Results 11 to 20 of about 20,987 (303)
Testing for Granger non-causality in heterogeneous panels [PDF]
Economic Modelling, 2012 Forthcoming
Dumitrescu, Elena Ivona +1 more
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Multivariate out-of-sample tests for Granger causality [PDF]
Computational Statistics & Data Analysis, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sarah Gelper, Christophe Croux
core +6 more sources
Testing for Spectral Granger Causality [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2015 In this article, I introduce a command (bcgcausality) to implement Breitung and Candelon's (2006, Journal of Econometrics, 132: 363–378) Granger causality test in the frequency domain.
Tastan, Hüseyin, Tastan, Hüseyin
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Meta-Granger Causality Testing [PDF]
SSRN Electronic Journal, 2015 Understanding the (causal) mechanisms at work is important for formulating evidence-based policy. But evidence from observational studies is often inconclusive with many studies finding conflicting results. In small to moderately sized samples, the outcome of Granger causality testing heavily depends on the lag length chosen for the underlying vector ...
Stephan B. Bruns, David I. Stern
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Testing for Granger Causality in Panel Data [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2017 With the development of large and long panel databases, the theory surrounding panel causality evolves quickly, and empirical researchers might find it difficult to run the most recent techniques developed in the literature. In this article, we present the community-contributed command xtgcause, which implements a procedure proposed by Dumitrescu and ...
Lopez, Luciano, Weber, Sylvain
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Validity of Time Reversal for Testing Granger Causality [PDF]
IEEE Transactions on Signal Processing, 2016 Inferring causal interactions from observed data is a challenging problem, especially in the presence of measurement noise. To alleviate the problem of spurious causality, Haufe et al. (2013) proposed to contrast measures of information flow obtained on the original data against the same measures obtained on time-reversed data.
Irene Winkler +4 more
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Testing subspace Granger causality [PDF]
Econometrics and Statistics, 2019 Abstract The methodology of multivariate Granger non-causality testing at various horizons is extended to allow for inference on its directionality. Empirical manifestations of these subspaces are presented and useful interpretations for them are provided.
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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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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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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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