Spelling suggestions: "subject:"kindfuller unit root"" "subject:"stickstoffullerene unit root""
1 |
The Role of Financial Inclusion in Economic Growth : A quantitative study about financial inclusion & economic growths relationshipPettersson, Viktor, Stjernberg, Noah January 2022 (has links)
This study examines the relationship between financial inclusion and economic growth, more specifically if financial inclusion is an important factor for economic growth. A sub question was stated as well, if the six proxies of the financial inclusion measurement respectively have an impact on economic growth. To help examine this research area we have compiled panel data from 20 countries with different income levels over a time period of 19 years. The time period on which this study is focusing is 2002-2020. The tests conducted in this study are the Dickey-Fuller unit root test and the Arellano-Bond dynamic panel GMM method. Given the result of the dynamic panel estimation, we found that financial inclusion has a positive relation to economic growth. The result also indicated that three of the six proxies for financial inclusion were statistically significant and have a positive relation to economic growth. To conclude, the study found empirical evidence that financial inclusion is an important factor for economic growth.
|
2 |
A Study of the Relationship Between Mean Reversion and a Black Swan EventMakra, Erik, Snaula, Felix January 2022 (has links)
This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. The purpose is to try and find evidence of mean reversion on both lists and if a black swan event will interfere with the mean reverting behaviour. The results we could find was that there is mean reversion on the market for our time period 2005-2022. We could also find evidence of mean reversion during the three black swan events, 2008 financial crisis, Brexit, and Covid-19 pandemic.
|
Page generated in 0.0772 seconds