Search Results - subject:"Time varying causality"

Time-varying and quantile-based relationship among geopolitical risks, oil and gold prices

Kara, Erkan; Gök, Remzi - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 2, pp. 125-145

This paper probes the relationship between geopolitical risks (GPR), WTI oil, and gold prices utilizing the time-varying … causality and quantile regression approaches. The sample period spans from January 1986 to January 2022, comprising 433 monthly …

Persistent link: https://www.econbiz.de/10013554887

Is inflation uncertainty a self-fulfilling prophecy? : the inflation-inflation uncertainty nexus and inflation targeting in South Africa

Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2022

Persistent link: https://www.econbiz.de/10013435220

Can migration fear and policy uncertainty be the source of macroeconomic fluctuations?

Ceylan, Fatih; Ünlü, Mustafa - In: Croatian economic survey 26 (2024) 1, pp. 5-36

Persistent link: https://www.econbiz.de/10015066191

On the time-varying impact of China's bilateral political relations on its trading partners : "doux commerce" or "trade follows the flag"?

Afonso, António; Mignon, Valérie; Saadaoui, Jamel - In: China economic review 85 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014545039

Conditional impact of credit growth on macroeconomic and financial aggregates : evidence from Turkey

Cayirli, Omer; Kayalidere, Koray; Aktas, Huseyin - In: International journal of emerging markets 19 (2024) 2, pp. 339-366

Persistent link: https://www.econbiz.de/10014464853

Frequency-domain and time-varying asymmetric Granger causality between real effective exchange rates and remittances in Mexico

Akçay, Selçuk - In: Journal of international trade & economic development : … 33 (2024) 3, pp. 418-438

Persistent link: https://www.econbiz.de/10014631581

The dynamic relationship between gas and crude oil markets and the causal impact of US shale gas

Ghosh, Sudeshna; Tiwari, Aviral Kumar; Doğan, Buhari; … - In: Computational economics 63 (2024) 6, pp. 2501-2524

Persistent link: https://www.econbiz.de/10014636754

Energy profile and oil shocks : a dynamic analysis of their impact on stock markets

Ziadat, Salem Adel; Maghyereh, Aktham I. - In: Eurasian economic review : a journal in applied … 14 (2024) 3, pp. 757-780

Persistent link: https://www.econbiz.de/10015070267

Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests

Apergēs, Nikolaos; Gavriilidis, Konstantinos; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012703087

Symmetric and asymmetric causal relationship between oil prices and G7 stock markets : a bootstrap rolling-window granger causality test

Mokni, Khaled; Nakhli, Mohamed Sahbi; Mnari, Othman; … - In: Journal of economic integration : jei 36 (2021) 4, pp. 718-744

Persistent link: https://www.econbiz.de/10013163811