Search Results - subject:"Granger‐causality"

Causality and Feedback between Institutional Measures and Economic Growth

Chong, Alberto; Calderón, César A. - 2000

Recent cross-section studies have demonstrated a strong link between measures of corruption, bureaucratic quality, property rights, and other institutional variables, and economic growth. In this paper we build on previous research and present some empirical evidence on the direction of...

Persistent link: https://www.econbiz.de/10014153027

Do compulsory school attendance laws alone explain the association between quarter of birth and earnings?

Bound, John; Jaeger, David A. - In: Worker well-being, (pp. 83-108). 2000

Economists have been reluctant to interpret as purely causal the relationship between educational attainment and earnings. In an influential paper in which they use quarter of birth as an instrument for educational attainment in wage equations, Angrist and Krueger interpret their estimates as...

Persistent link: https://www.econbiz.de/10015390697

Money, output and causality : the case of singapore

Ong, Chin Huat; Wai, David Wan Tai - In: ASEAN economic bulletin 17 (2000) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10001489656

Kaiser, Ulrich; Voß, Katrin - 1999

paper it is shown that the relationship is not as simple as it appears at first sight. We run Granger causality tests …

Persistent link: https://www.econbiz.de/10010297661

Rival Macroeconomic Models And Australian Stylised Facts

Karunaratne, Neil Dias - 1999

, Keynesian the Real Business Cycle theories have been tested using both Granger causality and non-nested testing techniques. The …

Persistent link: https://www.econbiz.de/10009447982

A multivariate STAR analysis of the relationship between money and output

van Dijk, Dick; Franses, Philip Hans; Rothman, P. - Faculteit der Economische Wetenschappen, Erasmus … - 1999

nonlinear Granger causality with both in-sample and out-of-sample analysis. For the in-sample analysis we compare alternative …-of-sample forecasting exercise to study money-income Granger causality, both linear and nonlinear, we believe is new to the literature. The …

Persistent link: https://www.econbiz.de/10010837854

The relationship between energy consumption, energy prices and economic growth: Time series evidence from Asian developing countries

Asafu-Adjaye, John - Australian Agricultural and Resource Economics Society … - 1999

-run, unidirectional Granger causality runs from energy to income for India and Indonesia, while bidirectional Granger causality runs from …

Persistent link: https://www.econbiz.de/10010908411

Kaiser, Ulrich; Voß, Katrin - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 1999

paper it is shown that the relationship is not as simple as it appears at first sight. We run Granger causality tests …

Persistent link: https://www.econbiz.de/10005097949

Do Stock Markets Promote Economic Growth

Filer, Randall K.; Hanousek, Jan; Campos, Nauro F. - William Davidson Institute, University of Michigan - 1999

framework. This paper fills this lacuna by using Granger-causality tests to provide evidence of a positive and significant …

Persistent link: https://www.econbiz.de/10005677711

A multivariate STAR analysis of the relationship between money and output

Rothman, P.; Dijk, D.J.C. van; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 1999

Persistent link: https://www.econbiz.de/10008584690