Search Results - subject:"Nonlinear causality test"

Human capital, energy and economic growth in China : evidence from multivariate nonlinear Granger causality tests

Fang, Zheng; Wolski, Marcin - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 607-632

Persistent link: https://www.econbiz.de/10012490305

Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management

Trabelsi, Nader; Gozgor, Giray; Tiwari, Aviral Kumar; … - In: Research in international business and finance 55 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10013264668

Oil usage, gas consumption and economic growth: Evidence from Poland

Lach, Łukasz - Volkswirtschaftliche Fakultät, … - 2014

This paper investigates causal links between economic growth, oil consumption and natural gas usage in Poland on the basis of quarterly data for the period Q1 2000 – Q4 2009. The application of the Toda–Yamamoto procedure, a nonlinear Granger causality test, bootstrap techniques and an...

Persistent link: https://www.econbiz.de/10011259721

Keeping up with the Joneses effect and military spending in middle eastern countries

Yu-Chi, Sung; Lin, Hung-Pin; Tsai, Show-Chin - In: The empirical economics letters : a monthly … 16 (2017) 11, pp. 1167-1175

Persistent link: https://www.econbiz.de/10011907111

Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach

Chang, Tsangyao; Tsai, Su-Ling; Haga, Kai Yin Allison - In: Applied economics 49 (2017) 58, pp. 5841-5848

Persistent link: https://www.econbiz.de/10011845819

Public debt and growth in the euro area : evidence from parametric and nonparametric Granger causality

Di Sanzo, Silvestro; Bella, Mariano - In: The B.E. journal of macroeconomics 15 (2015) 2, pp. 631-648

Persistent link: https://www.econbiz.de/10011449001

Testing the relationships between shadow economy and unemployment : empirical evidence from linear and nonlinear tests

Saafi, Sami; Farhat, Abdeljelil; Mohamed, Meriem Bel Haj - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 585-608

Persistent link: https://www.econbiz.de/10011431038

Economic growth and energy consumption revisited -- Evidence from linear and nonlinear Granger causality

Chiou-Wei, Song Zan; Chen, Ching-Fu; Zhu, Zhen - In: Energy Economics 31 (2009) 2, pp. 235-239

The relationship between energy consumption and economic growth is considered as an imperative issue in energy economics. Previous studies have ignored the nonlinear behavior which could be caused by structural breaks. In this study, both linear and nonlinear Granger causality tests are applied...

Persistent link: https://www.econbiz.de/10005280009