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  • Search: subject:"conditional granger causality"
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Year of publication
Subject
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Causality analysis 10 Kausalanalyse 10 Ansteckungseffekt 4 Contagion effect 4 Credit risk 3 Kreditrisiko 3 Welt 3 World 3 Conditional Granger Causality 2 Conditional Granger-causality 2 Conditional granger causality 2 Economic growth 2 Estimation 2 Estimation theory 2 Financial networks 2 Network analysis 2 PC-algorithm 2 Poisson autoregressive models 2 Risiko 2 Risk 2 Schätztheorie 2 Schätzung 2 Theorie 2 Theory 2 Time series analysis 2 VAR model 2 VAR-Modell 2 Zeitreihenanalyse 2 conditional Granger causality 2 conditional granger causality 2 systemic risk 2 vector autoregressive models 2 Auslandsinvestition 1 Autism Spectrum Disorders 1 Bank risk 1 Bankenkrise 1 Banking crisis 1 Bankrisiko 1 Bounds test 1 Business network 1
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Online availability
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Undetermined 8 Free 3 CC license 1
Type of publication
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Article 10 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 11 Undetermined 1
Author
All
Yang, Lu 3 Agosto, Arianna 2 Ahelegbey, Daniel Felix 2 Anandan, Kavitha 1 Barry, Mamadou Diang 1 Cai, Xiaojing 1 Caner, Hamit 1 Chen, Wang 1 Cheng, Hong 1 Cui, Xue 1 Fethi, Sami 1 Hamori, Shigeyuki 1 Ho, Kung-Cheng 1 Hu, Shichao 1 Katircioğlu, Salih 1 Kugiumtzis, Dimitris 1 Le, Tan T. M. 1 Lu, Yang 1 Martin, Franck 1 Nguyen, Duc Khuong 1 Papaspyropoulos, Konstantinos G. 1 Vidhusha S 1 Wang, Yihong 1 Wang, Yunqing 1 Yang, Tinggan 1 Yuan, Nannan 1
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Published in...
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Computational economics 1 DEM working paper series 1 Econometrics : open access journal 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 International Journal of Cognitive Informatics and Natural Intelligence (IJCINI) 1 International journal of emerging markets 1 International journal of finance & economics : IJFE 1 International review of financial analysis 1 Journal of the Operational Research Society 1 Quality & Quantity: International Journal of Methodology 1 The empirical economics letters : a monthly international journal of economics 1 Working paper 1
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Source
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ECONIS (ZBW) 10 RePEc 1 Other ZBW resources 1
Showing 1 - 10 of 12
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On the validity of granger causality for ecological count time series
Papaspyropoulos, Konstantinos G.; Kugiumtzis, Dimitris - In: Econometrics : open access journal 12 (2024) 2, pp. 1-21
Knowledge of causal relationships is fundamental for understanding the dynamic mechanisms of ecological systems. To detect such relationships from multivariate time series, Granger causality, an idea first developed in econometrics, has been formulated in terms of vector autoregressive (VAR)...
Persistent link: https://www.econbiz.de/10014636412
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Systemic risk and idiosyncratic networks among global systemically important banks
Cui, Xue; Yang, Lu - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 58-75
Persistent link: https://www.econbiz.de/10014468986
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A multiple timescales conditional causal analysis on the carbon-energy relationship : evidence from European and emerging markets
Yang, Lu; Hamori, Shigeyuki; Cai, Xiaojing - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 8, pp. 2775-2785
Persistent link: https://www.econbiz.de/10014321031
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Default count-based network models for credit contagion
Agosto, Arianna; Ahelegbey, Daniel Felix - 2020
Persistent link: https://www.econbiz.de/10012322249
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Default count-based network models for credit contagion
Agosto, Arianna; Ahelegbey, Daniel Felix - In: Journal of the Operational Research Society 73 (2022) 1, pp. 139-152
Persistent link: https://www.econbiz.de/10012872894
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Housing market networks in China's major cities : a conditional causality approach
Yang, Lu; Yuan, Nannan; Hu, Shichao - In: International journal of emerging markets 17 (2022) 9, pp. 2166-2185
Persistent link: https://www.econbiz.de/10014331725
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Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
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Dynamic connectedness of global currencies : a conditional Granger-causality approach
Le, Tan T. M.; Martin, Franck; Nguyen, Duc Khuong - 2018
Persistent link: https://www.econbiz.de/10011893864
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Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Chen, Wang; Ho, Kung-Cheng; Lu, Yang - In: International review of financial analysis 72 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012437342
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Inter-hemispherical Investigations on the Functional Connectivity of Autistic Resting State fMRI
Vidhusha S; Anandan, Kavitha - In: International Journal of Cognitive Informatics and … 10 (2016) 2, pp. 95-108
Causality and Conditional Granger Causality. Results show that as connectivity decreases, GC and CGC values also get decreased …
Persistent link: https://www.econbiz.de/10012043668
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