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The endogenous money hypothesis : empirical evidence from Türkiye : 2008-2020
Özden, Oktay; Bolkol, Hakki Kutay; Demirel, Baki - In: PSL quarterly review 77 (2024) 308, pp. 23-57
money hypothesis in Türkiye from 2008 to 2020. Besides, the circuit theory of money fits precisely in the short run but …
Persistent link: https://www.econbiz.de/10014550881
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Measuring liquidity in agricultural land markets
Kionka, Marlene; Odening, Martin; Plogmann, Jana; … - 2020
a panel vector autoregression (VAR) and Granger causality tests to examine the relationship between liquidity and prices …
Persistent link: https://www.econbiz.de/10012384445
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On spurious causality, CO2, and global temperature
Goulet Coulombe, Philippe; Göbel, Maximilian - In: Econometrics : open access journal 9 (2021) 3, pp. 1-18
Stips et al. (2016) use information flows (Liang (2008, 2014)) to establish causality from various forcings to global temperature. We show that the formulas being used hinge on a simplifying assumption that is nearly always rejected by the data. We propose the well-known forecast error variance...
Persistent link: https://www.econbiz.de/10012617291
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A vector autoregression (VAR) analysis of corruption, economic growth, and foreign direct investment in Ghana
Nsor-Ambala, Randolph; Anarfo, Ebenezer Bugri - In: Cogent economics & finance 10 (2022) 1, pp. 1-18
study employed a vector autoregressive (VAR) estimation approach to empirically explore the relationships among corruption …
Persistent link: https://www.econbiz.de/10014500375
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Re-examining the effects of official development assistance on foreign direct investment applying the VAR model
Ono, Saori; Sekiyama, Takashi - In: Economies : open access journal 10 (2022) 10, pp. 1-20
impulse response analysis with the panel VAR model was conducted. It was concluded that ODA did not necessarily have an effect …
Persistent link: https://www.econbiz.de/10013499172
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The vector auto regression analysis of the link between renewable energy consumption and economic development for Turkey and Kazakhstan
Saiymova, Meiramkul; Troyanskaya, Marija; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 309-315
Persistent link: https://www.econbiz.de/10014365746
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Hydropower & HDI nexus in nordic countries using VAR techniques
Metwally, Abdelmoneim B. M.; Nabil, Shahd M.; Yasser, Mai M. - In: Economies : open access journal 12 (2024) 3, pp. 1-18
depending on impulse response function after conducting the Vector autoregressive model (VAR) model and Granger causality test …
Persistent link: https://www.econbiz.de/10014501007
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Dynamics of foreign exchange futures trading volumes in Thailand
Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 9, pp. 1-13
the dynamics of foreign exchange futures trading volumes in Thailand through the VAR(2) model. Trading volumes of EUR … consistent with the sign results of the VAR(2) model, showing that the USD/JPY futures trading volume has a negative impact on …
Persistent link: https://www.econbiz.de/10015066375
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The relationship between gold and brent crude oil prices : an unrestricted vector autoregression approach
Pruchnicka-Grabias, Izabela - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 276-282
Persistent link: https://www.econbiz.de/10012623575
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Testing the twin deficit hypothesis : evidence from the Republic of North Macedonia
Bucevska, Vesna - In: Business systems research : a system view accross … 11 (2020) 3, pp. 45-62
and applied several econometrics methods: the Granger causality, a vector autoregressive (VAR) and a vector error …
Persistent link: https://www.econbiz.de/10012414405