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Mental health and macroeconomics: economic and social determinants that explain suicide in Ecuador. [PDF]
Argothy A +3 more
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The impact of maternal and child health on sustainable development goals: evidence from Turkic Republics (2000-2020). [PDF]
Ekinci G.
europepmc +1 more source
HALO: hierarchical causal modeling for single cell multi-omics data. [PDF]
Mao H +7 more
europepmc +1 more source
Age alters integrated cerebrovascular and cardiovascular dynamic responses to exercise: insights from a systems modeling approach. [PDF]
Billinger SA +6 more
europepmc +1 more source
Dynamic influence of financial structure, green innovation, urbanization, and trade on consumption-based CO<sub>2</sub> emissions in Asian countries. [PDF]
Sharif I +4 more
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International Journal of Forecasting, 2008
Decomposing Granger causality over the spectrum allows us to disentangle potentially different Granger causality relationships over different frequencies. This may yield new and complementary insights compared to traditional versions of Granger causality.
Aurelie Lemmens +2 more
exaly +5 more sources
Decomposing Granger causality over the spectrum allows us to disentangle potentially different Granger causality relationships over different frequencies. This may yield new and complementary insights compared to traditional versions of Granger causality.
Aurelie Lemmens +2 more
exaly +5 more sources
The effect of spillover on the Granger causality test
Journal of Applied Statistics, 2010In this paper, we investigate the properties of the Granger causality test in stationary and stable vector autoregressive models under the presence of spillover effects, that is, causality in variance. The Wald test and the WW test (the Wald test with White's proposed heteroskedasticity-consistent covariance matrix estimator imposed) are analyzed.
Panagiotis Mantalos, Ghazi Shukur
openaire +1 more source
On the specification of granger-causality tests using the cointegration methodology
Economics Letters, 1987zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Macdonald, Ronald, Kearney, Colm
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