Results 31 to 40 of about 20,987 (303)
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
openaire +2 more sources
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
openaire +3 more sources
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
doaj +1 more source
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.
openaire +1 more source
Hubungan Kausalitas Pertumbuhan Ekonomi Dengan Investasi di Kota Pontianak Kajian Model Granger
Jurnal Ekonomi Bisnis dan Kewirausahaan (JEBIK), 2018 This study aims to examine and analyze the causality relationship between economic growth and investment, in this case private investment in the city of Pontianak.
Jamaliah Jamaliah
doaj +1 more source
Testing for Granger Causality in Large Mixed-Frequency VARs [PDF]
SSRN Electronic Journal, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Götz, Thomas B. +2 more
openaire +3 more sources
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
doaj +1 more source
CommoditiesThe article analyzes the Granger-based causal relationship between two major crude oil markets, namely Brent and West Texas Intermediate (WTI), by using the standard vector autoregression (VAR) framework.
Salim Lahmiri
doaj +1 more source
The Causality Variables of Financial Sector Deepening to Economic Growth in Indonesia 1986 - 2015
Economics Development Analysis Journal, 2018 This study aims to examine the causality and role as the variables of the financial sector deepening with economic growth in Indonesia. The test of causality in this research acres using heading Granger Causality Test and VECM test.
Pramesti Widiya Astuti
doaj +1 more source
Natural Variation of NAR5 Determines Nitrogenase Activity and the Yield in Soybean
Advanced Science, EarlyView.This study identified NAR5, a gene encoding a subtilisin‐like protease, that regulates nitrogenase activity in soybean nodules. Overexpressing NAR5 delayed nodule senescence, enhancing nitrogenase activity, yield, and low‐nitrogen tolerance. The elite haplotype NAR5HapI‐1 linked to superior nitrogenase activity and greater seed weight has been ...
Chao Ma +11 more
wiley +1 more source