Results 41 to 50 of about 10,032 (253)
Nonlinear Granger Causality: Guidelines for Multivariate Analysis [PDF]
SSRN Electronic Journal, 2013 SummaryWe propose an extension of the bivariate nonparametric Diks–Panchenko Granger non‐causality test to multivariate settings. We first show that the asymptotic theory for the bivariate test fails to apply to the multivariate case, because the kernel density estimator bias and variance cannot both tend to zero at a sufficiently fast rate.
Diks, C., Wolski, M.
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The Relationship Between Agricultural Fixed Capital Investment and Agricultural Growth in Turkey
Yüzüncü Yıl Üniversitesi Tarim Bilimleri Dergisi, 2021 The purpose of this study is to examine the effects of fixed capital investments on agricultural growth in Turkey. For this purpose, in the study, agricultural growth, agricultural private fixed capital, agricultural public fixed capital investments and ...
Nazife Özge BEŞER, Esra KADANALI
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A Study on the Oil Price Cointegration Dynamic Process: Evidence From the Shanghai Crude Oil Futures
Frontiers in Environmental Science, 2022 This work studies the integration process of the Shanghai crude oil futures market in pricing discovery mechanism of global crude oil markets by conducting cointegration analysis and lead–lag causality tests.
Hongxia Wang +3 more
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Analysis of the relationship between foreign direct investment and economic growth in Kazakhstan
Хабаршысы. Экономика сериясы, 2021 The most important contribution expected from foreign investments for developing countries is that it helps to ensure the commercial balance and economic growth of the country. Empirical studies investigating the relationship between foreign investments
A. Syzdykova, G. Azretbergenova
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Advanced Science, EarlyView.An optimized single‐cell transcriptomic framework profiles over 60 000 cells to map the ovine rumen microbiome, partitioning the ecosystem into seven cross‐species functional clusters. In heat‐resistant hosts, a lineage‐specific metabolic shift in Anaerovibrio lipolyticus toward a highly glycolytic phenotype contributes to a “nutritional sparing ...
Sanbao Zhang +8 more
wiley +1 more source
European Journal of Government and EconomicsThis study aims to empirically analyze the impact of economic growth, information and communication technology (ICT) goods exports and unemployment on NEET rates for the Nordic countries (Denmark, Norway, Sweden, Finland and Iceland).
Seher Suluk
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Modelling cointegration and Granger causality network to detect long-term equilibrium and diffusion paths in the financial system [PDF]
Royal Society Open Science, 2018 Microscopic factors are the basis of macroscopic phenomena. We proposed a network analysis paradigm to study the macroscopic financial system from a microstructure perspective.
Xiangyun Gao +4 more
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Macroeconomics Linkages on Indonesian Economic Growth: A Granger Causality Analysis
Jurnal Penelitian Ekonomi dan Bisnis, 2023 Macroeconomic indicators and trade performance are essential components of developing countries' development as a whole. The upheaval caused by government policies, the economic crisis, and the pandemic that facilitated economic mobility became a major ...
Mochammad Yusuf
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Causal‐Guided Ultra‐Long‐Term Time Series Forecasting Via Anticipated Covariates
Advanced Science, EarlyView.Often treated as unknown, information from the future remains underutilized.We demonstrate that in a coupled dynamical system, providing the future state of the effect enables accurate forecasting of the cause for a long timesteps. A time series forecasting paradigm that introduces anticipated covariates to represent such known future states is ...
Jintong Zhao +4 more
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Synergy and redundancy in the Granger causal analysis of dynamical networks
New Journal of Physics, 2014 We analyze by means of Granger causality the effect of synergy and redundancy in the inference (from time series data) of the information flow between subsystems of a complex network. Whilst we show that fully conditioned Granger causality is not affected by synergy, the pairwise analysis fails to put in evidence synergetic effects.
STRAMAGLIA, Sebastiano +2 more
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