Results 31 to 40 of about 69,980 (307)

Testing for Granger Causality in Large Mixed-Frequency VARs [PDF]

open access: yesSSRN Electronic Journal, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Götz, Thomas B.   +2 more
openaire   +3 more sources

A Causal Analysis of Life Expectancy at Birth. Evidence from Spain [PDF]

open access: yes, 2019
Background: From a causal point of view, there exists a set of socioeconomic indicators concerning life expectancy. The objective of this paper is to determine the indicators which exhibit a relation of causality with life expectancy at birth.
Cruz Rambaud, Salvador   +2 more
core   +2 more sources

Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems [PDF]

open access: yesJournal of Time Series Analysis, 2006
Abstract.  In this article, we propose a new approach to test the hypothesis of long‐run Granger non‐causality in cointegrated systems. We circumvent the problem of singularity of the covariance matrix associated with the usual Wald‐type test by proposing a generalized inverse procedure.
Taku Yamamoto, Eiji Kurozumi
openaire   +4 more sources

Granger Causality Detection via Sequential Hypothesis Testing

open access: yes, 2023
5 pages 3 ...
Devendra, Rahul   +2 more
openaire   +2 more sources

The Causality Variables of Financial Sector Deepening to Economic Growth in Indonesia 1986 - 2015

open access: yesEconomics Development Analysis Journal, 2018
This study aims to examine the causality and role as the variables of the financial sector deepening with economic growth in Indonesia. The test of causality in this research acres using heading Granger Causality Test and VECM test.
Pramesti Widiya Astuti
doaj   +1 more source

Causality Between Brent and West Texas Intermediate: The Effects of COVID-19 Pandemic and Russia–Ukraine War

open access: yesCommodities
The article analyzes the Granger-based causal relationship between two major crude oil markets, namely Brent and West Texas Intermediate (WTI), by using the standard vector autoregression (VAR) framework.
Salim Lahmiri
doaj   +1 more source

Functional Connectivity Linked to Cognitive Recovery After Minor Stroke

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Patients with minor stroke exhibit slowed processing speed and generalized alterations in functional connectivity involving frontoparietal cortex (FPC). The pattern of connectivity evolves over time. In this study, we examine the relationship of functional connectivity patterns to cognitive performance, to determine ...
Vrishab Commuri   +7 more
wiley   +1 more source

Depressed MEG causality analysis based on polynomial kernel Granger causality

open access: yesAIP Advances, 2023
In this study, we employ the Granger causality of a polynomial kernel to identify the coupling causality of depressed magnetoencephalography (MEG). We collect MEG under positive, neutral, and negative emotional stimuli and focus on the β-band activities.
Jing Qian   +7 more
doaj   +1 more source

The Effect of Sectoral Bank Loans on Economic Growth in Turkey

open access: yesİstanbul İktisat Dergisi, 2022
In this study the effect of the loans extended by banks on the growth of the sector on a sectoral basis in the quarter of 2004Q1 and 2021Q2 in Turkey has been examined.
Tacinur Akça
doaj   +1 more source

Smarter Sensors Through Machine Learning: Historical Insights and Emerging Trends across Sensor Technologies

open access: yesAdvanced Functional Materials, EarlyView.
This review highlights how machine learning (ML) algorithms are employed to enhance sensor performance, focusing on gas and physical sensors such as haptic and strain devices. By addressing current bottlenecks and enabling simultaneous improvement of multiple metrics, these approaches pave the way toward next‐generation, real‐world sensor applications.
Kichul Lee   +17 more
wiley   +1 more source

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