Results 81 to 90 of about 90,737 (348)
Agribusiness, EarlyView.Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin +1 more
wiley +1 more source
Reliability of the Granger causality inference
New Journal of Physics, 2014 How to characterize information flows in physical, biological, and social systems remains a major theoretical challenge. Granger causality (GC) analysis has been widely used to investigate information flow through causal interactions.
Douglas Zhou +3 more
doaj +1 more source
Effect of Speculators’ Position Changes on the LME Futures Market
International Journal of Financial Studies, 2019 This paper employs Granger causality tests to analyze the role of speculators using weekly COTR (commitment of traders reports) data covering the period of August 2014 to July 2017.
Jaehwan Park
doaj +1 more source
Information Network Modeling for U.S. Banking Systemic Risk
Entropy, 2020 In this work we investigate whether information theory measures like mutual information and transfer entropy, extracted from a bank network, Granger cause financial stress indexes like LIBOR-OIS (London Interbank Offered Rate-Overnight Index Swap) spread,
Giancarlo Nicola +2 more
doaj +1 more source
An Out of Sample Test for Granger Causality [PDF]
Granger (1980) summarizes his personal viewpoint on testing for causality, and outlines what he considers to be a useful operational version of his original definition of causality (Granger (1969)), which he notes was partially alluded to in Wiener (1958)
Norman R. Swanson
core
Nonlinear Permuted Granger Causality
, 2023 Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence conditional on a specified model.
Gade, Noah D., Rodu, Jordan
openaire +2 more sources
Agribusiness, EarlyView.ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley +1 more source
Does Contract Farming Improve Diet Quality? The Case of Senegalese Smallholders
Agribusiness, EarlyView.ABSTRACT The institution of contract farming has gained prominence in most developing countries owing to its numerous benefits. While several studies have already highlighted the welfare benefits of contract farming, very few have investigated the effects on diet quality, despite poor quality diets being a serious challenge in most parts of the ...
Francis E. Ndip, Takeshi Sakurai
wiley +1 more source
Technological and Economic Development of Economy, 2014 This study examines the short- and long-run linkages between employment growth, inflation and output growth applying panel cointegration and causality tests to data for 119 countries over the period 1970–2010.
Marinko Škare, Guglielmo Maria Caporale
doaj +1 more source
Decomposing Granger causality over the spectrum. [PDF]
We develop a bivariate spectral Granger-causality test that can be applied at each individual frequency of the spectrum. The spectral approach to Granger causality has the distinct advantage that it allows to disentangle (potentially) different Granger ...
Croux, Christophe +2 more
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