Results 1 to 10 of about 69,697 (303)
New considerations on the validity of the Wiener-Granger causality test [PDF]
Heliyon, 2020 The Wiener-Granger causality test is used to predict future experimental results from past observations in a purely mathematical way. For instance, in many scientific papers this test has been used to study the causality relations in the case of neuronal
Greta Grassmann
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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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The Granger Non-Causality Test in Cointegrated Vector Autoregressions [PDF]
The Granger Non-Causality Test in Cointegrated Vector Autoregressions, 2003 In general, Wald tests for the Granger non-causality in vector autoregressive (VAR) process are known to have non-standard asymptotic properties for cointegrated systems.
Hiroaki Chigira, Taku Yamamoto
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The Causal Link Between Air Pollution and Respiratory Diseases: Evidence from Granger Causality Test. [PDF]
Thorac Res PractŞanlıtürk D.
europepmc +2 more sources
Hubungan Antara Perkembangan Sektor Keuangan dengan Volatilitas Ekonomi di Indonesia
Economic Journal of Emerging Markets, 2009 The study is conducted to analyze the causal relationship between financial sector development and economic volatility in Indonesia during the period of 1983.2-2000.4. The study uses three kinds of variables as proxies to the financial sector development.
Romi Mulyadi H.
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The relationships between ASEAN stock markets: A spectral Granger causality approach
Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, 2021 This article collects data of ASEAN6’s daily stock returns to investigate the relationships among them by traditional Granger causality test in combination with spectral Granger causality test.
Trần Thị Tuấn Anh
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Хабаршысы. Экономика сериясы, 2023 Turkey adopted a policy of openness with the decisions of January 24, 1980. The openness policy implemented by Turkey has significantly increased the ability of the Turkish economy to attract foreign capital, with the effect of increasing international ...
Yılmaz Ulvi UZUN, Hakan KAYA
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THE ROLE OF RELIGIOUS TOURISM IN SUSTAINABLE DEVELOPMENT IN SAUDI ARABIA: EVIDENCE FROM QUANTILE NON-CAUSALITY TEST [PDF]
Geo Journal of Tourism and Geosites, 2019 This paper empirically examines the role of religious tourism in sustainable development to the projection of Saudi Arabia 2030. This study observes the causal relationship between hajj pilgrims and economic growth in the KSA by conducting a quantile ...
Mohamed Bilel TRIKI
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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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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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