Search Results - subject:"Time-varying granger causality"

The divergence of China’s prices under economic policy uncertainty shock : a time-varying perspective

Long, Shaobo; Xue, Ning; Zhang, Yuan - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-21

This study investigates the impact of economic policy uncertainty (EPU) on macro price divergence in China. We use the time-varying parameter vector auto regressive model with latent thresholds (LT-TVP-VAR) to examine the nonlinear causality relationship. Our findings suggest when the EPU rises,...

Persistent link: https://www.econbiz.de/10015371788

On the time-varying causal relationships that drive bitcoin returns

Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2025

Persistent link: https://www.econbiz.de/10015401931

Climate change and monetary policy in Indonesia : evidence from asymmetric time varying granger causality

Khaliq, Abdul; Karimi, Syafruddin; Taifur, Werry Darta; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 6, pp. 183-194

Persistent link: https://www.econbiz.de/10015481280

Harbor in the storm : how Bitcoin navigates challenges of climate change and global uncertainties

Li, Houjian; Luo, Fangyuan; Guo, Lili - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10015271313

In search of lost social finance : How do financial instability and inequality interact?

Gaies, Brahim - In: Research in international business and finance 72 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10015064325

Climate risks and the realized higher-order moments of financial markets : evidence from China

Wang, Yihan; Goutte, Stéphane; Bouri, Elie; Sokhanvar, Amin - In: International review of economics & finance : IREF 93 (2024) 2, pp. 1064-1087

Persistent link: https://www.econbiz.de/10014535685

The predictive impact of climate risk on total factor productivity growth : 1880-2020

Kunene, Desiree M.; Van Eyden, Reneé; Caraiani, Petre; … - 2023

Persistent link: https://www.econbiz.de/10014317435

Bitcoin and money supply relationship : An analysis of selected country economies

Mert, Nilcan; Timur, Mustafa Caner - In: Quantitative finance and economics 7 (2023) 2, pp. 229-248

Persistent link: https://www.econbiz.de/10015120956

Nexus of trade, FDI, green energy, green tax and environmental quality in Vietnam : a time varying granger causality

Mai Xuan Dao; Nhung Tran Thi Lan; Trinh Ho Thuy - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 5, pp. 83-95

Persistent link: https://www.econbiz.de/10015472287

The CNN Fear and Greed Index as a predictor of US equity index returns : static and time-varying Granger causality

Farrell, Hugh; O'Connor, Fergal A. - In: Finance research letters 72 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015199848