa com pensões na economia). No entanto, é crucial desenvolver u
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22

Sax, Kaijser Per. "Tobin’s Q theory and regional housing investment : Empirical analysis on Swedish data." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226661.

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This thesis investigates the relationship between Tobin’s Q and regional housing investment in Sweden for the time period of 1998-2012. The relationship is tested through estimation of two models for time-series analysis, a vector error correction model (VECM) and an autoregressive distributed lag (ARDL) model. Depending on which model that is used, I find some evidence of positive correlation between Tobin’s Q and regional housing investment in the long run while the short run dynamics of investment does not seem to be explained by Tobin’s Q. By transforming the regional data into a panel dat
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23

Moabelo, Julith Tsebisi. "Analysing potato price volatility in South Africa." Thesis, University of Limpopo, 2019. http://hdl.handle.net/10386/3049.

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Thesis ( M.Sc.(Agricultural Economics)) --University of Limpopo, 2019.<br>Potato is perceived as an excellent crop in the fight against hunger and poverty. The recent high potato price in South Africa has pushed the vegetable out of reach of the poorest of the poor. The study attempts to analyse potato price volatility in South Africa and furthermore assess how various factors were responsible for the recent potato price volatility. Quarterly data for potato price, number of hectares planted, rainfall and temperature levels from 2006q1 to 2017q4 was collected from various sources and were use
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24

Korucu, Gumusoglu Nebile. "Modelling Nonlinearities In European Money Demand: An Application Of Threshold Cointegration Model." Phd thesis, METU, 2013. http://etd.lib.metu.edu.tr/upload/12615635/index.pdf.

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The money demand function has been regarded as a fundamental building block in macroeconomic modelling, as it represents the link between the monetary policy and rest of the economy. The extensive literature on money demand function is concerned with the existence of a stable money demand function, which ensures adequate prediction of impact of a given change in money supply on other economic variables such as, inflation, interest rates, national income, private investment and other policy variables. This thesis employs both linear and nonlinear estimation methods to investigate the relations
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25

Labossiere, Eddy. "Monnaie et inflation dans les économies en développement : Emphase sur Haïti." Thesis, Antilles-Guyane, 2013. http://www.theses.fr/2013AGUY0701/document.

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A partir de 1996 pour combattre une inflation galopante, Haïti a mis en place une politique de ciblage de la masse monétaire avec un objectif d’inflation. La forte inflation a pris naissance dans l’accumulation du déficit budgétaire et le financement monétaire de celui-ci par le seigneuriage. Cette pratique du financement par l’impôt inflationniste engendre donc un problème de crédibilité, en dépit de la double circulation monétaire caractérisée par un niveau élevé de dollarisation de l’économie qui a atteint 50% dès 2004. La politique monétaire mise en œuvre vise à éviter le biais inflationni
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26

Kuzmenko, Elena. "Analýza výkonností Ruské ekonomiky s ohledem na konkurenceschopnost a fenomén proketí přírodních zdrojů." Doctoral thesis, Česká zemědělská univerzita v Praze, 2016. http://www.nusl.cz/ntk/nusl-259702.

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Recent years a lot of debates have been taking place around Russias dependence on natural resources, especially on crude oil and natural gas, and consequent necessity to escape from it through diversification of the Russian economy. The research problem of the present doctoral thesis therefore is to investigate whether Russia demonstrates any success in this process or not. The main goal of the thesis is to analyze Russian economic performance along with Russian producers (representing corresponding economic sectors) relative position towards foreign rivals in external and internal markets and
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27

Hadad, Junior Eli. "Um estudo econométrico do consumo e da renda agregados no Brasil." Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/534.

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Made available in DSpace on 2016-03-15T19:25:37Z (GMT). No. of bitstreams: 1 Eli Hadad Junior.pdf: 290403 bytes, checksum: 413b010b2b66c535b71df800b9626c61 (MD5) Previous issue date: 2011-08-10<br>The dissertation analyzes data of the Brazilian household consumption and income between the years 1947 and 2009. The study aims to evaluate to what extent the aggregate consumption of Brazilian household may approximate be a random walk. The dissertation uses Johansen's cointegration techniques (1988, 1991) and super exogeneity tests as proposed by Engle and Hendry et al. (1983). The dissertation
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28

Bvirindi, Tinashe. "Bank loan supply, quantitative easing and corporate bond issuance : evidence from the UK." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/bank-loan-supply-quantitative-easing-and-corporate-bond-issuance-evidence-from-the-uk(efe7bf55-c80a-4ced-a822-0ac52e50a7ab).html.

