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  • Search: subject:"multivariate Granger causality test"
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Causality analysis 1 Estimation theory 1 Kausalanalyse 1 Regression analysis 1 Regressionsanalyse 1 Sampling 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Stichprobenerhebung 1 Virtual currency 1 Virtuelle Währung 1 cryptocurrency 1 multivariate Granger causality test 1 sample size 1 sampling interval 1 simple linear regression 1 this paper evaluates and compares the changing macroeconomic dynamics of two emerging countries 1 turkey and india which contrast in terms of their degree of financial liberalization. it uses block exogeneity test (multivariate granger-causality test) to examine whether the interrelations among the domestic variables alter and the international interdependence increases following the initiation of liberalization reforms. results suggest that there is an increased interdependence among the fundamentals changing the transmission mechanism of monetary policy as the countries move towards financial liberalization process. there is also evidence on the increasing impact of foreign economies on turkey’s and india’s macroeconomic variables while the long-run equilibrium relation between domestic and foreign variables is stronger for turkey which is the fully liberalized case of the study 1
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English 1 Undetermined 1
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Köse, Nezir 1 TOKAT, Ekin 1 Ünal, Emre 1
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Iktisat Isletme ve Finans 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
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ECONIS (ZBW) 1 RePEc 1
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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
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The impact of financial liberalization on macroeconomic dynamics: A two-country analysis
TOKAT, Ekin - In: Iktisat Isletme ve Finans 22 (2007) 261, pp. 5-21
contrast in terms of their degree of financial liberalization. It uses block exogeneity test (multivariate Granger-causality … test) to examine whether the interrelations among the domestic variables alter and the international interdependence …
Persistent link: https://www.econbiz.de/10005651170
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