Search Results - subject:"Granger‐causality"

Análisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza

IGLESIAS VÁZQUEZ, E.M.; ARRANZ PÉREZ, M. - In: Estudios de Economía Aplicada 19 (2001) Diciembre, pp. 37-47

Este trabajo estudia las relaciones que existen entre el tipo de interés a corto plazo y su incertidumbre en tres países europeos, Alemania, España y Suiza, en el periodo 1975-99. Seleccionando en cada país el modelo que mejor predicción muestral ofrece de la volatilidad, entre 7 diferentes...

Persistent link: https://www.econbiz.de/10005549538

WHO IS AFRAID OF POLITICAL INSTABILITY?

Campos, Nauro F.; Nugent, Jeffrey B. - EconWPA - 2001

An unstable macroeconomic environment is often regarded as detrimental to economic growth. Among the sources contributing to such instability, much of the blame has been assigned to political issues. This paper empirically tests for a causal and negative long-run relationship between political...

Persistent link: https://www.econbiz.de/10005118768

Defence spending and economic growth: A causal analysis for Greece and Turkey

Dunne, Paul; Nikolaidou, Eftychia; Vougas, Dimitrios - In: Defence and Peace Economics 12 (2001) 1, pp. 5-26

race in the area. In addition to analysing the data using standard “pre-cointegration” Granger causality techniques, this … theorem. The standard Granger causality tests suggest a positive effect of changing military burden on growth for Greece, but … significant Granger causality is a negative impact of military burden on growth in Turkey. …

Persistent link: https://www.econbiz.de/10009215192

THE RESPONSIVENESS OF HOUSE PRICES TO MACROECONOMIC FORCES: A CROSS-COUNTR Y COMPARISON

Kasparova, Diana; White, Michael - In: International Journal of Housing Policy 1 (2001) 3, pp. 385-416

This paper examines housing markets in selected European Union countries and investigates the degree of similarity in housing market responses to changes in underlying demand- and supply-side variables. This may help to suggest how EU housing markets may be affected by a single monetary policy...

Persistent link: https://www.econbiz.de/10009221684