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This thesis makes two main contributions to the literature. The first is to establish the existence of a capital supply channel, in particular a bank lending channel of monetary policy transmission in the UK using a clean measure of bank loan supply. In this study we exploit the revealed debt preferences of debt issuing firms by using the Becker and Ivashina (2014) fixed effects framework to isolate the impact of credit supply. By conditioning the sample on non-financial firms whose debt issuance is observed, we are able to eliminate the effects of credit demand and to isolate a clean measure
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29

Bohlandt, Florian Martin. "Single manager hedge funds - aspects of classification and diversification." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/85859.

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Thesis (PhD)--Stellenbosch University, 2013.<br>A persistent problem for hedge fund researchers presents itself in the form of inconsistent and diverse style classifications within and across database providers. For this paper, single-manager hedge funds from the Hedge Fund Research (HFR) and Hedgefund.Net (HFN) databases were classified on the basis of a common factor, extracted using the factor axis methodology. It was assumed that the returns of all sample hedge funds are attributable to a common factor that is shared across hedge funds within one classification, and a specific factor
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Pinto, André Luiz Mofato, Ricardo de Oliveira Cavalcanti, Maurício Canêdo Pinheiro, and Rodrigo Leandro de Moura. "O impacto dos gastos com publicidade nas vendas das firmas: avaliação empírica." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11810.

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Submitted by André Luiz Mofato Pinto (andremofato@yahoo.com.br) on 2013-11-22T22:02:18Z No. of bitstreams: 1 Dissertação_André_Mofato.pdf: 699893 bytes, checksum: 089e487b592f974c16590b5754d35a3d (MD5)<br>Rejected by Vitor Souza (vitor.souza@fgv.br), reason: André, O arquivo não esta dentro dos padrões. A falta ficha catalográfica e a folha de assinatura na versão eletrônica (PDF). on 2013-12-03T12:49:34Z (GMT)<br>Submitted by André Luiz Mofato Pinto (andremofato@yahoo.com.br) on 2013-12-05T19:25:56Z No. of bitstreams: 1 Dissertação_André_Mofato.pdf: 735715 bytes, checksum: 89bfe8
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Kirikkaleli, Dervis. "Foreign direct investment in the banking sector : empirical evidence from Turkey." Thesis, University of Stirling, 2013. http://hdl.handle.net/1893/19308.

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Multinational bank activities have gradually risen in developing countries since the beginning of the globalisation process. Rising foreign bank activities in developing countries have motivated researchers to investigate foreign banks, comprehensively. Turkey is a typical example of a developing country that achieved a tremendous growth rate in foreign bank asset, especially throughout the last decade. The aim of this thesis is to examine two-way linkage; (1) between foreign bank penetration (FBP) and banking variables; (2) between FBP and country risk and (3) between FBP, foreign direct inve
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32

Schmidt, Florian. "Export-led growth? : The case of Brazil." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-49258.

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With an ever-increasing globalising world, trade is of most importance for developing countries to not fall behind and be outcompeted. Export-led growth theory states that one of the key determinants for economic growth is exports. This thesis aims to analyse the causal effects of exports on economic growth in the case of Brazil. Annual data from the World Bank’s database for the years 1990-2018 has been used. The variables included are GDP, exports, gross capital formation, FDI and labour force. This study puts the export-led growth theory in a Vector Error Correction – Granger Causality fram
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Berkouch, Domar-Anas. "Une devise canadienne ou plusieurs? : la question de l'optimalité de la zone monétaire canadienne à travers l'étude de chocs exogènes dans un cadre VECM." Master's thesis, Université Laval, 2014. http://hdl.handle.net/20.500.11794/25188.

