Coal consumption and economic growth nexus: Evidence from bootstrap panel Granger causality test [PDF]
Panoeconomicus, 2017 This paper explores the causal relationship between coal consumption and economic growth for a panel of 15 African countries using bootstrap panel Granger causality test.
Anoruo Emmanuel
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Capital flows under global uncertainties: Evidence from Turkey
Borsa Istanbul Review, 2021 This paper investigates the effects of global economic uncertainty and trade policy–related uncertainty in the US in predicting the bond and equity flows to Turkey during the period from January 2008 to November 2019.
Oğuzhan Çepni +3 more
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The Causal Link Between Air Pollution and Respiratory Diseases: Evidence from Granger Causality Test [PDF]
Thoracic Research and PracticeŞanlıtürk D.
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Purchasing Power Parity: Granger Causality Tests for the Yen-Dollar Exchange Rate [PDF]
SSRN Electronic Journal, 2001 Abstract The paper analyses the causality between the Japanese prices and the yen–dollar exchange rate. It explains the long-term appreciation trend of the Japanese yen and why the Japanese yen proved strong even during the economic slump of the 1990s.
Schnabl, Gunther, Baur, Dirk
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A Bootstrap Method to Test Granger-Causality in the Frequency Domain [PDF]
Computational Economics, 2021 AbstractWe propose a bootstrap test for unconditional and conditional Granger-causality spectra in the frequency domain. Our test aims to detect if the causality at a particular frequency is systematically different from zero. In particular, we consider a stochastic process derived applying independently the stationary bootstrap to the original series.
Matteo Farnè, Angela Montanari
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Istanbul Business Research, 2022 This paper examines the impact of COVID-19 cases and deaths on selected financial indicators in Turkey between March 2020 and July 2020. This study analyzes the causal relationship between COVID-19 and liquidity and risk perception in Turkey.
Sabri Burak Arzova +1 more
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A Note on the Hiemstra-Jones Test for Granger Non-causality [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2005 Summary: We address a consistency problem in the commonly used nonparametric test for Granger causality developed by Hiemstra and Jones (1994). We show that the relationship tested is not implied by the null hypothesis of Granger non-causality. Monte Carlo simulations using processes satisfying the null hypothesis show that, for a given nominal size ...
Diks, C.G.H., Panchenko, V.
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The impact of energy consumption, FDI, and economic growth on CO2 emissions in Central Asia. Empirical evidence from panel ARDL [PDF]
E3S Web of Conferences, 2023 Utilizing Panel ARDL and a panel Granger causality test, this paper examines the influence of GDP, energy usage, FDI, and trade openness on carbon dioxide (CO2) emissions in three specific Central Asian countries: Kazakhstan, Kyrgyz Republic, and ...
Sobirov Yuldoshboy +4 more
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Testing for Granger-causality in the Finnish roundwood market. [PDF]
Silva Fennica, 1997 The existence and direction of causal relationships between the time series for the Finnish roundwood market for the period 1960â1994 is tested. Using simple bivariate analysis, we found evidence that for both logs and pulpwood, the lagged prices are helpful in forecasting quantity for the next year, but not vice versa.
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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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