Search Results - subject:"Granger causality"

Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies : a wavelet quantile VAR approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015371761

The divergence of China’s prices under economic policy uncertainty shock : a time-varying perspective

Long, Shaobo; Xue, Ning; Zhang, Yuan - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-21

This study investigates the impact of economic policy uncertainty (EPU) on macro price divergence in China. We use the time-varying parameter vector auto regressive model with latent thresholds (LT-TVP-VAR) to examine the nonlinear causality relationship. Our findings suggest when the EPU rises,...

Persistent link: https://www.econbiz.de/10015371788

The impact of banking sector performance on economic growth : a case study of selected countries of Central and Eastern Europe

Węgrzyn, Paweł; Kruszka, Michał - In: Comparative economic research : Central and Eastern Europe 28 (2025) 2, pp. 131-149

variables: non-performing loans, total capital ratio, return on assets, and the ratio of bank assets to GDP. Granger causality … Granger causality indicate that economic growth significantly bolsters the banking sector's development, suggesting an inverse …

Persistent link: https://www.econbiz.de/10015437843

The triple threat to our environment : economic, non-economic, and demographic factors driving ecological footprint in nuclear-power countries

Akram, Hamza; Rasheed, Tuba; Hossain, Md Billal - In: Economies : open access journal 13 (2025) 4, pp. 1-18

This study examines how economic growth, travel, global connection, and changes in population impact the environmental footprint in seven countries, including Russia, the US, China, France, the UK, Pakistan, and India, from 1995 to 2023. The results show a significant link between Granger’s...

Persistent link: https://www.econbiz.de/10015410075