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  • Search: subject:"Granger noncausality"
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Year of publication
Subject
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Granger non-causality 15 Granger non-causality test 7 Kausalanalyse 5 Bernstein density copula 4 Causality analysis 4 ECOWAS 4 Investition 3 Nonparametric tests 3 Panel 3 Panel study 3 Volatility 3 asymptotic properties 3 bootstrap 3 cointegration 3 conditional volatility 3 finance 3 leverage effect 3 macroeconomics 3 random coefficient stochastic process 3 regularity conditions 3 simple test 3 volatility asymmetry 3 volatility feedback effect 3 ARCH model 2 ARCH-Modell 2 Augmented Mean Group 2 Augmented mean group 2 Bayesian model choice 2 Börsenkurs 2 Domestic Investment 2 Domestic investment 2 ECOWAS countries 2 ECOWAS-Staaten 2 Estimation theory 2 Financial Sector Development 2 Financial sector 2 Financial sector development 2 Finanzsektor 2 Granger Non-Causality 2 Investment 2
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Online availability
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Free 37 CC license 4
Type of publication
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Book / Working Paper 23 Article 14
Type of publication (narrower categories)
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Working Paper 7 Article in journal 6 Aufsatz in Zeitschrift 6 Article 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Thesis 1
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Language
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English 26 Undetermined 10 French 1
Author
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Asongu, Simplice 4 Iheonu, Chimere Okechukwu 4 McAleer, Michael 4 Odo, Kingsley O. 4 Ojiem, Patrick K. 4 Bouezmarni, Taoufik 3 Chang, Chia-Lin 3 Taamouti, Abderrahim 3 Berinde, Sorin Romulus 2 Boţa-Avram, Cristina 2 Jarociński, Marek 2 Kaiser, Ulrich 2 Maćkowiak, Bartosz 2 White, Halbert 2 Amiri, Arshia 1 Azman-Saini, W.N.W. 1 BOUEZMARNI, Taoufik 1 Cagas, Marie Anne 1 Chalak, Karim 1 Chang, Chia-ling 1 Chen, YuFu 1 Chuang, Chia-Chang 1 Clarke, Judith A. 1 Di Iorio, Francesca 1 Dumitrescu, Elena 1 Giles, David E. A. 1 Grbić, Milka 1 Groşanu, Adrian 1 Groșanu, Adrian 1 Guliyev, Hasraddin 1 Habibullah, Muzafar Shah 1 Hassan, Adewale Samuel 1 He, Xinhua 1 Hurlin, Christophe 1 Iyidogan, Pelin Varol 1 Kapounek, Svatopluk 1 Karimli, Turan 1 Koo, Jahyun 1 Kuan, Chung-Ming 1 Lacina, Lubor 1
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Institution
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Department of Economics, University of Victoria 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, Boston College 1 Department of Economics, University of California-San Diego (UCSD) 1 European Central Bank 1 HAL 1 Institute of Economics, Academia Sinica 1 Royal Economic Society - RES 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Econometrics Working Papers 2 MPRA Paper 2 Prague Economic Papers 2 ZEW Discussion Papers 2 AGDI Working Paper 1 AGDI working paper 1 Boston College Working Papers in Economics 1 CIRANO Working Papers 1 CORE Discussion Papers 1 Cahiers de recherche 1 Discussion paper / Tinbergen Institute 1 ECB Working Paper 1 Econometrics 1 Econometrics : open access journal 1 Economics Bulletin 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Economics and Business Letters : EBL 1 Financial Innovation 1 Financial innovation : FIN 1 IEAS Working Paper : academic research 1 Journal for Economic Forecasting 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Philippine Review of Economics 1 Research in globalization 1 Royal Economic Society Annual Conference 2003 1 Tinbergen Institute Discussion Paper 1 University of California at San Diego, Economics Working Paper Series 1 Working Paper 1 Working Paper Series / European Central Bank 1 Working Papers / HAL 1 World development sustainability 1
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Source
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RePEc 20 ECONIS (ZBW) 8 EconStor 8 BASE 1
Showing 1 - 10 of 37
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The path to green economy : do environmental taxes and renewable energy transition matter in OECD countries?
