Results 21 to 30 of about 69,980 (307)
Analisis Kausalitas Inflasi dan Jumlah Uang Beredar di Indonesia Periode Tahun 2000.1–2014.4
Jurnal Ekonomi Bisnis dan Kewirausahaan (JEBIK), 2017 There is often a debate about causality between money supply and inflation. The purpose of this study is to analyze the causality, whether the money supply affects inflation or vice versa.
Afrizal Afrizal
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A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models
Econometrics, 2015 It is well known that in a vector autoregressive (VAR) model Granger non-causality is characterized by a set of restrictions on the VAR coefficients. This characterization has been derived under the assumption of non-singularity of the covariance matrix ...
Umberto Triacca
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Analysis Of Causality Exchange Rate and Export Value In Indonesia (Empirical Study in 1997-2020)
Prisma Sains: Jurnal Pengkajian Ilmu dan Pembelajaran Matematika dan IPA IKIP Mataram, 2023 This study aims to analyze the causal relationship between the exchange rate and export value in Indonesia using time series data from 1997 to 2020. The analytical method that will be used in this research is the Granger Causality Test approach.
R. Roosaleh Laksono.T.Y. +5 more
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Bayesian Testing of Granger Causality in Functional Time Series
Journal of Quantitative Economics, 2022 We develop a multivariate functional autoregressive model (MFAR), which captures the cross-correlation among multiple functional time series and thus improves forecast accuracy. We estimate the parameters under the Bayesian dynamic linear models (DLM) framework. In order to capture Granger causality from one FAR series to another we employ Bayes Factor.
Rituparna Sen +2 more
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THE CAUSALITY BETWEEN ECONOMIC GROWTH AND GOVERNMENT EXPENDITURE IN NIGERIA
Review of Innovation and Competitiveness, 2018 The Purpose. The paper studies the causal relationship between economic growth and government expenditure between 1970 and 2016. Design/Methodology/Approach.
Damian Chidozie Uzoma-Nwosu
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The causal linkages between investor sentiment and excess returns on Borsa Istanbul
Borsa Istanbul Review, 2020 The main aim of this study is to analyze the causal relationship between BIST-100 return index and investor sentiment. The investor sentiment is measured by constructing an index comprised of the closed-end fund discount, mutual fund flows, share of ...
Efe Caglar Cagli +2 more
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Heliyon, 2023 This study investigates the nexus between economic growth (GDP), trade openness, remittances, exchange rate, and agricultural output in E7 (Russia, Indonesia, Mexico, China, India, Brazil, and Turkey) economies, covering the data from 1990 to 2020.
Khalid Usman
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The cost of aging: Economic growth perspectives for Europe.
PLoS ONE, 2023 This study explores the causal relationship between the economy and the elderly population in 15 European countries. The economy was measured by the Per Capita Gross Domestic Product growth rate, while the population aged above 65 as a percentage of the ...
Thaveesha Jayawardhana +6 more
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Hubungan Kausalitas Pertumbuhan Ekonomi Dengan Investasi di Kota Pontianak Kajian Model Granger
Jurnal Ekonomi Bisnis dan Kewirausahaan (JEBIK), 2018 This study aims to examine and analyze the causality relationship between economic growth and investment, in this case private investment in the city of Pontianak.
Jamaliah Jamaliah
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The nexus between foreign direct investment and environmental sustainability in North Africa [PDF]
Environmental Economics, 2018 This paper provides a study of the relationship between sustainable development and foreign direct investment (FDI) from an empirical point of view in the case of the North African countries during the period from 1985 to 2005.
Marwa Lazreg, Ezzeddine Zouari
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