Annual P Limit also increased the probability of a runoff event following manure application, relative to the other two …

cointegrated with other procurement prices and then test for causality among the price series. Cash prices were cointegrated with … causality was found in some but not all cases. Thus, cash market prices remain of central importance in price discovery for fed …

-Gaussian distribution to obtain causal structure of innovations from an error correction model. The structure of interdependencies among six …

This paper elaborates a Vector Error Correction (VEC) in order to determine the causality between inflation and … productivity, and between the productivity and investment in Mexico. A VEC allows a causality analysis among cointegrated variables … rank developed by Quintos (1997). The results show a consistent and bidirectional causality between inflation and …

Traditional "Granger-Causality" (henceforth just G-causality) concerned the conditional mean. It required that the … implications of this definition will be presented and the links between the distributions in mean and distribution explored. Since …

, Singapore, Taiwan and Korea, on the other hand, based on Hacker and Hatemi-J (2003) bootstrap causality tests with leveraged …

We examine Granger causality among the exchange rates of eight East Asian economies prior to the Asian crisis. We adopt …

show that the plants' prior market experience is a factor in their current productivity. The learning effects are evident …

invariant distribution if the underlying time series is stationary. Our analysis may therefore be regarded as an extension to … forecast of spatial distribution, test of structural break in spatial domain, specification test in spatial domain, test of … equality in spatial distribution and test of spatial dominance …