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Authors
Advisor(s)
Abstract(s)
This dissertation provides new insights on the insurance-growth nexus in Portugal, using a multivariate time series analysis over the period 1983-2020. The analysis performed is based around the Granger causality concept, using the Toda and Yamamoto methodology as a consequence of the statistical properties of our time series. The results suggest that there is no causality relation in the Granger sense between economic growth and insurance development in Portugal.
Description
Mestrado Bolonha em Economia Monetária e Financeira
Keywords
Economic growth Insurance Granger causality Toda and Yamamoto
Pedagogical Context
Citation
López Atienza, Alejandro (2022). “The insurance-growth nexus in Portugal : a multivariate Toda-Yamamoto Granger causality test”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão
Publisher
Instituto Superior de Economia e Gestão