Results 81 to 90 of about 71,061 (302)
Energies, 2018 This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance.
Emrah İ. Çevik +2 more
doaj +1 more source
Revisiting R&D intensity and CO2 emissions link in the USA using time varying granger causality test: 1870∼2020. [PDF]
Heliyon, 2023 Chang HW +4 more
europepmc +1 more source
Temporal Aggregation, Causality Distortions, and a Sign Rule [PDF]
Temporally aggregated data is a bane for Granger causality tests. The same set of variables may lead to contradictory causality inferences at different levels of temporal aggregation.
Gulasekaran Rajaguru, Tilak Abeysinghe
core
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
Crude oil, natural gas, and economic growth: impact and causality analysis in Caspian Sea region
International Journal of Management and Economics, 2018 The main objective of this study was to investigate the impact and causality of crude oil and natural gas on economic growth in the Caspian Sea region.
Jahangir S M Rashed, Dural Betul Yuce
doaj +1 more source
Government revenue and expenditure nexus in South Africa
South African Journal of Economic and Management Sciences, 2013 This paper investigates the nexus between government expenditure and government revenue in South Africa within the framework of a vector autoregressive (VAR) approach. It uses the Hylleberg et al.
Esman Nyamongo +2 more
doaj +1 more source
Decomposing Granger causality over the spectrum. [PDF]
We develop a bivariate spectral Granger-causality test that can be applied at each individual frequency of the spectrum. The spectral approach to Granger causality has the distinct advantage that it allows to disentangle (potentially) different Granger ...
Croux, Christophe +2 more
core
Agribusiness, EarlyView.ABSTRACT This paper explores Swedish consumers' protein preferences by estimating the willingness‐to‐pay (WTP) for minced meat and plant‐based proteins in pasta sauce from an in‐store experiment (n = 206) and an online discrete choice experiment (n = 517). On average, the WTP was highest for minced meat.
Emilia Mattsson +3 more
wiley +1 more source
AN EMPIRICAL INVESTIGATION ABOUT RELATIONSHIP BETWEEN INTERNATIONAL TRADE AND TOURIST ARRIVAL: EVIDENCE FROM INDIA [PDF]
Business Excellence and Management, 2012 This study aims to examine the causal relationship between tourism arrivals and bilateral trade of India with Germany, Netherland, Switzerland, France, Italy, USA, UK and Canada for the period 1996 January to 2008 December.
Vikas GAUTAM , Suresh KG
doaj