Publication
The insurance-growth nexus in Portugal : a multivariate Toda-Yamamoto Granger causality test
| dc.contributor.advisor | Garcia, Maria Teresa | |
| dc.contributor.author | López Atienza, Alejandro | |
| dc.date.accessioned | 2022-11-09T13:51:54Z | |
| dc.date.available | 2022-11-09T13:51:54Z | |
| dc.date.issued | 2022-08 | |
| dc.description | Mestrado Bolonha em Economia Monetária e Financeira | pt_PT |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.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 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/25986 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Instituto Superior de Economia e Gestão | pt_PT |
| dc.subject | Economic growth | pt_PT |
| dc.subject | Insurance | pt_PT |
| dc.subject | Granger causality | pt_PT |
| dc.subject | Toda and Yamamoto | pt_PT |
| dc.title | The insurance-growth nexus in Portugal : a multivariate Toda-Yamamoto Granger causality test | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |