Relationship and Causality
The Relationship Between Defense Expenditures and Economic Growth: A Granger Causality Approach
... was not used for any hard data analysis in this study, but it was interesting to see what the United States Military budget is broken into. Granger Causality With respect to methodology, Granger (1969) looked at a ...
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The causality relationship between financial development and foreign direct investment
... causal relationship between FDI and the level of financial ...causal relationship between FDI and financial development in 37 developing countries in a multivariate ...from causality tests provide ...
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Relationship between regional Shariah stock markets: The cointegration and causality
... theoretical relationship between the variables rather than making any early assumption of such ...equilibrium relationship (co-integration) between the selected 5 Shariah ...The causality test show, ...
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A Causality Relationship Between Tax Revenue and Government Expenditure in Indonesia
... The third step involves utilization of the VECM modeling and testing for cau- sality relationship. Engle and Granger (1987) exhibit that in the presence of the cointegration, there always exists a corre- sponding ...
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The causality analysis of relationship between financial development and economic growth in Turkey
... of causality relationship between growth and financial development for the Turkish ...causal relationship from economic growth to financial development in the period after ...causal ...
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The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing
... of causality GBP/USD→EUR/USD in PII and the emergence of the unidirectional causality USD/CHF→USD/JPY in ...causal relationship USD/JPY→EUR/USD has vanished and the same applies to the unidirectional ...
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The Relationship between Unemployment and Economic Growth in Nigeria: Granger Causality Approach
... Besides, Nigeria has overtime claimed strong real gross domestic product (RGDP) growth rate which measured at 6% or 6.5% from 2002 till 2015 (Aganga, 2010 and Ogunmade, 2013 cited in Kayode et al., 2014). However, this ...
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Investigating the Causality Granger Relationship between the Rates of Interest and Inflation in Iran
... Granger causality relationship between the rates of interest and inflation in Iran’s ...of causality as well as ARDL approach were used to test the hypothesis that the rate of interest is the Granger ...
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Reverse causality in the R&D – patents relationship: an interpretation of the innovation persistence
... reverse causality relationship between patent and R&D, offers another explanation of the innovation persistence in terms of Schumpeterian patterns of ...reverse causality patents-R&D ...
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Relationship between Tourism and Economic Growth: A Panel Granger Causality Approach
... no causality at the 5% ...no causality at the 10% ...bidirectional causality between tourism revenue and GDP in Europe, which is significant in 5 % in case of direction from gross domestic product to ...
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The Causality Relationship Between Energy Consumption and Economic Growth: The Case of Turkey
... Granger causality has grown considerably, following his seminal work in 1969, slowly during the first years and more rapidly in recent ...Granger causality test suggests which variables in the models have ...
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The granger causality relationship between human development and economic growth: The case of Norway
... the relationship between human development and economic growth has been examined empirically for Norway for the period ...Granger causality analysis was ...one-way causality relationship from ...
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The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests
... In applied research, the Schwarz Bayesian Information Criterion (BIC) and the F-test might yield different inferences about the causal relationships being investigated. This paper examines the relationship between ...
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The Relationship between Unemployment, Inflation and Crime: An Application of Cointegration and Causality Analysis in Nigeria
... the relationship between unemployment, inflation and crime in ...causal relationship between unemployment, inflation and crime in Nigeria for the period 1980- ...long-run relationship among the ...
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The Causality Relationship Between Various Dimensions Of Liquidity And Risk In The Amman Stock Exchange
... the causality relationship between various dimensions of liquidity and risk in the causality framework utilizing free float MSCI index on the Amman Stock Exchange for the time period ...Granger ...
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On the Relationship of Gold, Crude Oil, Stocks with Financial Stress: A Causality-in-Quantiles Approach
... nonlinear causality-in-quantile method, the hypothesis of linearity of the data is tested following previous studies (Babalos and Balcilar, 2016; Balcilar et ...Granger causality test was performed (see ...
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Assessment of Causality Relationship between Renewable Energy Consumption and Economic Growth in Lithuania
... the relationship between renewable energy consumption and real GDP was done by Apergis & Payne (2010a; 2010b; 2011) ...Granger causality tests to reveal the relationship between renewable energy ...
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Revisiting The Relationship Between Financial And Environmental Performance: Does Granger Causality Matter?
... and causality between EP and ...the relationship between EP and FP can be contingent on how the FP of a firm is ...the relationship and check the robustness of the results with respect to this ...
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Johansen Cointegration-Granger Causality Model Relationship between IDR and BATH Currency
... the relationship in the long term and mutual relationship between the exchange rate of currency IDR (Indonesia) with BATH ...reciprocal relationship with using granger test at the rate lags 1-10, ...
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The Relationship Between Exchange Rates and Stock Prices: A Causality Analysis. Saadet Kasman *
... the relationship between stock prices and exchange rates by using high-frequency data of exchange rates and aggregate stock indices of ...stable relationship between stock indices and exchange rate ...that ...
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