Results 81 to 90 of about 195,847 (303)
The Pervasiveness of Granger Causality in Econometrics
, 1999 Abstract Granger (1969), which defined the concept of Granger causality, is one of the most influential papers in econometrics: it had been cited on more than 850 occasions at the time of writing. We are delighted to contribute a chapter reviewing its role to a volume in honor of Clive.
Hendry, D, Mizon, G
openaire +2 more sources
The Granger-Causality between Transportation and GDP: A Panel Data Approach [PDF]
This study investigates the Granger-causality relationship between real per capita GDP and transportation of EU-15 countries using a panel data set covering the period 1970-2008.
Ý. Hakan Yetkiner +2 more
core
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +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
Granger causality between energy use and economic growth in France with using geostatistical models [PDF]
This paper introduces a new way for investigating linear and nonlinear Granger causality between energy use and economic growth in France over the period 1960_2005 with using geostatistical models (kiriging and IDW).
Zibaei, Mansour, Amiri, Arshia
core
Agribusiness, EarlyView.ABSTRACT Farmers markets provide a direct‐to‐consumer marketing path for farmers and small businesses, facilitating customer discovery and product refinement. This paper explores farmers markets as a business incubator, with a focus on beginning vendors and resilience to a shock, namely, COVID‐19 market restrictions.
Mallory L. Rahe +2 more
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT The origin of a product, if associated with good quality, can contribute to building a positive collective reputation, leading to a potential price premium. However, it is conceivable that a producer markets a product by evoking symbols, images, words, and values typical of places other than where it was designed or produced, creating a ...
Annalisa Caloffi +2 more
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
Agribusiness, EarlyView.ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley +1 more source
A nonparametric copula based test for conditional independence with applications to granger causality [PDF]
, 2009 This paper proposes a new nonparametric test for conditional independence, which is based on the comparison of Bernstein copula densities using the Hellinger distance.
Taamouti, Abderrahim +2 more
core +1 more source