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Dumitrescu and Hurlin (2012) Panel Causality Test

Financial Development and Growth Nexus in West Africa: A Dumitrescu-Hurlin Panel Granger Causality Approach

Financial Development and Growth Nexus in West Africa: A Dumitrescu-Hurlin Panel Granger Causality Approach

... Aye (2015) used the bootstrap rolling window estimation to relation between financial development on economic growth in Nigeria within the period 1961 and 2012. The study highlighted the influence of structural break in ...

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Capital structure and firm performance: a panel causality test

Capital structure and firm performance: a panel causality test

... reverse causality between firm performance and capital structure for German listed firms in the non-financial sectors over the period ...estimator, panel causality test of Dumitrescu ...

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Granger Causality and Structural Causality in Cross-Section and Panel Data

Granger Causality and Structural Causality in Cross-Section and Panel Data

... Structural causality and G causality in panel data The literature contains considerable discussion about G causality in the panel data ...G causality “conditional on ...

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Granger causality and structural causality in cross-section and panel data

Granger causality and structural causality in cross-section and panel data

... total causality on the set- table system, in terms of functional dependence, and show how causal relations and conditional independence are ...to test the conditional exogeneity ...

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Trade openness and economic growth in East African Community economies: A panel causality test

Trade openness and economic growth in East African Community economies: A panel causality test

... the causality relationship between trade openness and economic growth of the five countries in the East African Community over the period of 1970 to ...non-causality test for heterogeneous ...

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Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test

Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test

... the test by Dumitrescu and Hurlin (2012) to a trivariate setting and relaxes the requirements that the variables of interest must be stationary variables or have the same order of ...Granger ...

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Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test

Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test

... of causality between energy consumption and economic activities for some countries employing the Granger Test, ECM and other ...causality test. They find the existence of a bi-directional ...

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The dynamic causality between ESG and economic growth: Evidence from panel causality analysis

The dynamic causality between ESG and economic growth: Evidence from panel causality analysis

... employ Dumitrescu and Hurlin (2012) panel non-causality test on a set of 118 countries over the period ...of causality in the relationship between ESG performance and economic ...

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Analysis of the Effects of Defense Expenditures on Income Distribution and Economic Development with Panel Asymmetric Causality Test: Brics Countries and Turkey Case

Analysis of the Effects of Defense Expenditures on Income Distribution and Economic Development with Panel Asymmetric Causality Test: Brics Countries and Turkey Case

... One-way Causality income inequality to defense expenditures Results and Discussion There are many factors affecting the income distribution of ...(2012) panel cointegration and asymmetric panel ...

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The Relationship between Renewable and Nonrenewable Energy Consumption and Economic growth in G7 countries:  Evidence from Bootstrap Panel Causality Test

The Relationship between Renewable and Nonrenewable Energy Consumption and Economic growth in G7 countries: Evidence from Bootstrap Panel Causality Test

... Hatemi-J causality test and found that the growth hypothesis was valid only in Japan in terms of nonrenewable energy ...the causality relationship between renewable energy consumption and economic ...

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Triple Deficit Hypothesis: A Panel ARDL and Dumitrescu-Hurlin Panel Causality forEast African Countries

Triple Deficit Hypothesis: A Panel ARDL and Dumitrescu-Hurlin Panel Causality forEast African Countries

... pairwise Dumitrescu-Hurlin panel causality that considers slope heterogeneity across panel cross-sections ...the test gave reasonable grounds to conclude that triple deficit ...

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Military Spending and Inequality: Panel Granger Causality Test

Military Spending and Inequality: Panel Granger Causality Test

... 1999. Panel unit root tests indicate that two inequality measures (Theil and EHII) under consideration are likely to be ...developed panel Granger non-causality tests provide no evidence to support ...

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Trade Openness and Economic Growth: A Causality Test in Panel Perspective

Trade Openness and Economic Growth: A Causality Test in Panel Perspective

... Openness to trade has been one of the primary drivers stimulating growth. The goal of this particular study is to investigate the relationship between trade openness and economic growth in 87 selected countries which ...

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Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test

Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test

... …nite sample properties. Similar conclusions are drawn with LIQLIAB and BANCRED when the asymptotic standardized statistic is used. On the contrary, the causality from economic growth to …nancial development is ...

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Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test

Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test

... In both cases, the conclusions are similar to those obtained in the complete sam- ple. As far as the developing countries sample are concerned, the conclusions are even clearer. We can observe that the HNC hypothesis ...

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FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data

FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data

... Granger causality relation which Implies that the liquidity of stock markets does not Granger cause inward FDI inflows That results are true for the aggregate level data used in the current study for all countries ...

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FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data

FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data

... Granger causality relation which Implies that the liquidity of stock markets does not Granger cause inward FDI inflows That results are true for the aggregate level data used in the current study for all countries ...

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A Panel Data Approach for Income-Health Causality

A Panel Data Approach for Income-Health Causality

... homogenous causality relationships can be ...any causality relationships between two ...to test heterogeneous non-causality hypothesis ...

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Trade Openness and Economic Growth: A Panel Causality Analysis

Trade Openness and Economic Growth: A Panel Causality Analysis

... recent panel estimation methods to explore the causal relationship between these ...common panel unit root tests, the IPS test and the Fisher-type ...a panel cointegration test on ...

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FDI and trade: A Granger causality analysis in a heterogeneous panel

FDI and trade: A Granger causality analysis in a heterogeneous panel

... concerning panel data thanks to the contributions of Levin and Lin ...the test developed by Levin, Li and Chu (LLC) is that it supposes that the autoregressive root is homogeneous for all the individuals of ...

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