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L'objectif de cette étude est de savoir si la fédération des provinces du Canada forme aujourd’hui une zone monétaire optimale. Les travaux précédents ont suggéré que l’espace monétaire canadien soit divisé en deux espaces, l’un de l’Est et l’autre de l’Ouest. Notre méthodologie, qui intègre des données des Etats-Unis et du cours du pétrole WTI, fait ressortir l’existence de deux zones économiques pouvant se doter de leur propre devise. L’analyse par VECM montre l’existence d’une relation de long terme entre les provinces canadiennes, les États-Unis et le cours du pétrole. Une interprétation p
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Villela, Lucas Moreira. "Testando a condição descoberta de paridade de juros entre Brasil e Estados Unidos: uma modelagem por meio de GARCH multivariado e volatilidades realizadas." Universidade Presbiteriana Mackenzie, 2017. http://tede.mackenzie.br/jspui/handle/tede/3605.

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Sichula, Mwembe. "Impact of the global financial crisis and its implications for the Zambian banking sector: an econometric study." Thesis, University Of Cape Town, 2018. http://hdl.handle.net/11427/29936.

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The research examines how the banking sector in Zambia faired in the wake of the global financial crisis, and the ensuing global recession that followed. Even prior to the crisis, weaknesses within the Zambian Banking sector were already identified by a World Bank/IMF financial sector assessment. The research therefore aims to gain a better understanding of the potential destabilizing factors to the Zambia Banking sector, and provide key players (Policymakers, Regulators and Banks) with knowledge on how best to manage and overcome these adverse effects, in times of a financial crisis. A Vect
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Bentivoglio, Deborah. "Analisi della Sostenibilità Socio-economica ed Ambientale dei Biocarburanti nel Contesto Europeo e Brasiliano." Doctoral thesis, Università Politecnica delle Marche, 2015. http://hdl.handle.net/11566/243058.

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Negli ultimi anni la produzione e il consumo dei biocarburanti sono aumentati a livello globale. Tale incremento è stato incentivato soprattutto grazie al supporto e agli incentivi adottati dai vari Paesi promotori finalizzati alla riduzione delle emissioni di gas serra e alla sicurezza energetica. Ad oggi il mercato globale è dominato dall’etanolo (79%) e dal biodiesel (21%). In particolare, l'Unione Europea domina il mercato del biodiesel mentre il Brasile è il più grande produttore ed esportatore mondiale di zucchero, nonché il più grande produttore al mondo e consumatore di etanolo da can
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Dondassé, Auguste Apollinaire. "Ouverture commerciale et croissance économique dans la CEDEAO à la lumière de l'expérience des NPI asiatiques : une approche cliométrique à partir des modèles VAR et VECM." Montpellier 1, 2009. http://www.theses.fr/2009MON10022.

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Les institutions de Bretton Woods évoquent l’expérience des Nouveaux Pays Industrialisés (NPI) de l’Asie pour justifier les politiques libérales imposées aux pays de la Communauté Économique des États de l’Afrique de l’Ouest (CEDEAO). Toutefois, dans leur application, ils occultent le rôle qu’ont pu jouer les mesures de protection « stratégique » dans le succès à l’ouverture de ces pays. Dans le cadre de la mise en place du Tarif Extérieur Commun (TEC) CEDEAO, la question du rôle que peuvent jouer les mesures de protection dans l’insertion de cette zone au commerce mondial se pose avec acuité.
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LUO, PENGCHENG. "Money Supply Behavior in ‘BRICS’ Economies : - A Time Series Analysis on Money Supply Endogeneity and Exogeneity." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-23176.

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This thesis investigated money supply behaviors in the ‘BRICS’ group from 1982 to 2012. It empirically analyzed causality relationships between related monetary indicators by using quarterly data and time series econometric methods. In four countries: Brazil, China, Russia (the period of 2004-2012) and South Africa (1982-1993), this study found money supply endogeneity evidence (bank loans cause the money supply, or there is bidirectional between these two). Other countries, India and the 1982-2003 period of Russia, money supply was found to be exogenous, i.e. money supply cause bank loans. No
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Ntsama, Etoundi Sabine Mireille. "Le commerce agricole entre le Cameroun et les pays de la CEMAC." Thesis, Clermont-Ferrand 1, 2014. http://www.theses.fr/2014CLF10442/document.

