Granger-Causality Test
A PANEL REGRESSION ANALYSIS OF HUMAN CAPITAL RELEVANCE IN SELECTED SCANDINAVIAN AND SE EUROPEAN COUNTRIES
... a Granger causality test between GDP and the chosen human capital proxy ...the causality test, unit root test will be performed to ensure that the variables are ...the ...
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On the Use of Arabic Tweets to Predict Stock Market Changes in the Arab World
... of Granger causality test between tweets sentiment and volume and stock change values for the Arab stock market indices used in this research while including weekends and ...is Granger ...
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The Causal Relationship between Health and Education Expenditures in Malaysia
... run causality test, the Granger causality test results revealed that the education expenditure Granger-causes health expenditure in Malaysia, but there is no evidence of the ...
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Market Confidence Predicts Stock Price: Beyond Supply and Demand.
... of Granger causality ...significant Granger causality with p-value < ...significant Granger causality is observed in 39 stocks when the number of sellers is ...Second, ...
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How the major capital markets interact in the world: a VAR approach
... Lin et al (2008), examined the linkages between the expected growth rate implied by the prices of index futures and the rate of return of the underlying spot index market in Japan, United States of America and Taiwan, in ...
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Using complex networks to characterize international business cycles.
... In implementing this approach we consider testing for the optimal lag length. In doing so, we consider up to eight lags, since we are interested in detecting comovement at the business cycle level and business cycles ...
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Financial Development, International Trade and Economic Growth: Empirical Evidence from Pakistan
... and Granger causality test, to explore the long run equilibrium relationship and the possible direction of causality between international trade, financial development and economic growth for ...
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Effects of Oil and Non-Oil Exports on the Economic Growth of Syria
... root test, Johansen cointegration test, Granger causality test, impulse response functions (IRF), and variance decomposition (VD) analysis were used in this ...cointegration test ...
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Government revenue-expenditure nexus: Evidence from several transitional economies
... he Granger causality test is performed at the selected lag through testing the restrictions β 1 =β 2 ...not Granger-cause S t (R t ), which is accepted as evidence for the tax-and-spend ...
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Causal Links between Foreign Direct Investments and Trade: A Comparative Study of India and China
... the causality between FDI and ...separately. Granger causality test for China gives the results which are not similar to India that suggests that causality between two variables is also ...
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The influence of macroeconomic factors to the dynamics of stock exchange in the republic of Kazakhstan
... as Granger Causality test showed KASE index can be used to predict changes in the real economy, which can help to evaluate the economic decision-making ...
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Econ. Apl. vol.18 número1
... de Granger, nós investigamos o domí- nio de frequência entre o consumo primário de energia/eletricidade e o produto interno bruto (PIB) dos Estados Unidos; aplicando a abordagem de Lemmens et ...
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Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks
... The typical approach to cointegration in the context of multi-direction endogenous relationships is the specification of a VEC model, as described before. Testing procedures usually rely on the Johansen methodology which ...
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Attention-dependent modulation of cortical taste circuits revealed by Granger causality with signal-dependent noise.
... Conditionally heteroskedastic data often show volatility cluster- ing and outliers. In particular, the unconditional distribution of the data is leptokurtic, which means that it has more mass around zero and in the tails ...
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Altered causal connectivity of resting state brain networks in amnesic MCI.
... correlation-purged Granger causality (CPGC) [29,37–38], we were able to ascertain the causal connectivity between all the ROIs in the four ...the causality obtained from the VAR model, by ...
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Multimodal functional network connectivity: an EEG-fMRI fusion in network space.
... In the real data test, mFNC unveiled the comprehensive relationships among FNs during a visual stimulus task. Because of the retinotopic organization of early visual cortex, stimulation in the left visual field ...
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Rev. econ. contemp. vol.18 número3
... to test the fulfillment of Galbraith’s hypothesis in the case of Spain, for our analysis we have chosen the period 1976-2010, which begins after General Franco’s Dictatorship, since before that Spanish economy did ...
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On causality of extreme events
... the Granger causality involves estimating the reduction in the error of an autoregressive linear model of Y given the history of X (Granger, ...Associating causality to the temporal domain is ...
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Tourism as a long-run economic growth factor in Portugal: Evidence from causality analysis
... the Granger causality ...hypothesis test or the significance of coefficients of a VAR model formulated in levels to test general restrictions on the parameter ...for causality with ...
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Adding Priority to Event Structures
... Event Structures (ESs) are mainly concerned with the representation of causal relationships between events, usually accompanied by other event relations capturing conflicts and disabling. Among the most prominent ...
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