Oil prices and the world business cycle: A causal investigation

Applying the VAR and Granger Causality after successfully running ADF and PP unit root test and cointegration rank test this paper reveals that budget deficit

To address this issue, this paper applies a Granger causality test using Johansen’s VAR approach to explore the relationship between the daily prices of the listed banks and the SSE

The finding of a Granger causality relationship between farmland prices and GDP is interesting to the extent that it reflects buying power and confirms impressions

This study aims to model Malaysian average monthly prices of crude palm oil using dynamic regression approach.. The model investigated is Autoregressive Distributed

However, the impact of ethanol prices on crude oil prices is not observed in the whole period analysed, which means that, within the energy market, Granger causality

As for the short-run dynamics, though there seems to be a significant short-run Granger causality running from real income growth rate to changes in residential and commercial

As for the short-run dynamics, though there seems to be a significant short-run Granger causality running from real income growth rate to changes in residential and commercial

This paper uses bivariate VAR, Mixed Dynamic and Granger Causality Approaches, to analyze the news effect of oil prices on the stock market index in the U.S during the recent