Search Results - subject:"Granger‐causality"

An empirical study on information spillover effects between the Chinese copper futures market and spot market

Liu, Xiangli; Cheng, Siwei; Wang, Shouyang; Hong, Yongmiao - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 4, pp. 899-914

effects between the futures market and the spot market by employing a linear Granger causality test, and Granger causality …

Persistent link: https://www.econbiz.de/10011059163

GOVERNMENT REVENUE-EXPENDITURE NEXUS: EVIDENCE FROM SEVERAL TRANSITIONAL ECONOMIES

Konukcu-Önal, Debi; Tosun, Ayse Nil - In: Economic Annals 53 (2008) 178-179, pp. 145-156

, Kazakhstan , the Kyrgyz Republic and the Russian Federation . The empirical findings of this study, which are based on Granger … causality tests, indicate evidence supporting the tax-and-spend hypothesis in Belarus and the Russian Federation and fiscal …

Persistent link: https://www.econbiz.de/10011039164

BANKA KREDILERI VE ENFLASYON ARASINDAKI ILISKI: TURKIYE UZERINE EKONOMETRIK BIR ANALIZ (1983-2007)

ARSLAN, Ibrahim; YAPRAKLI, Sevda - In: Istanbul University Econometrics and Statistics e-Journal 7 (2008) 1, pp. 88-103

correction-augmented Granger causality tests show that bi-directional causality exists between bank credits and inflation. …

Persistent link: https://www.econbiz.de/10005012091

Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels

Maddison, David; Rehdanz, Katrin - Institut für Weltwirtschaft (IfW) - 2008

This paper introduces the concept of homogeneous non-causality in heterogeneous panels. This concept is used to examine a panel of data for evidence of a causal relationship between GDP and carbon emissions. The technique is compared to the standard test for homogeneous non-causality in...

Persistent link: https://www.econbiz.de/10005076093

Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?

Gupta, Rangan; Komen, Kibii - Department of Economics, Faculty of Economic and … - 2008

The literature on causality takes contradictory stands regarding the direction of causal relationships based on whether one uses temporally aggregated or systematically sampled data. Using the relationship between a nominal target and the instrument used to achieve it, as an example, we show...

Persistent link: https://www.econbiz.de/10005076200

ANALYSIS OFTWIN DEFICITS HYPOTHESIS IN TURKEY BETWEEN 1950-2005, USING COINTEGRATION ANALAYSIS AND GRANGER COUSALITYTEST

Erdinc, Zeynep - In: Anadolu University Journal of Social Sciences 8 (2008) 1, pp. 209-222

cointegration analysis and Granger Causality Test. In cointegration analysis, it is found that thereis a long run relationship …, according to Granger causality tests results, the causality runs from budget deficits to current account deficit …

Persistent link: https://www.econbiz.de/10005064681

Global Financial Integration and the MENA Countries: Evidence from Equity and Money Markets

Soofi, Abdol - In: Review of Middle East Economics and Finance 4 (2008) 2, pp. 4-4

hand and the United States and United Kingdom on the other hand. Using cointegration, error correction, and Granger … causality tests I find that only the Turkish equity market is cointegrated with both S&P and FTSE stock markets. I also find …

Persistent link: https://www.econbiz.de/10005579246

Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels

Maddison, David J.; Rehdanz, Katrin - Forschungsstelle Nachhaltige Umweltentwicklung (ZMK), … - 2008

Persistent link: https://www.econbiz.de/10005634635

Inward FDI, Value Added and Employment in US States: A Panel Cointegration Approach

Ajaga, Elias; Nunnenkamp, Peter - Institut für Weltwirtschaft (IfW) - 2008

employment at the level of US states. Johansen’s (1988) cointegration technique and Toda and Yamamoto’s (1995) Granger causality …

Persistent link: https://www.econbiz.de/10005818926

TOURISM AND ECONOMIC GROWTH: THE CASE OF SINGAPORE

LEE, Chew Ging - In: Regional and Sectoral Economic Studies 8 (2008) 1, pp. 89-98

found. The standard Granger causality test reveals that there is a unidirectional Granger causality from economic growth to …

Persistent link: https://www.econbiz.de/10005607441