Hassan, Adewale Samuel - In: World development sustainability 5 (2024), pp. 1-12
instrumental regression, fixed effect instrumental regression, Machado and Silva quantile regression and JKS Granger non-causality …
Persistent link: https://www.econbiz.de/10015196303
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The globalization and ecological footprint in european countries : correlation or causation?
Karimli, Turan; Mirzaliyev, Nihal; Guliyev, Hasraddin - In: Research in globalization 8 (2024), pp. 1-9
Exploring the influencing factors of the ecological footprint is a current focus. However, the impacts of globalization on the ecological footprint are inconclusive due to the complexity among variables. The objective of this paper is to investigate the effects of globalization on the ecological...
Persistent link: https://www.econbiz.de/10015047836
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Granger causal nexus between good public governance and unemployment: Evidence from cross-country panel data investigation
Boţa-Avram, Cristina; Groșanu, Adrian; Răchișan, … - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-11
market. By employing Granger non-causality tests, we tested two hypotheses with regard to this nexus. We argue that …
Persistent link: https://www.econbiz.de/10012611620
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Granger causal nexus between good public governance and unemployment : evidence from cross-country panel data investigation
Boţa-Avram, Cristina; Groşanu, Adrian; Răchişan, … - In: Journal of risk and financial management : JRFM 14 (2021) 2/63, pp. 1-11
market. By employing Granger non-causality tests, we tested two hypotheses with regard to this nexus. We argue that …
Persistent link: https://www.econbiz.de/10012483958
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Financial sector development and investment in selected ECOWAS countries: Empirical evidence using heterogeneous panel data method
Iheonu, Chimere Okechukwu; Asongu, Simplice; Odo, … - 2020
procedure which accounts for country specific heterogeneity and cross sectional dependence, and the Granger noncausality test …
Persistent link: https://www.econbiz.de/10012389199
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Financial sector development and investment in selected countries of the Economic Community of West African States: Empirical evidence using heterogeneous panel data method
Iheonu, Chimere Okechukwu; Asongu, Simplice; Odo, … - In: Financial Innovation 6 (2020) 1, pp. 1-15
procedure, which accounts for country-specific heterogeneity and cross-sectional dependence, and the Granger non-causality test …
Persistent link: https://www.econbiz.de/10012602862
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Financial sector development and investment in selected ECOWAS countries : empirical evidence using heterogeneous panel data method
Iheonu, Chimere Okechukwu; Asongu, Simplice; Odo, … - 2020
procedure which accounts for country specific heterogeneity and cross sectional dependence, and the Granger noncausality test …
Persistent link: https://www.econbiz.de/10012242074
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Financial sector development and investment in selected countries of the Economic Community of West African States : empirical evidence using heterogeneous panel data method
Iheonu, Chimere Okechukwu; Asongu, Simplice; Odo, … - In: Financial innovation : FIN 6 (2020) 29, pp. 1-15
procedure, which accounts for country-specific heterogeneity and cross-sectional dependence, and the Granger non-causality test …
Persistent link: https://www.econbiz.de/10012268940
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A simple test for causality in volatility
Chang, Chia-Lin; McAleer, Michael - In: Econometrics 5 (2017) 1, pp. 1-5
An early development in testing for causality (technically, Granger non-causality) in the conditional variance (or …
Persistent link: https://www.econbiz.de/10011755368
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A simple test for causality in volatility
Chang, Chia-ling; McAleer, Michael - In: Econometrics : open access journal 5 (2017) 1, pp. 1-5
An early development in testing for causality (technically, Granger non-causality) in the conditional variance (or …
Persistent link: https://www.econbiz.de/10011654183
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