Search Results - subject:"causality test"

The causal nexus of consumer and business confidence indexes in early pandemic period: Evidence from OECD countries

Bielova, Inna; Halík, Jaroslav; Ryabushka, Lyudmila - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-14

The COVID-19 pandemic has been shown dire consequences for the global economy, not only in the past and present but also in the future. These consequences are not only humanitarian but also financial and economic. This article raises the question of whether the state of the health system is a...

Persistent link: https://www.econbiz.de/10013200995

Granger causal nexus between good public governance and unemployment: Evidence from cross-country panel data investigation

Boţa-Avram, Cristina; Groșanu, Adrian; Răchișan, … - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-11

The purpose of this paper is to investigate the causality between good public governance captured through six World Bank governance indicators and unemployment rate (unemployment as % of the total labour force) as a clear indicator of labour market performance. Although some previous papers have...

Persistent link: https://www.econbiz.de/10012611620

Uncertainty due to infectious diseases and stock-bond correlation

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: Econometrics 9 (2021) 2, pp. 1-18

a nonlinear Granger causality test with the use of artificial neural networks so as to investigate the predictability of …

Persistent link: https://www.econbiz.de/10012696322

ESG investing and the financial performance: A panel data analysis of developed REIT markets

Erol, Isil; Unal, Umut; Coskun, Yener - 2021

Environmental, social, and governance (ESG) investing in the corporate real estate industry has notably increased since the mid-2000s. Utilizing PVAR-Granger causality model and a fixed-effects panel data model with a rich dataset comprising 234 ESG-rated REITs across five developed economies...

Persistent link: https://www.econbiz.de/10012543704

Tax incentives for innovation in the context of macroeconomic stability : an analysis of causality

Samoilikova, Anastasiia; Lieonov, Serhiy; Huseynova, Alida - In: Marketing i menedžment innovacij : m&mi (2021) 1, pp. 135-157

Persistent link: https://www.econbiz.de/10013093299

Testing for the tourism led economic growth hypothesis in Sweden with structural breaks

Hatemi-J, Abdulnasser; Maneschiöld, Per-Ola - In: Economia internazionale 74 (2021) 3, pp. 293-310

Persistent link: https://www.econbiz.de/10013164457

The dynamic relationship between economic policy uncertainty and substantial economic growth in China

Li, Junchao; Huang, Shan - In: Marine economics and management : MAEM 4 (2021) 2, pp. 113-134

's economic policy uncertainty and the growth of the substantial economy through bootstrap rolling window causality test, further … through bootstrap Granger causality test. Then, the paper tests the short-term and long-term stability of the parameters of … the Granger causality test of the full sample are not credible. Finally, we conduct a dynamic test of the causal …

Persistent link: https://www.econbiz.de/10012874754

Analysis of the propagation effects of remittances on the vulnerability of external trade of the Republic of Moldova

Diavor, Mircea - In: Eastern European journal for regional studies 7 (2021) 2, pp. 94-120

Persistent link: https://www.econbiz.de/10012805486

R&D investment, financial and environmental performance nexuses via bootstrap fourier quantiles granger causality test

Lin, Feng-Li - In: Economies : open access journal 9 (2021) 2, pp. 1-11

Granger causality test. In our results, a positive relationship between R&D investment and CO2 emission reductions was found …

Persistent link: https://www.econbiz.de/10012548295

Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests

Apergēs, Nikolaos; Gavriilidis, Konstantinos; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012703087