Search Results - subject:"Granger‐causality"

Who moves first? : commodity price interdependence through time-varying granger causality

Esposti, Roberto - 2022

Persistent link: https://www.econbiz.de/10013455610

The relationship between external debt and emissions and ecological footprint through economic growth : Turkey

Beşe, Emrah; Friday, H. S. - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

The influence of external debt on the environment is a rising issue in the rapidly developing climate crisis. This study analyzes the relationship between carbon dioxide emissions per capita, gross domestic product per capita and ecological footprint per capita by applying an autoregressive...

Persistent link: https://www.econbiz.de/10013460236

Tourism and economic growth : multi-country evidence from mixed-frequency Granger causality tests

Enilov, Martin; Wang, Yuan - In: Tourism economics : the business and finance of tourism … 28 (2022) 5, pp. 1216-1239

Persistent link: https://www.econbiz.de/10013392307

Financial inclusion - economic growth nexus : traditional finance versus digital finance in Sub-Saharan Africa

Ugwuanyi, Uche Boniface; Ugwuoke, Robinson; Onyeanu, Edith - In: Cogent economics & finance 10 (2022) 1, pp. 1-31

generalised least squares and panel system generalised method of moment procedures, and the panel vector autoregression Granger … causality test. The results revealed that for the full sample; (1) Both the traditional and digital financial inclusion have …

Persistent link: https://www.econbiz.de/10014500296

Testing the environmental kuznets curve hypothesis : the dynamic impact of nuclear energy on environmental sustainability in the context of economic globalization

Hao, Yuanyuan; Chen, Pengyu; Li, Xiangdong - In: Energy strategy reviews 44 (2022), pp. 1-10

of economic globalization using FMOLS, DOLS and panel Granger causality tests with a panel of BRICS countries data for … reducing environmental pollution. Furthermore, panel Granger causality tests have shown the bi-directional causality of CO2 …

Persistent link: https://www.econbiz.de/10014513970

Investigating the market linkages between cryptocurrencies and conventional assets

Yavuz, Melih Sefa; Bozkurt, Gözde; Boğa, Semra - In: Emerging Markets Journal : EMAJ 12 (2022) 2, pp. 36-45

Persistent link: https://www.econbiz.de/10014250691

Three decades of macroeconomic flux in Montenegro and Slovenia

Gricar, Sergej; Bojnec, Štefan; Karadzic, Vesna; … - In: Montenegrin journal of economics 18 (2022) 2, pp. 61-71

Persistent link: https://www.econbiz.de/10013254538

Is there financialization of housing prices? : empirical evidence from Santiago de Chile

Vergara-Perucich, José-Francisco - In: Economies : open access journal 10 (2022) 6, pp. 1-14

good profitability. To conduct the statistical test, a Granger causality test is applied to a weekly data series covering …

Persistent link: https://www.econbiz.de/10013255846

Dynamic causality analysis of COVID-19 pandemic risk and oil market changes

So, Mike Ka-pui; Chan, Jacky N. L.; Chu, Amanda M. Y. - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-11

Crude oil draws attention in recent research as its demand may indicate world economic growth trend in the post-COVID-19 era. In this paper, we study the dynamic lead-lag relationship between the COVID-19 pandemic and crude oil future prices. We perform rolling-sample tests to evidence whether...

Persistent link: https://www.econbiz.de/10013273581

European sovereign bond and stock market granger causality dynamics

Gomes, Pedro; Kurter, Zeynep O.; Morita, Rubens - 2022

Persistent link: https://www.econbiz.de/10013190918