Search Results - subject:"time-varying causality"

Fiscal and External Sustainability: A Two-Step Time-Varying Granger Causality Assessment

Afonso, António; Alves, José; Coelho, José Carlos; … - 2025

We implement a two-step analysis of fiscal and external causality patterns using a data set covering the 27 EU countries in the period 2002Q1-2023Q4. In the 1st step, we compute fiscal and external sustainability time-varying coefficients, modelling the cointegration relationship between...

Persistent link: https://www.econbiz.de/10015339538

Unveiling the gold-oil whirl amidst market uncertainty shocks in China

Li, Houjian; Li, Yanjiao; Luo, Fangyuan - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-32

Persistent link: https://www.econbiz.de/10015371766

Fiscal and external sustainability : a two-step time-varying Granger causality assessment

Afonso, António; Alves, José; Coelho, José Carlos; … - 2025

Persistent link: https://www.econbiz.de/10015211762

Global crude oil prices : a blessing, a curse, or a crisis-driven force? : a new analysis for turkey

Oztutus, Ferhat - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 227-234

Persistent link: https://www.econbiz.de/10015449152

Presidential approval ratings and stock market performance in Latin America

Jaichand, Yuvana; Van Eyden, Reneé; Gupta, Rangan - In: Scottish journal of political economy : the journal of … 72 (2025) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10015473228

Technological innovation, economic freedom and environmental degradation : new evidence from time-varying causality analysis in Viet Nam

Quy, Nguyen Thi; Ha Thi Thieu Dao - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 5, pp. 188-195

Persistent link: https://www.econbiz.de/10015475462

Can migration fear and policy uncertainty be the source of macroeconomic fluctuations?

Ceylan, Fatih; Ünlü, Mustafa - In: Croatian economic survey 26 (2024) 1, pp. 5-36

, France, and Germany, using both panel and time-varying causality tests. In the study, no causality relationship was found … from migration fear and policy uncertainty indices to macroeconomic variables in panel data. However, country-specific time-varying … causality relationships were detected in the time series dimension. According to the findings, it can be stated that …

Persistent link: https://www.econbiz.de/10015446369

Does M&A activity spin the cycle of energy prices?

Wang, Jianuo; Enilov, Martin; Kizys, Renatas - In: Energy economics 137 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015181775

How responsive are retail electricity prices to crude oil fluctuations in the US? : time-varying and asymmetric perspectives

Luo, Keyu; Ye, Yong - In: Research in international business and finance 69 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015052403

Twitter policy uncertainty and stock returns in South Africa : evidence from time-varying Granger causality

Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: Journal of forecasting 43 (2024) 7, pp. 2675-2684

Persistent link: https://www.econbiz.de/10015110537