This article seeks an empirical evidence for the existence of the J-curve phenomenon both in the short-run and long-run for Turkey over the period 1980-2005. The bounds testing cointegration approach is employed to estimate the trade balance model. An augmented form of Granger causality analysis is implemented between trade balance, real effective exchange rates, foreign income and domestic inc...

The current paradigm of vaccine pharmacovigilance includes three stages: signal detection, development of a causality hypothesis, and testing of the causality hypothesis [1]. Signal detection in the postmarketing setting largely relies on spontaneous reports of adverse events (AEs) following immunization (AEFI) and literature case reports. The development of a causality hypothesis involves an a...

In this paper, we investigate the causality in sense of Granger for functional time series. The concept series is defined, and a statistical procedure testing hypothesis non-causality proposed. based on projections dynamic principal components use multivariate test. A comparative study with existing procedures shows good results our An illustration real dataset provided to attest performance pr...

To examine the long-term causality between Cardiorespiratory Electromyography Galvanic signals for 17 drivers taken from Stress Recognition in Automobile Drivers database. Methods: Two statistical methods, co-integration to reveal an eventual existence of a long-term relationship between ECG (Electrocardiograph), EMG (electromyography), GSR (galvanic skin resistance), heart rate (HR) and respir...

This paper proposes a methodology that combines the use of Schwarz’s BIC in subset autoregression and subset transfer function identification along with the posterior odds ratio test developed by Poskitt & Tremayne (1987) in the context of testing for Granger-causality and cointegration tests. This approach provides a measure for the strength (decisiveness) of causality and cointegration betwee...