Search Results - subject:"Linear and Nonlinear Granger Causality"

Cross-market information transmission and stock market volatility prediction

Wang, Yide; Chen, Zan; Ji, Xiaodong - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014485465

The nexus between green investments and crude oil prices using linear and nonlinear approaches

Lin, Jeng-bau; Fu, Shan-Heng; Tsai, Wei - In: International journal of business 27 (2022) 1, pp. 77-86

Persistent link: https://www.econbiz.de/10013183773

On the linkage between government expenditure and output : empirics of the Keynesian view versus Wagner's law

Arestis, Philip; Şen, Hüseyin; Kaya, Ayşe - In: Economic change & restructuring 54 (2021) 2, pp. 265-303

Persistent link: https://www.econbiz.de/10012543567

Is finance-growth nexus nonlinear? : evidence from linear and nonlinear causality analysis

Sethi, Dinabandhu; Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic growth and financial development : effects of …, (pp. 73-102). 2021

nonlinear Granger-causality result confirms insignificant Granger-causality in both high income and low income countries … financial development to economic growth in low inflation countries. Further, using bank-based indicators the linear and …

Persistent link: https://www.econbiz.de/10012792675

Short and long-run linear and nonlinear causality between FDI and GDP for the US

Makris, Ilias A.; Stavroyiannis, Stavros - In: International journal of economics and business research 18 (2019) 4, pp. 466-479

Persistent link: https://www.econbiz.de/10012156302

Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach

Lin, Ling; Kuang, Yuanpei; Jiang, Yong; Su, Xianfang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-26

Persistent link: https://www.econbiz.de/10012203817

Electricity Consumption and Economic Growth: A Linear and Nonlinear Causality Investigation for Turkey

Pempetzoglou, Maria - In: International Journal of Energy Economics and Policy 4 (2014) 2, pp. 263-273

This paper aims to explore the potential linear and nonlinear causal relationship between electricity consumption and economic growth in Turkey during the time period 1945-2006. The study employs the standard linear Granger causality test and the nonparametric Diks and Panchenko causality test....

Persistent link: https://www.econbiz.de/10010756189

Electricity consumption and economic growth : a linear and nonlinear causality investigation for Turkey

Pempetzoglou, Maria - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 2, pp. 263-273

Persistent link: https://www.econbiz.de/10011286225

NON LINEAR DIACHRONIC INTERACTION BETWEEN THE ADVANCE / DECLINE RATIO INDEX AND THE RETURNS OF THE MARKET'S GENERAL INDEX: EMPIRICAL EVIDENCE FROM THE ATHENS STOCK EXCHANGE

Thanou, Eleni; Tserkezos, Dikaios - Department of Economics, University of Crete - 2013

This paper examines the existence of a linear or nonlinear interaction between the Advance/Decline ratio index and the returns of the Athens General Index. We investigate the possibility of a nonlinear causality mechanism through which the Advance/Decline ratio index (the ratio of the number of...

Persistent link: https://www.econbiz.de/10011094920

Volatility in US and Italian agricultural markets, interactions and policy evaluation

Rosa, Franco; Vasciaveo, Michela - European Association of Agricultural Economists - EAAE - 2012

The aim of this paper is to analyse the volatility and interactions among prices of agricultural commodities in Italy and US using the time series analysis. The cross market interactions are examined to test the hypothesis that the increased volatility of agricultural prices has been caused by...

Persistent link: https://www.econbiz.de/10010910904