Empirical Causality Detection using VAR Modelling
Energy Consumption and Economic Growth Modelling in SADC Countries: An Application of the VAR Granger Causality
... the empirical literature that dealt with this ...unidirectional causality running from energy consumption to economic ...Granger’s causality analysis, which allows for the investigation of the ...
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Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR
... 3. EMPIRICAL ANALYSIS 3.1 Nature of Data, Sources and Description The time series data used for the analysis are the high and low prices of four cryptocurrencies, obtained from ForexTime (FXTM) Global Ltd trading ...
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Inflation and economic growth in Bangladesh: An empirical analysis by using VAR model
... granger causality test, impulse response function, variance decomposition, Bangladesh Introduction One of the important macroeconomic variables in the economy is ...
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The Relationship between Economic Growth, Exports and Imports in Morocco: An Empirical Validation Based on VAR Modeling Techniques and Causality in the Meaning of Granger
... 4 III. Methodology The procedure adopted in this methodology goes through three stages. First, it is necessary to study the stationary of time series using Dickey and Fuller's (1979, 1981) test strategy. Then, if ...
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An Empirical Perspective of Using Ternary Relationships in Database Conceptual Modelling
... In this research we study the behaviour of novice users and practitioners in modelling ternary relationships. For instance, we are interested in the clues existing in textual de- scriptions that could help to ...
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Analysing connectivity with Granger causality and dynamic causal modelling
... of VAR model order, using standard approximations to model evidence, such as the Akaike or Bayesian information criteria [ 42 ...and modelling suggests that GC may be robust to haemodynamic ...
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FDI Versus Economic Growth: An Empirical Investigation for Causality
... and causality between foreign direct investment and economic growth for Bangladesh using time series data over the 1974-2009 ...For empirical testing, we execute three standard econometric tools: ...
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Leakage detection in pipelines using empirical mode decomposition
... Major problems of leakages in pipeline are related to the water supply of our country, Malaysia. In every state, there are major losses happen to the water supply company from this problem. Association of Water and ...
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THE IMPACT OF UNEMPLOYMENT RATE ON THE ROMANIAN SHADOW ECONOMY: AN EMPIRICAL INVESTIGATION USING GRANGER CAUSALITY ANALYSIS
... In Fig.3 and table 3 are indicated the impulse responses and the accumulated responses of the co-integrated VAR model with 1 lag and the one restricted co- integrating vector. We conducted estimations of the GIRFs ...
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Weighting schemes in global VAR modelling: a forecasting exercise
... econometric modelling exercises aimed at assessing cross-country linkages is to use combinations of variables in surround- ing economies as regressors in order to model the interdependencies among ...literature ...
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Active Ageing and Shadow Economy in Romania. An Empirical Causality Analysis
... Granger causality analysis In order to investigate if we have a long run relationship between variables, we use the Johansen co integration ...a VAR model using un-differenced data (variables in ...
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Present value relations, Granger non causality and VAR stability
... When in “exact” present value (PV) relations the decision variables do not Granger cause the explanatory variables and a VAR process is used to derive restrictions, the system embodies explosive roots. Hence any ...
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Visualisation using empirical modelling principles and tools
... experience that can to a greater or lesser degree be controlled so as to become familiar. Observation, dependency and agency are the basic ingredients of the conceptual framework within which this shaping of experience ...
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An empirical platform for behavioural modelling using serious games
... The data collection can be done by observing the path that each player takes as well as using the answers provided by the decision points.. As the decision points can also provide inform[r] ...
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Using Empirical Modelling to Simulate Robotics in Kids Club
... Our modelling environment called TkEden can be used as a ’black-box’ to explore software created by another modeller, as a ’partial model’ through the construction of small auxiliary scripts to carry out new tasks ...
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Empirical modelling of requirements
... escalated, programs became ‘software systems’, and the complexity of both provoked the comment by Brooks in 1986 that, “The hardest single part of building a software system is deciding precisely what to build” (p.17 of ...
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What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR
... 1 Introduction In economic analysis it is usually assumed that agents are capable of evaluating alternative potential outcomes: to answer ‘what if’ questions. Agents often make decisions by conducting a counterfactual ...
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Modelling the causality between FDI and Zimbabwe’s economic growth
... are using their currency, Zimbabwe is limited in the extent to which it can manipulate its monetary and the exchange rate policy to stimulate industrial productive ...
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Explanation in agent-based modelling: Functions, causality or mechanisms?
... model, using paleo- geographical ...relocation). Using a host of other paleo- environmental data, the population dynamics are modeled for the timespan between AD 800-1300, a period, which is relatively ...
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The Role of an Implicit Assumption of Causality in the Methodology of Empirical Research
... Chaotic Causality Very often it is impossible to identify the main underlying ...to causality is especially noticeable among economists, who in their practice have been convinced of the chaotic nature of ...
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