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Cette thèse est une contribution empirique à l’analyse du commerce des produits alimentaires entre le Cameroun et les pays voisins de la zone CEMAC et le Nigeria. La thèse utilise plusieurs outils économétriques permettant de mieux prendre en compte le niveau de désagrégation des données par produits et paires de marchés agricoles. Le premier chapitre, essentiellement descriptif, présente quelques faits stylisés sur le commerce intra-régional en zone CEMAC. Le deuxième chapitre analyse la contribution des chocs de rente pétrolière dans les pays limitrophes du Cameroun sur leur demande d’import
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Gürbüz, Besek Zehra Yesim. "Crédibilité et efficacité de la politique de ciblage d'inflation en Turquie sur la période 2002-2006." Phd thesis, Université Rennes 2, 2008. http://tel.archives-ouvertes.fr/tel-00298438.

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La Turquie a adopté une politique de ciblage d'inflation d'abord implicite (entre 2002 et 2005), ensuite explicite à partir de 2006. L'objectif de ma thèse est d'étudier la crédibilité et l'efficacité de cette politique et de chercher à voir si elle a pu améliorer le degré de crédibilité de la Banque Centrale de Turquie. Cette politique fait ses preuves dans les premières années: effet du seigneuriage réduit de façon significative, taux d'inflation au-dessous de 10%, croissance supérieure à 6%. On montre théoriquement qu'il s'agit d'une politique monétaire qui évite le biais inflationniste et
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Lewin, Natasha Gaertner. "O fator comum associado à dinâmica de preços das commodities : a relação de cointegração e o fator dinâmico." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11812.

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Louw, Riëtte. "Forecasting tourism demand for South Africa / Louw R." Thesis, North-West University, 2011. http://hdl.handle.net/10394/7607.

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Tourism is currently the third largest industry within South Africa. Many African countries, including South Africa, have the potential to achieve increased economic growth and development with the aid of the tourism sector. As tourism is a great earner of foreign exchange and also creates employment opportunities, especially low–skilled employment, it is identified as a sector that can aid developing countries to increase economic growth and development. Accurate forecasting of tourism demand is important due to the perishable nature of tourism products and services. Little research on foreca
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ADI, SAPUTRA PUTU MAHARDIKA. "Three essays on international trade." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2010. http://hdl.handle.net/2108/1169.

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This doctoral thesis consists of three independent chapters. However, those three chapters discuss a similar big issue, i.e. international trade. In depth, they talk about an empirical case of trade in Southeast Asian area (Chapter 1), and Indonesian manufacturing industries (Chapter 2 and 3). Chapter 1 will put its intention in the bilateral trade relationship among ASEAN (Association of Southeast Asian Nation) countries itself and between ASEAN and their major trading partners, Japan and the US. Chapter 2 will do an investigation on the level of efficiency of Indonesian manufacturing industr
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Mvita, Mpinda Freddy. "The impact of dividend policy on shareholders' wealth : evidence from the Vector Error Correction Model." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/31010.

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Dividend policy is widely researched in financial management, but determining whether it affects the market price per share is difficult. There has been much published on the subject, which presented theories such as the Modigliani, Miller, Gordon, Lintner, Walter and Richardson propositions and the relevance and irrelevance theories. However, little research has been done on the impact of dividend policy on shareholders’ wealth while considering the short- and long-run effects. The Vector Error Correction Model (VECM) was used to describe the short-run and long-run dynamics or the adjustment
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Ribeiro, Laudelina Alves. "Indústria de transformação brasileira: uma análise do índice de expectativas dos empresários industriais, investimento privado e emprego (2003-2017)." Universidade Estadual do Oeste do Paraná, 2018. http://tede.unioeste.br/handle/tede/3987.

