نتایج جستجو برای: granger causality jel classification o43

تعداد نتایج: 551535  

2013
Narayan Sethi

The present study attempts to examine the casual relationship between foreign capital inflows and economic growth in India. Using the pair-wise Granger causality test (1969), this paper specifically examines casual relationship between foreign capital inflows and economic growth in India. The important observations emerge from pair-wise Granger causality test which shows there is the long-run e...

2009
Leonardo Angelini Mario Pellicoro Sebastiano Stramaglia

In this letter we discuss use of Granger causality to the analyze systems of coupled circular variables, by modifying a recently proposed method for multivariate analysis of causality. We show the application of the proposed approach on several Kuramoto systems, in particular one living on networks built by preferential attachment and a model for the transition from deeply to lightly anaestheti...

2015
Robert D. Shelton Tarek R. Fadel Patricia Foland

Scientometric models can connect indicators via cross-country correlations, but these are not enough to assert causality. Sometimes a causal connection can be argued from the physical process. In other cases the causality or its direction is not clear, and the Granger test is often used to clarify the connection. Here it was shown that gross expenditures on R&D (GERD) Granger caused scientific ...

2007
Thiam Hee Ng

In this paper, an examination is made of the linkage between foreign direct investment and productivity in eight East Asian economies–China, Hong Kong SAR, Indonesia, Malaysia, Republic of Korea, Singapore, Taiwan Province of China and Thailand. The Granger causality test and the Toda-Yamamoto version of the Granger causality test are used to test if inflows of foreign direct investment “cause”...

Journal: Iranian Economic Review 2016

T his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002:03 to 2015:06. For this purpose, we have exploited Sigma-Point Kalman Filter (SPKF) to extract the bubble component of assets prices in the aforementioned Markets. Then, in order to analyze the price bubbles spi...

Journal: :NeuroImage 2011
Daniele Marinazzo Wei Liao Huafu Chen Sebastiano Stramaglia

The communication among neuronal populations, reflected by transient synchronous activity, is the mechanism underlying the information processing in the brain. Although it is widely assumed that the interactions among those populations (i.e. functional connectivity) are highly nonlinear, the amount of nonlinear information transmission and its functional roles are not clear. The state of the ar...

Journal: :The Yale Journal of Biology and Medicine 1988
W. D. Lynch G. V. Glass Z. V. Tran

The present investigation examined the temporal relationships between changes in coronary artery heart disease (CAHD) mortality rates from whites (1938-1980) and changes in national measures of dietary elements, tobacco consumption, alcohol consumption, and unemployment. The magnitude and latency of the causal relationships were estimated with the use of cross-lagged correlation functions (CCFs...

2007
Nikolaos Dritsakis

In this paper an effort is made in order to investigate the nexus of dynamic interrelations between the general macroeconomic environment of Greek economy with a special reference to the real wages determination. For the causality analysis among real wages, consumer price index, labour productivity, unemployment rate and gross domestic product a multivariate autoregressive VAR model was used, c...

Journal: :International journal of applied research in social sciences 2022

Several studies abound that concentrated on oil production and the environment, exploration socio-economic conditions, contributions of crude consumption to growth Nigerian state, etc. But there are no recent investigating production- GDP nexus. Hence, main goal this study is explore contribution national from an oil-dependent economy Annual time series data its rate represented side nexus whil...

2009
Mark Voortman Marek J. Druzdzel Gustavo Sudre

In recent years, the study of causality in the brain, or effective connectivity, has become increasingly important in the field of computational neuroscience. Neuroimaging modalities such as EEG, fMRI and MEG provide an immense and rich source of data. Causal analysis has the potential to help make sense of this complex data, and provide important insights about the neural basis of cognition. T...

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