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A bootstrap test for causality with endogenous lag length choice: theory and application in finance

Hacker, Scott; Hatemi‐J, Abdulnasser - In: Journal of Economic Studies 39 (2012) 2, pp. 144-160

Purpose – In all existing theoretical papers on causality it is assumed that the lag length is known a priori. However …, in applied research the lag length has to be selected before testing for causality. The purpose of this paper is to … suggest that in investigating the effectiveness of various Granger causality testing methodologies, including those using …

Persistent link: https://www.econbiz.de/10014863317

The inflation-productivity trade-off revisited

Bitros, George; Panas, Epaminondas - In: Journal of Productivity Analysis 26 (2006) 1, pp. 51-65

Persistent link: https://www.econbiz.de/10005678744

A bootstrap test for causality with endogenous lag length choice: theory and application in finance

Hacker, Scott; Hatemi-J, Abdulnasser - In: Journal of Economic Studies 39 (2012) May, pp. 144-160

Persistent link: https://www.econbiz.de/10010610867

EXPORT-LED GROWTH HYPOTHESIS IN THE MENA REGION: A MULTIVARIATE COINTEGRATION, CAUSALITY AND STABILITY ANALYSIS

Husein, J - In: Applied Econometrics and International Development 10 (2010) 2

framework but presumed (either explicitly or implicitly) stability of the cointegrating relations. This study examines the ELG …

Persistent link: https://www.econbiz.de/10008642418

Challenges in research on preferences and personality traits : measurement, stability, and inference

Golsteyn, Bart H. H.; Schildberg-Hörisch, Hannah - In: Journal of economic psychology : research in economic … 60 (2017), pp. 1-6

Persistent link: https://www.econbiz.de/10011756997

The impact of banking sector development on economic growth : comparative analysis of Ukraine and some EU countries

Rushchyshyn, Nadiya; Mulska, Olha; Nikolchuk, Yuliia; … - In: Investment management and financial innovations 18 (2021) 2, pp. 193-208

Persistent link: https://www.econbiz.de/10012698209

Examining the stability of the long-run relationship between tourism and economic growth for Puerto Rico

Husein, Jamal; Kara, S. Murat - In: Tourism analysis : an interdisciplinary tourism & … 26 (2021) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10012438438

Is generalized trust stable over time?

Roth, Felix - 2024 - This version: 07.01.2024

Using a unique international database on generalized trust - constructed from more than 1,000 individual national surveys containing more than 1 million individual observations - covering 142 countries across the world for the 41- year time period from 1980 to 2020, this paper finds strong...

Persistent link: https://www.econbiz.de/10014446586

The non-monotonic effect of real wages on labour productivity: New evidence from the manufacturing sector in Malaysia

Tang, Chor Foon - In: International Journal of Social Economics 39 (2012) May, pp. 391-399

Malaysia. In addition, the Granger causality test within the vector error-correction model (VECM) is used to ascertain the … Malaysia's manufacturing sector using annual data from 1980 to 2009. Design/methodology/approach – This study uses the Johansen … direction of causality between the variables of interest. Findings – The Johansen test suggests that real wages and labour …

Persistent link: https://www.econbiz.de/10010551549

Stock market and economic growth nexus in emerging markets: cointegration and causality analysis

Erdem, Ekrem; Gozbasi, Onur; Ilgun, M. Fatih; … - In: International Journal of Business Forecasting and … 1 (2010) 3/4, pp. 262-274

economic growth for six emerging countries (Malaysia, Turkey, Mexico, Korea, India, and Brazil). To this end, the bounds … testing approach to cointegration and Granger and Toda-Yamamoto causality tests are conducted for quarterly data. The results …

Persistent link: https://www.econbiz.de/10010670141