Search Results - subject:"Granger‐causality"

House Price Dynamics and Granger Causality: An Analysis of Taipei New Dwelling Market

Chen, Ming-Chi; Patel, Kanak - In: International Real Estate Review 1 (1998) 1, pp. 101-126

completions, in Taipei new dwelling market. Granger causality tests, variance decomposition, impulse response functions based on …

Persistent link: https://www.econbiz.de/10005092447

Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysis

Dornau, Robert - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 1998

This paper investigates empirically the interrelationships between the daily stock market returns of the Nikkei 225, DAX and Dow Jones Industrial index. Contrary to former work this paper uses the succession of the markets in time to form different econometric models. In this way it is possible...

Persistent link: https://www.econbiz.de/10005097638

Technical Note: The Growth of Public Expenditure in Latin America: A Test of "Wagner's Law"

Thornton, John - In: Latin American Journal of Economics-formerly Cuadernos … 35 (1998) 105, pp. 255-263

"Wagner’s law" is tested on long runs of data for Argentina, Brazil and Chile. The results suggest that in each country nominal and real GDP, nominal and real GDP per capita, and nominal and real government expenditure are non-stationary series in their l

Persistent link: https://www.econbiz.de/10005812018

Money-output Granger causality revisited: An empirical analysis of EU countries

Hayo, Bernd - Zentrum für Europäische Integrationsforschung (ZEI), … - 1998

Persistent link: https://www.econbiz.de/10008564977

Shock around the clock : on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission : an econometric analysis

Dornau, Robert - 1998

Persistent link: https://www.econbiz.de/10011441167

Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries

Hayo, Bernd - EconWPA - 1998

In this paper, the evidence collected in the large literature on testing for Granger-causality from money to output is … Granger-causality effects of money on output compared to using differences. Neither does the significance of money lags … asymmetries clearly increases the likelihood of finding significant causality effects. Based on the Granger-causality test results …

Persistent link: https://www.econbiz.de/10005126173

Causalidad entre el índice bursátil y el tipo de cambio en México

Ibarrarán Viniegra, Pablo; Troncoso Viniegra, Alfredo - In: Gaceta de economía 4 (1998) 7, pp. 195-212

Persistent link: https://www.econbiz.de/10001446416

Macroeconomic conditions and political instability : an empirical analysis

Gasiorowski, Mark J. - In: Studies in comparative international development 33 (1998) 3, pp. 3-17

Persistent link: https://www.econbiz.de/10001435858

Does the maturity mix of government borrowing impact municipal bond rates?

Chopin, Marc Colin Charles - In: Studies in economics and finance 19 (1998) 1, pp. 3-26

Persistent link: https://www.econbiz.de/10001441660

The role of saving in Pakistan's economic growth

Sinha, Dipendra - In: The journal of applied business research 15 (1998/99) 1, pp. 79-85

Persistent link: https://www.econbiz.de/10001400540