The causality direction of the stock market-growth nexus : application of GMM dynamic panel data and the panel Granger non-causality tests
Year of publication: |
November 2016
|
---|---|
Authors: | Deyshappriya, N. P. Ravindra |
Published in: |
Margin: the journal of applied economic research. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0025-2921, ZDB-ID 2442149-2. - Vol. 10.2016, 4, p. 446-464
|
Subject: | Dynamic Panel Data Analysis | Stock Market Development | Finance-led Growth Hypothesis | Granger Non-causality Test | Economic Growth | Panel | Panel study | Kausalanalyse | Causality analysis | Wirtschaftswachstum | Economic growth | Momentenmethode | Method of moments | Aktienmarkt | Stock market | Kointegration | Cointegration | Schätzung | Estimation | Statistischer Test | Statistical test |
-
Mahembe, Edmore, (2019)
-
Igwilo, Jerry Ikechukwu, (2021)
-
Internet-growth nexus : evidence from cross-country panel data
Pradhan, Rudra Prakash, (2013)
- More ...
-
Impact of macroeconomic factors on income inequality and income distribution in Asian countries
Deyshappriya, N. P. Ravindra, (2017)
-
Deyshappriya, N. P. Ravindra, (2020)
-
Deyshappriya, N. P. Ravindra, (2020)
- More ...