Results 21 to 30 of about 9,358 (260)
The causal linkages between investor sentiment and excess returns on Borsa Istanbul
Borsa Istanbul Review, 2020 The main aim of this study is to analyze the causal relationship between BIST-100 return index and investor sentiment. The investor sentiment is measured by constructing an index comprised of the closed-end fund discount, mutual fund flows, share of ...
Efe Caglar Cagli +2 more
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Bayesian Testing of Granger Causality in Functional Time Series
Journal of Quantitative Economics, 2022 We develop a multivariate functional autoregressive model (MFAR), which captures the cross-correlation among multiple functional time series and thus improves forecast accuracy. We estimate the parameters under the Bayesian dynamic linear models (DLM) framework. In order to capture Granger causality from one FAR series to another we employ Bayes Factor.
Rituparna Sen +2 more
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THE CAUSALITY BETWEEN ECONOMIC GROWTH AND GOVERNMENT EXPENDITURE IN NIGERIA
Review of Innovation and Competitiveness, 2018 The Purpose. The paper studies the causal relationship between economic growth and government expenditure between 1970 and 2016. Design/Methodology/Approach.
Damian Chidozie Uzoma-Nwosu
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The cost of aging: Economic growth perspectives for Europe.
PLoS ONE, 2023 This study explores the causal relationship between the economy and the elderly population in 15 European countries. The economy was measured by the Per Capita Gross Domestic Product growth rate, while the population aged above 65 as a percentage of the ...
Thaveesha Jayawardhana +6 more
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Heliyon, 2023 This study investigates the nexus between economic growth (GDP), trade openness, remittances, exchange rate, and agricultural output in E7 (Russia, Indonesia, Mexico, China, India, Brazil, and Turkey) economies, covering the data from 1990 to 2020.
Khalid Usman
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Science Progress, 2023 This paper revisits the causal links between financial development, coal consumption, and CO 2 emissions in P.R. China over the 1977–2017 period to validate the development of its natural gas industry.
Teng Tong, Jaime Ortiz, Haibo Wang
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BugMaps-Granger: a tool for visualizing and predicting bugs using Granger causality tests [PDF]
Journal of Software Engineering Research and Development, 2014 BackgroundDespite the increasing number of bug analysis tools for exploring bugs in software systems, there are no tools supporting the investigation of causality relationships between internal quality metrics and bugs. In this paper, we propose an extension of the BugMaps tool called BugMaps-Granger that allows the analysis of source code properties ...
Couto, Cesar +5 more
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The nexus between foreign direct investment and environmental sustainability in North Africa [PDF]
Environmental Economics, 2018 This paper provides a study of the relationship between sustainable development and foreign direct investment (FDI) from an empirical point of view in the case of the North African countries during the period from 1985 to 2005.
Marwa Lazreg, Ezzeddine Zouari
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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 Effect of Sectoral Bank Loans on Economic Growth in Turkey
İstanbul İktisat Dergisi, 2022 In this study the effect of the loans extended by banks on the growth of the sector on a sectoral basis in the quarter of 2004Q1 and 2021Q2 in Turkey has been examined.
Tacinur Akça
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