Search Results - subject:"Granger‐causality"

Circular behavior of oil consumption and the impact of oil prices with the Fourier approach

Oltulular, Sabiha - In: Energy strategy reviews 53 (2024), pp. 1-13

permanency of oil consumption fluctuations was investigated. Fourier-based Granger causality tests were used to examine cause …

Persistent link: https://www.econbiz.de/10014632395

Econometric analysis of South Africa's fiscal and monetary policy effects on economic growth from 1980 to 2022

Majenge, Luyanda; Mpungose, Sakhile; Msomi, Simiso - In: Economies : open access journal 12 (2024) 9, pp. 1-24

) cointegration analysis, diagnostic tests, and pairwise Granger causality analysis. The empirical analysis found a long … variables such as the official exchange rate, inflation rate, real interest rates, and M3 money supply. Pairwise Granger … causality tests revealed a one-way relationship between government spending and economic growth, providing support to the …

Persistent link: https://www.econbiz.de/10015073503

Empirical analysis of the "China-US factor" in stock market linkages

Qian, Huai; Yang, Bingkun; Huang, Weihua - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 6, pp. 1118-1129

Persistent link: https://www.econbiz.de/10014567007

Navigating prosperity : the impact of seaport efficiency on economic growth in Ghana's maritime landscape

Baafi, Joseph Antwi - In: Marine economics and management : MAEM 7 (2024) 1, pp. 18-41

Dickey-Fuller tests, autoregressive distributed lag (ARDL) modeling and Granger Causality, were applied to explore the … limitations/implications - The Granger Causality Test solidifies seaport efficiency as a robust predictor of GDP fluctuations …

Persistent link: https://www.econbiz.de/10015046353

The impact of COVID-19 and structural market changes on the Greek Stock Market : an empirical analysis

Christodoulou-Volos, Christos; Tserkezos, Dikaios E. - In: International journal of economics and financial issues … 14 (2024) 6, pp. 320-326

Persistent link: https://www.econbiz.de/10015101790

Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices

Sultanova, Zamzagul; Pazilov, Galimzhan A.; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 21-30

Persistent link: https://www.econbiz.de/10014481247

An empirical analysis of trade market dynamics on CO2 emissions : a study of GCC economies

Shahida Suleman; Kayani, Farrukh Nawaz; Sohail, Mariam; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 6, pp. 114-126

Persistent link: https://www.econbiz.de/10015133990

Unwrapping the intricate interplay between energy dependency and macroeconomic volatility in OECD countries

Sahu, Anjan Kumar; Mahalik, Mantu Kumar - In: Economic papers 43 (2024) 4, pp. 389-410

Persistent link: https://www.econbiz.de/10015399195

Enhancing economic literacy through causal diagrams

Pavlov, Oleg V.; Smirnova, Natalia V.; Smirnova, Elena V. - 2025

A literacy-targeted approach to economic instruction draws on insights from cognitive science. It highlights that students process complex economic information by constructing and modifying schemas that represent economic material. Following this approach, we developed a set of instructional...

Persistent link: https://www.econbiz.de/10015189854

Identification of treatment effects under limited exogenous variation

Newey, Whitney K.; Stouli, Sami - 2025 - Date: January 24, 2025

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support conditions. To alleviate this requirement, we consider varying...

Persistent link: https://www.econbiz.de/10015191459