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Submitted by Marilene Donadel (marilene.donadel@unioeste.br) on 2018-10-25T20:05:30Z No. of bitstreams: 1 Laudelina_Ribeiro_2018.pdf: 1327358 bytes, checksum: 607edeb8bb5b6744a60b848c643c8920 (MD5)<br>Made available in DSpace on 2018-10-25T20:05:30Z (GMT). No. of bitstreams: 1 Laudelina_Ribeiro_2018.pdf: 1327358 bytes, checksum: 607edeb8bb5b6744a60b848c643c8920 (MD5) Previous issue date: 2018-08-03<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES<br>The study of the Rational Expectations Hypotesis (REH) had its beginning after the 1960’s, setting the economic agents’ ra
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Yeh, Li-chun, and 葉俐君. "The dynamic association of crude oil price, exchange rate and interest rate -VECM and VECM-GARCH application." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/03722201212174867876.

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碩士<br>國立中央大學<br>產業經濟研究所碩士在職專班<br>100<br>Depend on the VECM and VECM-GARCH model, the thesis probe into the dynamic relationship among four variables: exchange rate, interest rate, Brent crude oil price and West Texas Intermediate. According to the 2,416 daily data from FED and U.S. Department of Energy from Jan 4th 2000 to May 29th 2009, the VECM and VECM-GARCH model shows that all variables, except for Brent crude oil price, are affected by influenced on the previous periods especially for exchange rate. By the way, the error correction results of all variables shows an minus trend during lon
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Jen, Ming-hsuan, and 任明軒. "The Dynamic Association of Taiwan Stock Index Futures, Stock Index and Exchange Rate - VECM and VECM-GARCH Application." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/61680849574359002018.

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碩士<br>國立中央大學<br>產業經濟研究所<br>96<br>This thesis focuses on the Taiwan stock index, stock index futures and the exchange rate as of variables, and the use of VECM VECM-GARCH to examine the correlation among the dynamic, and time is divided into three parts, the results showed that in VECM, the stock and futures in three part-time are affecting each other, and futures influence stock after 2003 has improved. Exchange rate in the first and third part had no significant impact on the stock and futures, and then the second part, the stock and futures are significantly affected. We can see the exchange
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Chen, Ming-szu, and 陳明賜. "The dynamic association of Taiwan stock market,exchange rate and crude oil price-VECM and VECM-GARCH application." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/52381457498007635441.

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碩士<br>國立中央大學<br>產業經濟研究所<br>97<br>This paper attempts to shed light into the long-run and the short-run relationship among Taiwan stock market, exchange rate and crude oil price. Based on ADF unit root tests, all series become stable after first difference. Therefore, Johanson’s Co-integration method has been applied. The results obtained by using this method provided co-integrating relationship among Taiwan stock index, the exchange rate and crude oil price. Respectively adding Plastics Stock Index , Textiles Stock Index, Electrical and Mechanical Stock Index , methodology of co-integrati
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Hsuan, Huang Yu, and 黃語軒. "Forecasting Taiwan weighted stock Index with VECM." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/47926946503142244152.

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碩士<br>國立彰化師範大學<br>財務金融技術學系<br>102<br>Taking advantage of the unit root test, Johansen cointegration test, VECM, Granger causality test and the prediction of TAIEX, the study investigates the connections between TAIEX and macroeconomic variables that include TAIEX, composite index of coincident indicators, composite index of leading economic indicators, value of exports, Consumer Price Index, rates…etc. from 2007 to 2012 to carry out the empirical analysis. The findings are repectively shown as follows: 1. The cointegration exists in TAIEX and macroeconomic variables. 2. From VECM the postive s
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Claudina, Inês Fernandes. "Consumer credit analysis: a VAR/VECM methodology." Master's thesis, 2019. http://hdl.handle.net/10451/41504.

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Tese de mestrado, Matemática Financeira, Universidade de Lisboa, Faculdade de Ciências, 2019<br>O principal objectivo desta dissertação é apresentar uma análise empírica capaz de descrever o canal de crédito do sector privado em Portugal, com foco nas disparidades causadas pela crise de 2008. Para este propósito analisou-se um conjunto de quatro séries temporais, o Produto Interno Bruto (PIB), a taxa Euribor a 3 meses (Euribor), a taxa de inflação (IPC) e o crédito ao consumo do setor privado (CC) entre o primeiro trimestre de 2003 e o último trimestre de 2018. Os dados utilizados foram obtido
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