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  • Search: subject:"Granger Causality and VECM"
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Year of publication
Subject
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Cointegration 2 ADF 1 Aktienindex 1 Aktienmarkt 1 Börsenkurs 1 Causality analysis 1 Economic Growth 1 Economic indicator 1 Granger Causality and VECM 1 Granger causality and VECM 1 India 1 Indien 1 Johansen cointegration 1 Kausalanalyse 1 Kointegration 1 Macroeconomic variables 1 Oil price 1 Share price 1 Stock index 1 Stock market 1 Time series analysis 1 Wirtschaftsindikator 1 Zeitreihenanalyse 1 stock index 1
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Online availability
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Free 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Bouzid, Amaira 1 Manju, K. V. 1 Subha, M. V. 1
Published in...
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International journal of applied business and economic research 1 Romanian Economic Journal 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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The Relationship of Oil Prices and Economic Growthin Tunisia: A Vector Error Correction Model Analysis
Bouzid, Amaira - In: Romanian Economic Journal 15 (2012) 43, pp. 3-22
This paper seeks to investigate the causal relationship between oil prices and economic growth in Tunisia over a period from 1960 to 2009. The empirical analysis starts by analyzing the time series properties of the data which is followed by examining the nature of causality among the variables....
Persistent link: https://www.econbiz.de/10010934716
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Investigating the long term causal relationship among macro economic variables and leading stock market indices of India
Manju, K. V.; Subha, M. V. - In: International journal of applied business and economic … 13 (2015) 2, pp. 587-604
Persistent link: https://www.econbiz.de/10011376593
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