Search Results - subject:"granger causality analysis"

The relationship between gold and oil prices and the stock market returns of Kazakh energy companies : comparison of the pre-Covid-19 and post-Covid-19 periods

Bekzhanova, Saule; Tayauova, Gulzhanat; Akhanov, Serik; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 8-14

Persistent link: https://www.econbiz.de/10014374863

Relationship between residential property prices and macroeconomıc variables in Turkey

Bozdereli, Arzu Alvan; Rahmatzada, Qais - In: Applied economics letters 31 (2024) 8, pp. 743-749

Persistent link: https://www.econbiz.de/10014557857

Financialization and growth nexus in the EU new member states (NMS) : an ARDL bounds testing approach and Granger causality analysis

Ganić, Mehmed - In: Journal of financial economic policy 15 (2023) 4/5, pp. 351-367

Persistent link: https://www.econbiz.de/10014380778

Global Financial Crisis in Effecting Asymmetrical Co-integration between Exchange Rate and Stock Indexes of South Asian Region: Application of Panel Data NARDL and ARDL Modelling Approach with Asymmetrical Granger Causility

Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar - In: Cogent Business & Management 7 (2020) 1, pp. 1-24

This research examines the impact of positive and negative shocks of exchange rate on South Asian Stock indexes by employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the Panel-NARDL model, the Pre-crisis regime comprises of...

Persistent link: https://www.econbiz.de/10012657292

Global financial crisis in effecting asymmetrical co-integration between exchange rate and stock indexes of South Asian region : application of panel data NARDL and ARDL modelling approach with asymmetrical granger causility

Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar - In: Cogent business & management 7 (2020) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012654650

Does fiscal consolidation promote economic growth and employment? Evidence from the PIIGGS countries

Arestis, Philip; Kaya, Ayşe; Şen, Hüseyin - In: European Journal of Economics and Economic Policies: … 15 (2018) 3, pp. 289-312

, and Spain) by using the Bootstrap Granger causality analysis proposed by Kónya (2006), which allows testing for causality …

Persistent link: https://www.econbiz.de/10014363334

Are the twin or triple deficits hypotheses applicable to post-communist countries?

Şen, Hüseyin; Kaya, Ayşe - In: Panoeconomicus 67 (2020) 4, pp. 465-489

Persistent link: https://www.econbiz.de/10012621200

The Value of Investment Resources Influx for the Development of the Electric Power Industry of Kazakhstan

Smagulova, Sholpan; Omarov, Amangeldi D.; Imashev, Aybek B. - In: International Journal of Energy Economics and Policy 5 (2015) 1, pp. 374-384

The article analyzes the state of the energy system for the past 23 years in Kazakhstan. The main objective of the study is to conduct an econometric analysis on effective development of electric power industry of Kazakhstan for the period of 1991-2013. We justify some patterns and relationships...

Persistent link: https://www.econbiz.de/10011167175

The Value of Investment Resources Influx for the Development of the Electric Power Industry of Kazakhstan

Smagulova, Sholpan; Omarov, Amangeldi D.; Imashev, Aybek B. - In: International Journal of Energy Economics and Policy 5 (2015) 1, pp. 374-384

Persistent link: https://www.econbiz.de/10011122101

The value of investment resources influx for the development of the electric power industry of Kazakhstan

Smagulova, Sholpan А.; Omarov, Amangeldi D.; Imashev, … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 374-384

Persistent link: https://www.econbiz.de/10011287668