Search Results - subject:"Granger causality Test"

Unravelling the impact of clean energy on the tourism sector of the stock market : Evidence from quantile granger causality and wavelet coherence analysis

Wang, Yiwei; Sun, Zhaoyang; Feng, Chao; Wu, Ran; Yan, Jiale - In: International review of economics & finance : IREF 98 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015327484

Exploring the linkage between financial development and ecological footprint in Egypt : evidence from AVECM analysis

Abd Elfattah Elsayed, Mona Rabea; Albeltagy, Walaa … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 466-480

Persistent link: https://www.econbiz.de/10015404058

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

Macroeconomic factors driving exchange rate volatility and economic sustainability: Case study of Pakistan

Ghauri, Saghir Pervaiz; Ahmed, Rizwan Raheem; … - In: Amfiteatru Economic Journal 26 (2024) 66, pp. 612-628

to have statistically significant consequences on currency rate volatility. Finally, the Granger causality test analyses …

Persistent link: https://www.econbiz.de/10014632146

Harbor in the storm : how Bitcoin navigates challenges of climate change and global uncertainties

Li, Houjian; Luo, Fangyuan; Guo, Lili - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10015271313

Macroeconomic factors driving exchange rate volatility and economic sustainability : case study of Pakistan

Ghauri, Saghir Pervaiz; Ahmed, Rizwan Raheem; … - In: Amfiteatru economic : an economic and business research … 26 (2024) 66, pp. 612-628

to have statistically significant consequences on currency rate volatility. Finally, the Granger causality test analyses …

Persistent link: https://www.econbiz.de/10014577814

Is there a relationship between macroeconomic variables and stock market indices in Bosnia and Herzegovina?

Abdić, Adem; Abdić, Ademir; Lazovic-Pita, Lejla; … - In: Naše gospodarstvo : NG 70 (2024) 3, pp. 48-70

applying the Granger causality test. The results indicate a stable long-run relationship between the analysed macroeconomic …

Persistent link: https://www.econbiz.de/10015130484

US inflation and global commodity prices : asymmetric interdependence

Pan, Zhigang; Bai, Zhihong; Xing, Xiaochao; Wang, Zhufeng - In: Research in international business and finance 69 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015052532

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

In the changing world, oil continues to be important in energy production. Using monthly data from 1965 to 2022, the permanency of oil consumption fluctuations was investigated. Fourier-based Granger causality tests were used to examine cause-and-effect relationships between variables. Long-term...

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

This study examined South Africa's economic growth rate from 1980 to 2022 through an econometric analysis of fiscal and monetary policies. The study sought to investigate the relationships between the economy's growth rate and various fiscal and monetary policy variables, taking into account...

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