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Search: subject_exact:"Wiener-Granger causality"
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1
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
2
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
3
Regression discontinuity in time : considerations for empirical applications
Hausman, Catherine
;
Rapson, David S.
-
2017
Persistent link: https://www.econbiz.de/10011707263
Saved in:
4
A copula nonlinear Granger causality
Kim, Jong-Min
;
Lee, Namgil
;
Hwang, Sun Young
- In:
Economic modelling
88
(
2020
),
pp. 420-430
Persistent link: https://www.econbiz.de/10012417258
Saved in:
5
A multivariate time series analysis of energy consumption, real output and pollutant emissions in a developing economy : new evidence from Nepal
Nepal, Rabindra
;
Paija, Nirash
- In:
Economic modelling
77
(
2019
),
pp. 164-173
Persistent link: https://www.econbiz.de/10012198458
Saved in:
6
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
7
Generalized cross-spectral test for nonlinear Granger causality with applications to money-output and price-volume relations
Li, Haiqi
;
Zhong, Wanling
;
Park, Sung Y.
- In:
Economic modelling
52
(
2016
),
pp. 661-671
Persistent link: https://www.econbiz.de/10011642960
Saved in:
8
Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Economic modelling
56
(
2016
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011645993
Saved in:
9
Financial development and energy consumption nexus in Malaysia : a multivariate time series analysis
Islam, Faridul
;
Shahbaz, Muhammad
;
Ahmed, Ashraf U.
; …
- In:
Economic modelling
30
(
2013
),
pp. 435-441
Persistent link: https://www.econbiz.de/10009706901
Saved in:
10
Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca
;
Triacca, Umberto
- In:
Economic modelling
33
(
2013
),
pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
Saved in:
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