On the Temporal Causal Relationship Between Macroeconomic Variables

An Empirical Analysis of Causal Relationship between Stock Market and Macroeconomic Variables in India

The present paper is aimed at studying the nature of the causal relationship between stock prices and macroeconomic variables in India, if any such relationship exists. For this purpose the techniques of unit– root tests, cointegration and the Granger causality test have been applied between the NSE Index ‘Nifty’ and the macroeconomic variables, viz., Real effective economic rate (REER), Foreig...

on the relationship between the knowledge of collocations and writing proficiency

بررسی رابطه دانش همنشینی لغات و مهارت نوشتاری در زبان انگلیسی چکیده این پژوهش درصدد آن است تا سه مسئله زیر را مورد بررسی قرار دهد: الف) وجود یا عدم وجود رابطه بین دانش زبان آموزان در حوزه همنشینی لغات با یکدیگر و دانش آنها در مهارت نوشتاری زبان انگلیسی؛ ب) یافتن پاسخی به این سوال که آیا تمامی انواع همنشینی های لغوی زبان انگلیسی به یک میزان برای زبان آموزان دشوارند یا خیر؛ پ) مقایسه زبان آمو...

The Relationship between Stock Market and Macroeconomic Variables: a Case Study for Iran

This paper examines the causal relationship between stock prices and macroeconomic aggregates in Iran, by applying the techniques of the long–run Granger non–causality test proposed by Toda and Yamamoto (1995). We test the causal relationships between the TEPIX Index and the three macroeconomic variables: money supply, value of trade balance, and industrial production using quarterly data for t...

The Relationship Between Stock Market And Macroeconomic Variables: A Case Study For Iran

On the Relationship between Monetary Policy Instruments, Macroeconomic Variables and Stock Market Returns

The purpose of this paper is to study the impact of the monetary policy instruments and to explore the extent to which macroeconomic variables affect the Romanian stock market’s behaviour in the 2000 – 2011 period with a GARCH-family system of simultaneous equations. Another rational of this research is to determine whether stocks are a good hedge against inflation on the Romanian financial mar...