Search Results - subject:"asymmetric causality test"

Oil price volatility shocks and the macroeconomic indicators : evidence from Saudi Arabia

Gunwant, Darshita Fulara; Rather, Sartaj Rasool; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 138-141

Persistent link: https://www.econbiz.de/10014533148

Empirical analysis of the relationship between purchasing managers index and bist industrial index under structural breaks

Şahin, Emrah; Güngör, Selim; Karaca, Süleyman Serdar - In: Financial Studies 24 (2020) 3 (89), pp. 6-22

The purpose of the study is to put forward the long-term and causality relationship between the BIST Industrial Index and the Purchasing Managers Index (PMI) for the period January 2008-December 2018 in Turkey. First of all,the existence of a long-run relationship between variables has been...

Persistent link: https://www.econbiz.de/10012484804

Empirical analysis of the relationship between purchasing managers index and bist industrial index under structural breaks

Şahin, Emrah; Güngör, Selim; Karaca, Süleyman Serdar - In: Financial studies 24 (2020) 3, pp. 6-22

Persistent link: https://www.econbiz.de/10012421676

Oil Price Fluctuations and Exchange Rate Dynamics in the MENA Region: Evidence from Non-Causality-in- Variance and Asymmetric Non-Causality Tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018

The aim of this paper is to investigate the exchange rate consequences of oil-price fluctuations and to test for the dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries (Egypt, Jordan, Morocco, Qatar, Saudi Arabia, Tunisia,...

Persistent link: https://www.econbiz.de/10011931951

Savings rates in Turkey : the prospects for a sustainable growth

Mızrak, Nihal Yıldırım; Dastan, Muhammet - In: International journal of economics and financial issues … 8 (2018) 2, pp. 227-237

Persistent link: https://www.econbiz.de/10011957606

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018

Persistent link: https://www.econbiz.de/10011897569

Do financial conditions have a predictive power on inflation in Turkey?

Bulut, Umit - In: International journal of economics and financial issues … 6 (2016) 2, pp. 621-628

Persistent link: https://www.econbiz.de/10011697188

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - In: The quarterly review of economics and finance : journal … 73 (2019), pp. 159-171

Persistent link: https://www.econbiz.de/10012296707

Energy Utilization and Economic Growth in France: Evidence from Asymmetric Causality Test

Arouri, Mohamed; Uddin, Gazi Salah; Kyophilavong, Phouphet - Institut de Préparation à l'Administration et à la … - 2014

in France using asymmetric causality test over the period 1960-2011. Our approach is based on bootstrap simulation method …

Persistent link: https://www.econbiz.de/10010754728

BRIC and GIPS : who drives who? : evidence from newly developed asymmetric causality tests

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 48 (2016) 58/60, pp. 5772-5778

Persistent link: https://www.econbiz.de/10011772218