causality in macroeconomic variables
Correlation and Causality between Inflation and Selected Macroeconomic Variables: Empirical Evidence from Pakistan (1990 2012)
... various macroeconomic variables on in- flation in Pakistan and to find their correlation and causal relationship with eco- nomic and econometric criterion by using time series data over the period of 1990 ...
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Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia
... on causality of Malaysia stock index with macroeconomic variable has been done by Azman-Saini, Habibullah et ...of causality developed by ...reverse causality observed (Har, Ee et ...of ...
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An Analysis of the Impact of Macroeconomic Variables and Foreign Direct Investment in Nigeria: A VECM Granger Causality Framework
... of macroeconomic variables on foreign direct investment in Nigeria over the period of 1981 to ...between macroeconomic variables (economic growth, exchange rate, inflation-consumer price ...
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Inter dependencies and Causality in the Macroeconomic Variables: Evidence from Pakistan (1960 2005) Sarhad J Agric 24 (1): 199 205
... four macroeconomic variables to innovation or impulses introduced are mostly explained in their ...of causality indicate only two unilateral causality, one directed from economic growth to ...
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Budget deficit and selected macroeconomic variables in Nigeria: A toda yamamoto causality approach
... the variables, especially in emerging economies such as ...selected macroeconomic variables in ...Granger Causality test using annual data. One major problem of Granger Causality test ...
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Causality of Macroeconomic Variables with Third-Party Funds of Shariah Banking in Indonesia on Period 2009- 2016
... research variables and previous research, the researchers will examine the causality of variables of gross domestic product, inflation and exchange rate with third-party funds of sharia banking in ...
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The Effect of Macroeconomic Variables On the Saudi Stock Market
... eight macroeconomic variables. The ability of these variables to predict the level and volatility of the Saudi stock market was ...between macroeconomic variables in the ...Granger's ...
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Causal Relationship between Macro-Economic Indicators and Stock Market in India
... of macroeconomic variables during the period of January 2005 to February ...economic variables. The study also used the Granger causality test to determine the causal effect relationship ...
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Dynamics of Indian Stock Indices with Macroeconomic Variables
... consider macroeconomic variables as Index of Industrial production (IIP), wholesale price index (WPI), , Foreign Institutional Investment (FII), and National Stock Exchanges indices in the form of NSE - ...
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The influence of macroeconomic variables on stock performance
... Agrawal et al. (2010) examine the dynamics between the movements of the Indian Rupee value and the stock returns, and indicate a slight negative influence. Chkili and Nguyen (2014) examine the stock prices and exchange ...
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Immigration, Unemployment and Growth: Empirical Evidence from Greece
... Granger causality test in order to study the causal relationship between immigration and two macroeconomic indicators in ...The macroeconomic variables used in the model are the unemployment ...
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Stock Market Performance and the Macroeconomic Factors: Evidence from Colombo Stock Exchange (CSE)
... the macroeconomic variables LRGDP, LWPI, LMS and LER had a positive influence on the stock market performance, and the relationship was negative between the LAWPR and the stock market ...the ...
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Causal relationship between macroeconomic variables and stock prices In Pakistan
... of macroeconomic variables like money supply, inflation rate, interest rate, index of industrial production and the KSE ...Granger causality test revealed that variables were cointegrated and ...
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Divisia Second Moments: An Application of Stochastic Index Number Theory
... Theil (1967) provides direct measures of the dispersion of component growth rates based on stochastic aggregation theory. In stochastic aggregation, the Divisia index can be viewed as a share weighted mean of component ...
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The Impact of Macroeconomic Variables on Stock Prices in Pakistan
... macro-economic variables on stock prices in Pakistan. By applying the Granger Causality test it has been proved that the p-value is greater than ...economic variables on stock ...of ...
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Macroeconomic variables and stock market: US review
... of macroeconomic factors on the development of share prices, monthly data from 1999 to 2012 (total 157 monthly observation) were taken that also include the share bubble of 2000 and the financial crisis of ...are ...
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Renewable energy consumption and economic growth in Argentina A multivariate co integration analysis
... The literature review shows that the linkages between economic growth and renewable energy consumption can be broadly classified into two research clusters. Firstly, the empirical work focuses on the relationship between ...
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Relationship of Causality Between Spot And Futures Markets of Borsa Istanbul Index 30 and Dow Jones Industrial Average
... nonlinear causality relationship between Brazil and India-South Africa; Russia and India-China; India and Brazil-Russia-China-South Africa-Turkey; China and Russia-India-South Africa; South Africa and ...
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The Sydney Olympics, seven years on: an ex-post dynamic CGE assessment
... determine macroeconomic variables for each state at their observed values, allowing the model to endogenously determine values for relevant structural ...
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INFLUENCE OF MACROECONOMIC VARIABLES ON ECONOMIC GROWTH IN KENYA
... Sharma & Singh (2011) states that banks primarily acquire information regarding borrowers before extending loans to them and this is very costly. Allocation of the available funds is highly affected by the variations ...
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