نتایج جستجو برای: causality test
تعداد نتایج: 857553 فیلتر نتایج به سال:
This paper investigates the endogenous money supply hypothesis in Iran. To this end, we attempt to find causality directions between bank credits and money aggregates. Utilizing Diks and Panchenko’s (2006) nonparametric Granger causality test for the time series data over the period 2006:04-2018:12 confirms the existence of a significant causality running from bank credits to money aggregates. ...
This study examines the Granger causality between electricity consumption and Gross Domestic Product (GDP) for Pakistan using annual data covering the period 1971 to 2007. Augmented Dickey-Fuller test and Phillips-Perron test reveal that both the series, after logarithmic transformation, are non-stationary and individually integrated at order one. Engle and Granger Cointegration test exhibits t...
The objective of this study is to explore the presence of a causal relationship between stock market development and economic growth. This study aims to explore this relationship in the nine Newly Industrialized Countries (NIC’s): Brazil, China, India, Malaysia, Mexico, Philippines, South Africa, Thailand and Turkey. 2005 nominal GDP values are used as a proxy for economic growth, and market ca...
The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role in detecting the dynamic interrelationships between two groups of variables. Following the idea of Hiemstra-Jones (HJ) test proposed by Hiemstra and Jones (1994) (Journal of Finance. 1994; 49(5): 1639-1664), they attempt to establish a cen...
as a result of higher crude oil prices, in one hand, it is expected that alternative energy resources consumption is increased and consumers change their behavior to decline energy intensity too. on the other hand, more alternative energy consumption can leads to a decline of crude oil aggregate demand. therefore, existence of mutual causality between crude oil price and alternative energy cons...
The concept of causality is naturally defined in terms of conditional distribution, however almost all the empirical works focus on causality in mean. This paper aim to propose a nonparametric statistic to test the conditional independence and Granger non-causality between two variables conditionally on another one. The test statistic is based on the comparison of conditional distribution funct...
Causality analysis, beyond “mere” correlations, has become increasingly important for scientific discoveries and policy decisions. Many of these real-world applications involve time series data. A key observation is that the causality between time series could vary significantly over time. For example, a rain could cause severe traffic jams during the rush hours, but has little impact on the tr...
Using a nonstationary, bivariate autoregressive process with iid innovations, this paper shows that the bootstrap vector autoregressive causality test is inconsistent in general in the sense that its weak limit is di¤erent from that of the original causality test.
population in all countries plays a fundamental role in economic growth and economic development. but besides absolute size and growth rate of population, the more important factor will be “age structure” or “age distribution” of population, because it can be as source of many economical, social, and political challenges. in this research, we investigate effect of changes in population shares i...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید