Multivariate Granger causality between macro variables and KSE 100 index : evidence from Johansen cointegration and Toda & Yamamoto causality
Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene and Majid Fayyaz
| Year of publication: |
2017
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|---|---|
| Authors: | Ahmed, Rizwan Raheem ; Vveinhardt, Jolita ; Štreimikienė, Dalia ; Fayyaz, Majid |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 30.2017, 1,2, p. 1497-1521
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| Subject: | KSE 100 index | macroeconomic variables | variance decomposition | Granger causality | Johansen cointegration | Toda and Yamamoto causality | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012224832