Results 11 to 20 of about 69,980 (307)
Dynamic Functional Principal Components for Testing Causality
Signals, 2021 In this paper, we investigate the causality in the sense of Granger for functional time series. The concept of causality for functional time series is defined, and a statistical procedure of testing the hypothesis of non-causality is proposed.
Matthieu Saumard, Bilal Hadjadji
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Coal consumption and economic growth nexus: Evidence from bootstrap panel Granger causality test [PDF]
Panoeconomicus, 2017 This paper explores the causal relationship between coal consumption and economic growth for a panel of 15 African countries using bootstrap panel Granger causality test.
Anoruo Emmanuel
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PLoS ONE, 2023 The elderly population and economic growth have been a contentious topic among researchers. Regardless of the economic growth rate, the population and its growth have a stimulating influence on economic development.
Thaveesha Jayawardhana +5 more
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Deciphering the Palaeocene-Eocene thermal maximum by Granger causality test
Geosystems and Geoenvironment, 2023 The Palaeocene-Eocene thermal maximum is a global warming period (∼56 Ma), which is marked by a sharp negative carbon isotope excursion (CIE) that caused by the injection of massive isotopically-light carbon into the ocean-atmosphere.
Zeyang Liu +4 more
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Testing subspace Granger causality [PDF]
Econometrics and Statistics, 2019 Abstract The methodology of multivariate Granger non-causality testing at various horizons is extended to allow for inference on its directionality. Empirical manifestations of these subspaces are presented and useful interpretations for them are provided.
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The impact of energy consumption, FDI, and economic growth on CO2 emissions in Central Asia. Empirical evidence from panel ARDL [PDF]
E3S Web of Conferences, 2023 Utilizing Panel ARDL and a panel Granger causality test, this paper examines the influence of GDP, energy usage, FDI, and trade openness on carbon dioxide (CO2) emissions in three specific Central Asian countries: Kazakhstan, Kyrgyz Republic, and ...
Sobirov Yuldoshboy +4 more
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Capital flows under global uncertainties: Evidence from Turkey
Borsa Istanbul Review, 2021 This paper investigates the effects of global economic uncertainty and trade policy–related uncertainty in the US in predicting the bond and equity flows to Turkey during the period from January 2008 to November 2019.
Oğuzhan Çepni +3 more
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Istanbul Business Research, 2022 This paper examines the impact of COVID-19 cases and deaths on selected financial indicators in Turkey between March 2020 and July 2020. This study analyzes the causal relationship between COVID-19 and liquidity and risk perception in Turkey.
Sabri Burak Arzova +1 more
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Validity of Time Reversal for Testing Granger Causality [PDF]
IEEE Transactions on Signal Processing, 2016 Inferring causal interactions from observed data is a challenging problem, especially in the presence of measurement noise. To alleviate the problem of spurious causality, Haufe et al. (2013) proposed to contrast measures of information flow obtained on the original data against the same measures obtained on time-reversed data.
Irene Winkler +4 more
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Testing for Granger non-causality in heterogeneous panels [PDF]
Economic Modelling, 2012 Forthcoming
Dumitrescu, Elena Ivona +1 more
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