Search Results - subject:"multivariate Granger causality"

Causal relationships between cryptocurrencies : the effects of sampling interval and sample size

Köse, Nezir; Ünal, Emre - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 625-644

Persistent link: https://www.econbiz.de/10015123072

The finance-investment-growth causal connection: Evidence from the Republic of Congo

Muyambiri, Brian - In: Dutch Journal of Finance and Management 4 (2020) 1, pp. 1-9

using four multivariate Granger-causality models. The study found that the finance-investment-growth causal relationship is …

Persistent link: https://www.econbiz.de/10015180698

Export-led growth hypothesis : empirical evidence from the Southern African Customs Union countries

Malefane, Malefa Rose - In: Entrepreneurial business and economics review : EBER 9 (2021) 2, pp. 55-69

Objective: The objective of the article is to examine the export-led growth hypothesis in the Southern African Customs Union (SACU). Research Design & Methods: This study employs annual data on output, exports, imports, and a structural dummy variable for SACU countries, namely, South Africa,...

Persistent link: https://www.econbiz.de/10012520009

The finance-investment-growth causal connection : evidence from the Republic of Congo

Muyambiri, Brian - In: Dutch journal of finance and management 4 (2020) 1/61, pp. 1-9

using four multivariate Granger-causality models. The study found that the finance-investment-growth causal relationship is …

Persistent link: https://www.econbiz.de/10012267034

Linear and nonlinear growth determinants : the case of Mongolia and its connection to China

Chu, Amanda M. Y.; Lv, Zhihui; Wagner, Niklas F.; Wong, … - In: Emerging markets review 43 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012414538

Dynamics between exchange rates and stock prices : evidence from developed and emerging markets

Nguyen, Van-Hop - In: The international journal of business and finance … 13 (2019) 1, pp. 73-84

Persistent link: https://www.econbiz.de/10012005811

Government bond market linkages within EMU: evidence from a multivariate Granger causality analysis

Matei, Iuliana - In: Economics Bulletin 33 (2013) 3, pp. 1885-1898

crisis period (from September 2008 to February 2013). Using a multivariate Granger causality approach, we find that the …

Persistent link: https://www.econbiz.de/10010678670

Do financial structures affect exchange rate and stock price interaction? : evidence from emerging markets

Tang, Xiaobo; Yao, Xingyuan - In: Emerging markets review 34 (2018), pp. 64-76

Persistent link: https://www.econbiz.de/10012114668

Causality nexus between trade, political instability, FDI and economic growth : Nigeria experience

Bakar, Nor'Aznin Abu; Afolabi, Luqman - In: International journal of trade and global markets 10 (2017) 1, pp. 75-82

Persistent link: https://www.econbiz.de/10011722925

A further step into the ELGH and TLGH for Spain and Italy

Cortés_Jiménez, Isabel; Pulina, Manuela - 2006

expansion of tourism. Cointegration techniques and the multivariate Granger causality test are applied. Results reveal that …

Persistent link: https://www.econbiz.de/10010312651