the Granger causality
Evaluating the Granger Causality Effect of Exchange Rate On Nigerian Balance of Payment: A Granger Causality Analysis
... A country’s exchange rate and balance of payment is usually regarded as a signal by which a nation’s strength can be measured especially its economic strength. Exchange rate plays a major role in countries international ...
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Applications of Granger causality to biological data
... of Granger causality and dynamic Bayesian net- work inference ...that Granger causality outper- formed the dynamic Bayesian network inference when the time series were long enough because the ...
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The Impart of Inflation and Exchange Rates on Stock Prices in Nigeria
... test, Granger causality tests, Impact response function and Forecast error variance ...the Granger causality test suggest evidence of a unidirectional causality from inflation to stock ...
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The Effects of Exchange Rate Volatility on Economic Growth in Iran
... (10) where φ, ϕ, η, θ and ζ are the short-run dynamic coefficients of the model's conver- gence to equilibrium, and ϑ is the speed of adjustment (Oteng-Abayie and Frimpong). In the case of cointegration based on the ...
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Granger Causality Between Gross Domestic Product and Economic Sectors in Developing Countries: A Panel Co-integration Approach
... In this article, I explored the association between GDP and economic sector in developing countries. Using a panel data of 62 developing countries, I studied the non-stationarity and co-integration properties of the ...
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Consequential Effects of Defence Expenditure on Economic Growth of Saudi Arabia: 1970 2012
... the Granger causality test in order to verify the causality and its direction between the ...that Granger-causing the share of defence expenditure in ...the causality test indicates the ...
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Role of Remittances in Economic Development: An Empirical Study of World’s Two Most Remittances Dependent Pacific Island Economies
... Granger causality tests: Samoa The Granger causality test results for Samoa shown in Table 9 indicate that bi-directional causal linkages exist between per capita output and remittances,[r] ...
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Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis
... the Granger causality ...no causality among the variables but for the second sub – sample it resulted the interest rates differential Granger caused the exchange ...
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Investigating the Link Between Foreign direct investment, Energy consumption and Economic growth in Argentina
... unidirectional granger causality running from GDP to energy ...directional granger causality was found between energy consumption and ...unidirectional causality running from energy ...
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Military Spending and Inequality: Panel Granger Causality Test
... of Granger causality to empirically test the causal relationship between military spending and inequality without assuming the exogeneity or endo- geneity of the underlying variables a ...the Granger ...
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Renewable energy consumption and economic growth in Argentina A multivariate co integration analysis
... the Granger-causality ...and Granger-causality frameworks; these studies include those by Apergies and Payne (2011) Khobai and Le Roux (2017), Inglesi-Lotz (2013); Apergies and Payne (2010) ...
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Price Bubbles Spillover among Asset Markets: Evidence from Iran
... pairwise Granger causality test is adopted to determine the bubbles in which market can have a casual relation to growth or collapse pattern of the bubbles in another parallel ...market. Granger ...
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Nonlinear Granger causality between grains and livestock
... the Granger-cause of a livestock return, then at the same time the livestock was the Granger-cause of the grain (such bidirectional relationships make economic sense, as was mentioned in Literature ...about ...
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Military Spending and economic growth in Greece and the arms race between Greece and Turkey
... Another attempt of examining the arms race between Greece and Turkey made by Ocal (2003), and used data for the period 1956-1994. He assumed that if there are two regimes that characterize the low and high growth of ...
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Military expenditure and granger causality: A critical review
... The nature of the interaction of military expenditure with the economy has been the subject of extensive investigation and tests for Granger non-causality, in the context of a VAR, have been a popular tool ...
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Bayes multivariate signification tests and Granger causality
... In this paper we will build multi-variate Bayes tests for the signification of the parameters of linear regression provided by the above Granger causality, instead of using the classical F statistics. We ...
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The impact of regional disparities on economic growth
... capita Granger caused relative changes (in comparison to the national average) in wages and salaries in all the groups of regions ...hand, causality running from economic growth to relative changes in ...
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The Development of Foreign Capital Insurance Market, FDI and Economic Growth in China
... According to the test, Granger causality tests, refuse that DPR,DPPR are not the Granger reason of ΔlnRFIA, regarding DPR, DPPR as the Granger reason of ΔlnRFIA, that is, China’s economi[r] ...
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Regulatory changes and market liquidity in Chinese stock markets
... 9 Granger causality tests show that unexpected macroeconomic shocks are not Granger caused by market returns. or market liquidity[r] ...
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Network Granger Causality with Inherent Grouping Structure
... to learn gene regulatory mechanisms from time course microarray data. Specifically, Lozano et al. (2009) proposed to group all the past observations, using a variant of group lasso penalty, in order to construct a ...
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