Search Results - subject:"Bootstrap panel granger causality"

Causal relations between nominal exchange rates and monetary fundamentals in Central and Eastern European countries

Da̜browski, Marek A.; Papież, Monika; Śmiech, Sławomir - In: The economics of transition 23 (2015) 1, pp. 45-73

Persistent link: https://www.econbiz.de/10011343626

The interactions of stock prices and exchange rates in the ASEAN-5 countries : new evidence using a bootstrap panel Granger causality approach

Liang, Chin Chia; Chen, Ming-Yung; Yang, Cheng-Hua - In: Global economic review 44 (2015) 3, pp. 324-334

Persistent link: https://www.econbiz.de/10011345087

Can M&A activities act as a predictor of the performance of economic growth or stock prices?

Hsueh, Shun-Jen; Tsao, Yao Chun; Tu, Chien-Heng; Chiu, … - In: Economic Modelling 42 (2014) C, pp. 430-438

data from six OECD countries for the period from April 1980 to March 2010. The bootstrap panel Granger causality test that …

Persistent link: https://www.econbiz.de/10011048685

The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test

Zhong, Ming; Chang, Tsangyao; Goswami, Samrat; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014

This study re-examines the causal linkages between military expenditures and economic growth for the BRICS countries (Brazil, Russia, India, China, and South Africa) and that for the USA for the period 1988-2012. Panel causality was examined to explain dependency and heterogeneity across...

Persistent link: https://www.econbiz.de/10011011767

Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU: The bootstrap panel Granger causality approach

Śmiech, Sławomir; Papież, Monika - In: Energy Policy 71 (2014) C, pp. 118-129

The aim of the paper is to assess linkages between energy consumption and economic growth in the light of compliance with the EU energy policy targets stated in the climate and energy package for 2020 in the European Union member states in the period 1993–2011. The study is divided into two...

Persistent link: https://www.econbiz.de/10011047462

Financial intermediation spread and stability of the banking system in the Southern Africa Customs Union

Motelle, Sephooko I.; Biekpe, Nicholas - In: Managerial Finance 40 (2014), pp. 276-299

in developing countries. Second, the study uses bootstrap panel Granger causality to test the hypothesis that there is a … study uses bootstrap panel Granger causality to test the hypothesis that there is a causal relationship between financial …

Persistent link: https://www.econbiz.de/10010751909

Financial intermediation spread and stability of the banking system in the Southern Africa Customs Union

I. Motelle, Sephooko; Biekpe, Nicholas - In: Managerial Finance 40 (2014) 3, pp. 276-299

Persistent link: https://www.econbiz.de/10014941494

Financial intermediation spread and stability of the banking system in the Southern Africa Customs Union

Motelle, Sephooko I.; Biekpe, Nicholas - In: Managerial finance 40 (2014) 3, pp. 276-299

Persistent link: https://www.econbiz.de/10010256731

Can M&A activities act as a predictor of the performance of economic growth or stock prices?

Hsueh, Shun-Jen; Tsao, Yao Chun; Tu, Chien Heng; Chiu, … - In: Economic modelling 42 (2014), pp. 430-438

Persistent link: https://www.econbiz.de/10010478706

The relationship between globalization and insurance activities: A panel data analysis

Chen, Sen-Sung; Cheng, Shu-Ching; Pan, Guochen; Wu, … - In: Japan and the World Economy 28 (2013) C, pp. 151-157

This study applies a Bootstrap Panel Granger causality test to investigate whether there is causal relationship between …

Persistent link: https://www.econbiz.de/10010730200