Search for dissertations about: "granger causality"
Showing result 1 - 5 of 21 swedish dissertations containing the words granger causality.
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1. A Treatise on Measuring Wiener-Granger Causality
Abstract : Wiener-Granger causality is a well-established concept of causality based on stochasticity and the flow of time, with applications in a broad array of quantitative sciences. The majority of methods used to measure Wiener-Granger causality are based on linear premises and hence insensitive to non-linear signals. READ MORE
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2. Monte Carlo Results for Bootstrap Tests in Systems with Integrated-Cointegrated Variables
Abstract : When we study the properties of a test procedure, two aspects are of prime importance. Firstly, we wish to know if the actual size of the test (i.e., the probability of rejecting the null when true) is close to the nominal size (used for calculating the critical values). READ MORE
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3. Causal links of past climate change in Coupled Model Intercomparison Project Phase 5 climate models
Abstract : The climate system is influenced by various external forcings (e.g. volcanic forcing, solar forcing and change of greenhouse gas concentrations) and its own internal climate variability. READ MORE
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4. Environmental taxation - Empirical and Theoretical Applications
Abstract : This thesis consists of five self-contained articles, and hence each paper can be read independently. Still, all five papers have one important feature in common: environmental taxation. READ MORE
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5. Essays in Empirical Finance: Volatility, Interdependencies, and Risk in Emerging Markets
Abstract : The four essays in this thesis deal with emerging markets and their empirical characteristics. They mainly explore the relationship among different markets and the thesis cover several asset classes, including stocks, bonds, and exchange rates. READ MORE