causality tests
Dolado Lütkepohl Causality Tests between Foreign Direct Investment and Economic Growth in Nigeria
... Granger causality test. The study found that there is a unidirectional causality between the series, running strictly from foreign direct investment to real GDP, which was corroborated at lag length of 4 ...
13
Price-Volume Granger Causality Tests in the Egyptian Stock Exchange (EGX)
... unidirectional causality from stock returns to percentage volume changes when they use linear Granger causality ...any causality between trading volume and stock ...
13
Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests
... Granger causality tests are reported in Tables 4, 5 and ...not causality between FSI and currency crises (see Table ...Granger causality test results show that the FSI affects ERD; but nominal ...
20
Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia
... asymmetric causality tests for time series ...these causality tests into a panel framework. Conducting causality tests within a panel has several advantages compared to the ...
12
Coal Consumption and Economic Growth Revisited: Structural Breaks, Cointegration and Causality Tests for Pakistan
... the causality relationship between coal consumption and economic growth in ...Granger causality tests, they found uni-directional causality running from coal consumption to economic growth ...
16
Properties of Time Varying Causality Tests in the Presence of Multivariate Stochastic Volatility
... time-varying causality tests when the disturbance terms have ...investigated tests include asymptotic tests based on first-order and third-order Taylor approximation and their counterparts ...
13
Wagner's law revisited: Cointegration and causality tests for New Zealand
... experiences, this paper seeks to identify the validity of Wagner’s Law for New Zealand using a number of alternative estimation methods and two output measures (GNP and GDP). Changes in New Zealand’s openness and ...
28
Determinants of NEETs, using Granger Causality Tests: Applications to ECE and Arab Economies
... likely causality between NEETs and other economic, social and political variables in the countries of Central and East European economies (ECE) with a focus on the situation of Arab ...Granger causality ...
28
Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests
... root tests to investigate stationarity properties of energy consumption and real output level, and discover that both series follow a non-stationary unit root ...
29
Foreign direct investment and tourism in SIDS: evidence from panel causality tests
... Granger causality techniques are utilized rather than time series Granger causality ...for causality in a panel data framework is preferred to the normal time series approach since it improves the ...
16
The Impact of Domestic Investment on Economic Growth: New Evidence from Malaysia
... Granger Causality Tests are used here to look into the relationship between domestic investment and economic growth in the long run term and in the short run ...
18
Geographic Statistical Analysis of the Relationship between Foreign Aid and Foreign Investment
... Granger causality tests that incorporate recent innovations in the analysis of heterogeneous panel data demonstrate that global demarcations exist between foreign aid and foreign investment that differ ...
22
Immigration, Unemployment and Growth: Empirical Evidence from Greece
... Granger causality tests to identify the direction of causality between migration unemployment and ...unidirectional causality running from unemployment and GDP to immigration, but not vice ...
18
Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis
... Granger causality tests. For the first sub-sample we found no causality among the variables but for the second sub – sample it resulted the interest rates differential Granger caused the exchange ...
13
A dynamic econometric study of income, energy and exports in Turkey
... Granger causality tests revealed that there is a causality running interactively through the error-correction terms from energy consumption, exports, capital and labour to the aggregate output in the ...
25
Regulatory changes and market liquidity in Chinese stock markets
... Granger causality tests, which are based on the basic VAR model (1) and two extended ...on causality tests, one can conclude that returns Granger cause turnover ratios – but not vice ...
25
Panel Causality Relationship Among FDI And Trade (Evidence From 16 Advanced Europe Countries)
... panel causality tests to distinguish the position of short run and long run causality among foreign direct investment (FDI) and trade in a panel of 16 advanced European countries over the period ...
19
MULTIVARIATE CAUSALITY TEST OF ELECTRICITY CONSUMPTION, CAPITAL FORMATION, EXPORT, URBANISATION AND ECONOMIC GROWTH FOR TOGO
... energy economists to scrutinize the degree at which energy influences economic activities. Commencing with the seminal paper of Kraft and Kraft (1978), the literature has largely applied causality tests in ...
24
Military Spending and economic growth in Greece and the arms race between Greece and Turkey
... root tests, unit root tests with structural changes, cointegration techniques and finally Granger causality ...Granger causality tests in the case of Greece and Turkey imply that the ...
20
An Empirical Study on the Influence of the Economic Cooperation between the Mainland of China and Hong Kong on Economic Growth and Industrial Development of HK since the Return to China
... root tests, co-integration analyses, Granger causality tests, this paper study the relationship between Mainland China-Hong Kong economic cooperation and economic growth, industrial de- velopment of ...
10