نتایج جستجو برای: granger causality test

تعداد نتایج: 858367  

2011
Tilman Kispersky Gabrielle J Gutierrez Eve Marder

BACKGROUND Understanding circuit function would be greatly facilitated by methods that allow the simultaneous estimation of the functional strengths of all of the synapses in the network during ongoing network activity. Towards that end, we used Granger causality analysis on electrical recordings from the pyloric network of the crab Cancer borealis, a small rhythmic circuit with known connectiv...

2008
Halbert White Xun Lu

We analyze the relations between Granger (G) non-causality and a notion of structural causality arising naturally from a general nonseparable recursive dynamic structural system. Building on classical notions of G non-causality, we introduce interesting and natural extensions, namely weak G non-causality and retrospective weakG non-causality. We show that structural non-causality and certain (r...

Journal: :تحقیقات اقتصاد و توسعه کشاورزی ایران 0
زهرا علیزاده خلیفه محله کارشناس ارشد گروه اقتصاد کشاورزی دانشکده اقتصاد و توسعه کشاورزی دانشگاه تهران سید صفدر حسینی استاد گروه اقتصاد کشاورزی، دانشکده اقتصاد و توسعه کشاورزی، دانشگاه تهران امیرحسین چیذری استادیار گروه اقتصاد کشاورزی دانشکده اقتصاد و توسعه کشاورزی دانشگاه تهران

the impact of price changes (at a level of market) on the other market levels (transfer of prices) will affect welfare of producers, marketing agents as well as consumers. in this study, asymmetric tea market is investigated through an application of johansen co-integration analysis and error correction model (ecm model) to time series of 1976-2009. co integration method used in the import mark...

2010
LING-CHU LEE PIN-HUA LIN YUN-WEN CHUANG Yi-YANG LEE

The correlation between GDP and research publications is an important issue in scientometrics. This article provides further empirical evidence connecting revealed comparative advantage in national research with effects on economic output. Using quantitative time series analysis, this study attempts to determine the nature of causal relationships between research output and economic growth. One...

2009
Jochen Hartwig

The paper proposes a new test of endogenous vs. exogenous growth theories based on the Granger-causality methodology and applies it to a panel of 20 OECD countries. The test yields divergent evidence with respect to physical and human capital. For physical capital, the test results favor Solow-type exogenous growth theory over AK-type endogenous growth models. On the other hand, the test result...

2011
Anowar Hossain Mohammad Kamal Hossain

This paper examines co-integration and the causal relationship between Foreign Direct Investment (FDI) and the economic output or Gross Domestic Product (GDP) in the both short and long run of Bangladesh, Pakistan and India over the period of 1972-2008. Three econometric models, viz. Augmented Dickey-Fuller (ADF) test, Engle-Granger two-step co-integration test, Vector error correction mechanis...

2012
Andrea Brovelli

Granger causality analysis is becoming central for the analysis of interactions between neural populations and oscillatory networks. However, it is currently unclear whether single-trial estimates of Granger causality spectra can be used reliably to assess directional influence. We addressed this issue by combining single-trial Granger causality spectra with statistical inference based on gener...

2015
A. A. Azlina Nik Hashim Nik Mustapha

This paper examines the dynamic relationship between income, energy use and carbon dioxide (CO2) emissions in Malaysia using time-series data during 1975 to 2011. This study also attempts to validate the environmental Kuznet curve (EKC) hypothesis. Applying a multivariate model of income, energy consumption in the transportation sector, carbon emissions, structural change in the economy and ren...

2011
Saten Kumar

This paper applies alternative time series techniques such as General to Specific (GETS) and Johansen Maximum Likelihood (JML) to estimate the long run income and price elasticities of demand for energy for Fiji. We also test for the causal relationship between energy consumption, GDP and energy prices using the Granger causality tests. Our results imply that there is a uni-directional causalit...

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