This study was motivated by the dearth of current studies on linkages among HIV,GDP and disaggregated outlay well-being in Eastern Southern African regions. Hence, main focus this is to investigate nature direction Hsiao causality HIV, GDP Aggregate time series data from 1994 2020 these variables were used test unit root, cointegration bivariate regression model specified for each region. The r...

Important information on the structure of complex systems can be obtained by measuring to what extent the individual components exchange information among each other. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we generalize Granger causality to the nonlinear c...

Does immigration generate jobs in an MSA, or do employment opportunities entice immigrant inflows to an MSA? Is immigration responsible for higher unemployment, or do foreign-born inflows cause increases in self-employment that lead to improvement in labor market conditions? The causal relationship between immigrants, job growth and unemployment is a politically and economically salient subject...

Establishing the relationship between stock prices and macroeconomic variables is very important for formulating current economic stabilisation policies. This paper investigates the causal relationship between four macroeconomic variables and Dhaka Stock Exchange (DSE) stock prices using cointegration and Granger causality test. The results suggest that cointegration exists between stock prices...

Issues on climate change have been recognized as serious challenges for regional sustainable development both at a global and local level. Given the background that most of the artificial carbon emissions are resulted from the energy consumption sector and the energy is also the key element resource for economic development, this paper investigated the relationship between CO2 emission, fossil ...

This study aims at investigating the nature of the causal relationship between immigration and two macroeconomic indicators, GDP per capita and unemployment, in Sweden using autoregressive distributed lag (ARDL) bounds testing procedure and Granger-causality within vector error correction model (VECM) based on annual data spanning the period between 1980 and 2004. Results of the ARDL bounds tes...

Computing Granger causal relations among bivariate experimentally observed time series has received increasing attention over the past few years. Such causal relations, if correctly estimated, can yield significant insights into the dynamical organization of the system being investigated. Since experimental measurements are inevitably contaminated by noise, it is thus important to understand th...