نتایج جستجو برای: granger causality jel classification o43

تعداد نتایج: 551535  

Journal: :NeuroImage 2010
Justin Dauwels François-Benoît Vialatte Toshimitsu Musha Andrzej Cichocki

It is well known that EEG signals of Alzheimer's disease (AD) patients are generally less synchronous than in age-matched control subjects. However, this effect is not always easily detectable. This is especially the case for patients in the pre-symptomatic phase, commonly referred to as mild cognitive impairment (MCI), during which neuronal degeneration is occurring prior to the clinical sympt...

2002
Eric Renault

We provide a structural approach to disentangle Granger versus instantaneous causality effects from transaction durations to transaction prices. So far, in the literature, instantaneous causality effects have either been excluded or cannot be identified separately from Granger type causality effects. By giving explicit moment conditions for observed returns over (random) transaction duration in...

Journal: :The Stata Journal: Promoting communications on statistics and Stata 2015

2007
James Roumasset

Thinking about population as a driver of agricultural development provides insights into induced technical and institutional change, whether it be Esther Boserup’s declining fallow period, modern crop varieties, or the specialization pyramid that arises in laborintensive agriculture. The non-convexities of research and development, infrastructure investments, and specialization imply that modes...

Journal: Iranian Economic Review 2017

The interaction of BRICS stock markets with the United States is studied using an asymmetric Granger causality test based on the frequency domain. This type of analysis allows for both positive and negative shocks over different horizons. There is a clear bivariate causality that runs both ways between the United States stock market and the respective BRICS markets. In addition, both negative a...

2011
Nevio Dubbini

This paper indicates causality as the tool that unifies the analysis of both activations and connectivity of brain areas, obtained with fMRI data. Causality analysis is commonly applied to study connectivity, so this work focuses on demonstrating that also the detection of activations can be handled with a causality analysis. We test our method on finger tapping data, in which GLM and Granger C...

Journal: :international journal of management and business research 2013
maryam khalili araghi meisam mohazzab pak

this paper empirically investigates the exchange rate effects of iranian rial against dollar (rial vs.us) on stock prices in iran. the sample period for the study has been taken from march 20, 2004 to march 20, 2010 using daily nominal exchange rate of rial /us and daily closing values of tehran stock exchange. generalized autoregressive conditional heteroskedasticity (garch) model has been use...

Journal: :advances in mathematical finance and applications 0
mahboobe motakiaee department of management, arak branch, islamic azad university, arak, iran

this world; though all the discussions are focused on the causal relationships in allthe scientific arguments. one of the methods to study the designed causal relationshipsobjectively is granger causality test. this paper aims to investigate the longtermcausal relationship between the stock price and dividends. the statisticalpopulation includes 180 active companies in stock exchange of tehran ...

Journal: :Tesam akademi 2021

The relation between economic freedoms and performance is very crucial to determine growth the development policies of a country. Economic are ultimate goal for all developed emerging economies. countries have been aiming sustain their current situation, while developing apply that will provide development. Convergence hypothesis which one main inference Solow model states that, in close econom...

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