Search Results - subject:"linear Granger causality"

Money and Output asymmetry : the unintended consequences of central banks' obsession with inflation

Ghosh, Taniya; Gorsi, Abhishek - 2023

Persistent link: https://www.econbiz.de/10014280820

Financial market connectedness between the U.S. and China : a new perspective based on non-linear causality networks

Chen, Bin-xia; Sun, Yan-lin - In: Journal of international financial markets, … 90 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014494691

Risk characteristics and connectedness in cryptocurrency markets : new evidence from a non-linear framework

Chen, Bin-xia; Sun, Yan-lin - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014445609

Baltic Dry Index and global economic policy uncertainty : evidence from the linear and nonlinear Granger causality tests

Gao, Ruzhao; Zhao, Yueqiang; Zhang, Bing - In: Applied economics letters 30 (2023) 3, pp. 360-366

Persistent link: https://www.econbiz.de/10013553470

Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy

Dergiades, Theologos - 2012

This paper contributes to the understanding of the non-linear causal linkage between investors' sentiment dynamics and stock returns for the US economy. Employing the sentiment index developed by Baker and Wurgler (J. Econ. Perspect. 16: 129-151, 2007) and within a non-linear causality...

Persistent link: https://www.econbiz.de/10010729120

Linear and non-linear granger causality between short-term and long-term interest rates : a rolling window strategy

Rahimi, Azadeh; Chu, Ba; Lavoie, Marc - In: Metroeconomica : international review of economics 68 (2017) 4, pp. 882-902

Persistent link: https://www.econbiz.de/10011773086

Dynamic relationships between crude oil prices and socially responsible investing in Brazil : evidence for linear and non-linear causality

Oliveira, E. M. de; Cunha, Felipe Arias Fogliano de Souza; … - In: Applied economics 49 (2017) 22, pp. 2125-2140

Persistent link: https://www.econbiz.de/10011817241

Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy

Dergiades, Theologos - Volkswirtschaftliche Fakultät, … - 2011

Persistent link: https://www.econbiz.de/10011109467

Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles

Rahimi, Azadeh; Lavoie, Marc; Chu, Ba - In: International review of applied economics 30 (2016) 6, pp. 714-728

Persistent link: https://www.econbiz.de/10011569555

Linear and non-linear causality between price indices and commodity prices

Fernandez, Viviana - In: Resources Policy 41 (2014) C, pp. 40-51

We apply linear and non-linear Granger causality tests to four U.S. price indices and 31 commodity series, which expand … a 54-year period (January 1957–December 2011). We find evidence of linear Granger causality mostly from individual …

Persistent link: https://www.econbiz.de/10011066024