نتایج جستجو برای: causality test

تعداد نتایج: 857553  

Journal: :تحقیقات اقتصادی 0
خسرو پیرایی دانشیار دانشکدة اقتصاد، دانشگاه آزاد اسلامی واحد شیراز مونا تاسان . دانشجوی دکتری علوم اقتصادی، دانشکدة اقتصاد، دانشگاه آزاد اسلامی واحد شیراز محمد دانش نیا کارشناس بازرگانی داخلی سازمان صنعت، معدن، و تجارت استان فارس، ادارة جهرم

the economy's dependence on oil revenues and derivatives of these products make the country's economy heavily influenced by the volatility and instability of the pricing of these products. therefore, it seems necessary to develop non-oil exports. this paper examines the causality relation and the effect of foreign direct investment, economic openness and real exchange rate on non-oil ...

2009
RUDRA PRAKASH PRADHAN

The paper examines the causal nexus between financial development and economic growth in India in a multivariate VAR model. The empirical analysis is based on cointegration and causality test. The cointegration test finds the presence of long run equilibrium relationship between financial development and economic growth. The Granger causality test finds the existence of bidirectional causality ...

2014
Haijun Wang Xiaohong Guan Qinghua Zheng Ting Liu Xiangyang Li Lechen Yu Zijiang Yang

Automatic test case generation using symbolic execution suffers from the problem of path explosion: the number of paths to be explored may grow exponentially with the scale of a program. We believe that different paths may exhibit some similar program behaviors, thus it is unnecessary to explore all of the paths to generate test cases. In this paper, a novel model of program causality is propos...

2003
Temujin Gautama Marc M. Van Hulle

A novel approach for testing the presence of Granger causality between two time series is proposed. The residue of the destination signal after self-prediction is computed, after which a crossprediction of the source signal over this residue is examined. In the absence of causality, there should be no cross-predictive power, due to which the performance of the cross-prediction system can be use...

2008
Joseph Y. Halpern

A serious defect with the Halpern-Pearl (HP) definition of causality is repaired by combining a theory of causality with a theory of defaults. In addition, it is shown that (despite a claim to the contrary) a cause according to the HP condition need not be a single conjunct. A definition of causality motivated by Wright’s NESS test is shown to always hold for a single conjunct. Moreover, condit...

Journal: :Mathematics and Computers in Simulation 2008
Steven Cook

The properties of Granger-causality tests are examined when applied to integrated time series. Recently presented results suggesting spurious causality in such circumstances are shown to be highly dependent upon the absence of deterministic terms from the causality testing equations. The analysis is completed by the examination of an alternative non-parametric causality test.

Journal: :JSW 2013
Ting-Ting Xu Jian-Liang Peng Fei Ding

The development of port logistics and regional economy presents a linkage relationship. This paper resorted to the commonly used econometric software, namely Eviews, to undergo some empirical analysis. One of its applications, known as the Granger Causality Test, is to provide evidence about the direction of causality in economic relationships. The competitiveness of port city logistics evaluat...

ژورنال: اقتصاد مقداری 2017

Stocks and houses as two major assets which play important role in the balance sheet of Iranian households. Changes in two markets have a large influence on wealth and the general economy. The purpose of this study is to examine the relationship between stock and house prices over a thirty-year period using vector auto-regression (VAR). Using yearly data for the period from 1985 to 2013, we con...

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”...

2017
Evan Kodra Snigdhansu Chatterjee Auroop R. Ganguly

Detection and attribution methodologies have been developed over the years to delineate anthropogenic from natural drivers of climate change and impacts. A majority of prior attribution studies, which have used climate model simulations and observations or reanalysis datasets, have found evidence for human-induced climate change. This papers tests the hypothesis that Granger causality can be ex...

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