Results 101 to 110 of about 69,697 (303)
Long Term Validity of Monetary Exchange Rate Model: Evidence from Turkey
Romanian Economic Journal, 2014 In this study, it was analyzed if there is a long term relationship among the nominal exchange rate and monetary fundamentals within the periods of 1998:1-2011:2 in Turkey. This relationship has been analysed by using structural VAR (SVAR) model. Besides,
Ugur Ahmet +2 more
doaj
Letter to the editor of Heliyon re: new considerations on the validity of the Wiener-Granger causality test [Heliyon 6(10) (2020) e05208]. [PDF]
Heliyon, 2021 Grassmann G.
europepmc +1 more source
Nonparametric estimation and inference for Granger causality measures [PDF]
, 2012 We propose a nonparametric estimator and a nonparametric test for Granger causality measures that quantify linear and nonlinear Granger causality in distribution between random variables. We first show how to write the Granger causality measures in terms
Bouezmarni, Taoufik +2 more
core +1 more source
Advancing European Plant Variety Registration: Data‐Driven Insights and Stakeholder Perspectives
Agribusiness, EarlyView.ABSTRACT Efficient plant variety registration is crucial for fostering innovation in the European Union, yet the current regulatory framework is complex and faces calls for reform. This study provides data‐driven evidence to inform the ongoing legislative debate by employing a mixed‐methods approach.
Sergio Urioste Daza +2 more
wiley +1 more source
Testing for Granger causality in the presence of measurement errors [PDF]
Economics Bulletin, 2004 In this paper a potential problem with tests for Granger−causality is investigated. If one of the two variables under study, but not the other, is measured with error the consequence is that tests of forecastablity of the variable without measurement error by the variable with measurement error will be rejected less often than it should.
openaire +3 more sources
Agribusiness, EarlyView.ABSTRACT Innovation is essential for competitiveness in agribusiness facing dynamic environments. This study examines how market orientation, marketing, relational, and social capabilities influence innovation performance. Using data from 751 Spanish firms and a multi‐method approach that integrates Structural Equation Modeling (PLS‐SEM), Necessary ...
Beatriz Corchuelo Martínez‐Azúa +1 more
wiley +1 more source
Integration of World Stock Market an Emperical Investigation
Economic Journal of Emerging Markets, 2009 This paper has analyzed the integration of world stock market with emerging mar-ket by using the Granger Causality test and Johansens co integration test.
Nalini Prava Tripathy
doaj +1 more source
In Search of Market Index Leaders: Evidence from Asian Markets [PDF]
This paper investigates the presence of Granger-causality amongst market indices in six Asian stock markets: Malaysia, India, China, Pakistan, the Philippine and Japan, from April 7th 1992 to July 23rd 2008.
Canegrati, Emanuele
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American Journal of Agricultural Economics, EarlyView.Abstract Germany's Renewable Energy Sources Act (REA), enacted in 2000 and subsequently amended, subsidized national renewable energy production with fixed feed‐in tariffs for renewable energy sources (RE) from wind, solar, and biogas. Empirical studies suggest that the policy was creating windfall effects for landowners and attribute farmland use ...
Lars Isenhardt +6 more
wiley +1 more source
Testing for Granger Causality in the Presence of Chaotic Dynamics
Brussels economic review, 2010 info:eu-repo/semantics ...
Hristu-Varsakelis, Dimitrios +1 more
openaire +1 more source