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  • Search: subject:"Time varying causality"
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Year of publication
Subject
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Causality analysis 69 Kausalanalyse 69 time-varying causality 46 Time-varying causality 37 China 21 Börsenkurs 19 Share price 19 Volatility 19 Volatilität 19 Oil price 18 Ölpreis 18 Economic growth 17 Aktienmarkt 14 Risiko 14 Risk 14 Stock market 14 Welt 14 Wirtschaftswachstum 14 World 14 bootstrap 14 Estimation 13 Schätzung 13 rolling window 13 Bootstrap 11 Capital income 11 Exchange rate 11 Inflation 11 Kapitaleinkommen 11 USA 11 United States 11 Wechselkurs 11 Bootstrap approach 10 Bootstrap-Verfahren 10 VAR model 10 VAR-Modell 10 Cointegration 9 Kointegration 9 South Africa 8 Südafrika 8 Turkey 8
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Online availability
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Undetermined 61 Free 33 CC license 2
Type of publication
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Article 86 Book / Working Paper 25
Type of publication (narrower categories)
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Article in journal 80 Aufsatz in Zeitschrift 80 Working Paper 14 Arbeitspapier 11 Graue Literatur 11 Non-commercial literature 11 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 96 Undetermined 15
Author
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Gupta, Rangan 24 Balcilar, Mehmet 20 Su, Chi-Wei 16 Aye, Goodness C. 11 Afonso, António 6 Saadaoui, Jamel 6 Tao, Ran 6 Van Eyden, Reneé 6 Chang, Hsu-Ling 5 Wang, Kai-Hua 5 Gómez González, José Eduardo 4 Hirs-Garzon, Jorge 4 Inglesi-Lotz, Roula 4 Lobonţ, Oana-Ramona 4 Mignon, Valérie 4 Ajmi, Ahdi Noomen 3 Khan, Khalid 3 Li, Xin 3 Miller, Stephen M. 3 Mokni, Khaled 3 Nyakabawo, Wendy 3 Abakah, Emmanuel Joel Aikins 2 Aggad, Kenza 2 Alves, José 2 Apergēs, Nikolaos 2 Bosch, Adél 2 Chang, Tsangyao 2 Clark, Louise 2 Coelho, José Carlos 2 Cooray, Arusha 2 Dai, Yin 2 Das, Sonali 2 Dlamini, Janneke 2 Dunne, John P. 2 Eyden, Renee van 2 Fan, Jiao-Jiao 2 Farag, Markos 2 Fromentin, Vincent 2 Gavriilidis, Konstantinos 2 Haouas, Ilham 2
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Institution
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Department of Economics, Faculty of Economic and Management Sciences 9 Department of Economics, University of Connecticut 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
Published in...
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Working Papers / Department of Economics, Faculty of Economic and Management Sciences 9 Economic research 6 Applied economics 5 Energy economics 5 Applied economics letters 4 Borradores de economía 3 Department of Economics working paper series 3 Economic change & restructuring 3 Finance research letters 3 Research in international business and finance 3 Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu 3 CESifo Working Paper 2 CESifo working papers 2 Defence and peace economics 2 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 2 International journal of economics and finance 2 International review of economics & finance : IREF 2 Mokslo darbai / Vilniaus Universitetas 2 The North American journal of economics and finance : a journal of financial economics studies 2 The journal of international trade & economic development 2 Tourism economics : the business and finance of tourism and recreation 2 China Finance Review International 1 China economic review 1 China finance review international 1 Computational economics 1 Croatian economic survey 1 Document de travail 1 ERF working papers series : working paper 1 EWI Working Paper 1 Economia internazionale 1 Economic Modelling 1 Economic and political studies : EPS 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Emerging markets review 1 Empirica : journal of european economics 1 Empirical Economics 1 Eurasian economic review : a journal in applied macroeconomics and finance 1 Evoluation of money, banking and financial crisis : history, theory and policy 1 Financial markets, institutions and risks : FMIR 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1
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Source
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ECONIS (ZBW) 92 RePEc 15 EconStor 3 Other ZBW resources 1
Showing 31 - 40 of 111
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Time-varying Granger causality between the stock market and unemployment in the United States
Fromentin, Vincent - In: Applied economics letters 30 (2023) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10013553475
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Is inflation uncertainty a self-fulfilling prophecy in South Africa?
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - In: The South African journal of economics 91 (2023) 3, pp. 306-329
Persistent link: https://www.econbiz.de/10014381020
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Time-varying causality between money supply growth and inflation : new evidence from Turkey
Eroglu, İlhan; Yeter, Fatih - In: Applied economics letters 30 (2023) 21, pp. 3094-3098
Persistent link: https://www.econbiz.de/10014441925
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Investigating time-varying causality between military spending and macroeconomic indicators in the united states
Raifu, Isiaka Akande; Afolabi, Joshua Adeyemi - In: Peace economics, peace science and public policy 29 (2023) 4, pp. 339-371
Persistent link: https://www.econbiz.de/10014465358
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Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei; Gupta, Rangan; Nazlıoğlu, Şaban; … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
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An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Technological forecasting & social change : an … 186PA (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
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Capital flows, economic growth and the real effective exchange rate : evidence from China
Tian, Xin; Haan, Jakob de; Zhao, Yanping - In: Economic and political studies : EPS 11 (2023) 1, pp. 123-147
Persistent link: https://www.econbiz.de/10014251305
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News-based uncertainty measures and returns on prices of precious metals : evidence from regime switching and time-varying causality approach
Adeosun, Opeoluwa Adeniyi; Adeosun, Olumide Adeola; … - In: Journal of economic studies 50 (2023) 2, pp. 173-200
Persistent link: https://www.econbiz.de/10014226466
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Financial development and tourism : a century of evidence from Germany
Awaworyi Churchill, Sefa; Cai, Yifei; Erdiaw-Kwasie, … - In: Applied economics 55 (2023) 3, pp. 305-318
Persistent link: https://www.econbiz.de/10013494425
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Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha; Gangopadhyay, Partha; Das, Narasingha - In: International review of financial analysis 89 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014467255
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