the TYDL causality test to measure the stability of the savings-led growth hypothesis in the long run. Our empirical … Malaysian economy with the long run TYDL version of Granger causality – Toda and Yamamoto (1995) and Dolado and Lütkepohl (1996 …

annual time series dataset spanning from 1900 to 2011, and analyze time-varying Granger causality test, since the inference … drawn based on linear Granger causality tests could be invalid due to structural breaks and nonlinearity – which we show are … present in the relationship between the variables of interest. We find that, under the case of time-varying causality there …

-flow variables using Sectorial level of Morocco economy, in addition to the direction of the causality between them. Such relations … are deduced using Granger causality, Johansen cointegration, error correction term causality tests and FMOLS estimates …. Furthermore, we use the Hansen stability test of all these tests using LC, MeanF and SupF. The findings exhibit stable Sectorial …

personality traits, challenges regarding the stability of preferences and traits, and challenges when inferring causality …

personality traits, challenges regarding the stability of preferences and traits, and challenges when inferring causality …

Granger causality tests have become among the most popular empirical applications with time series data. Several new … selected before testing for causality. This paper suggests that in investigating the effectiveness of various Granger causality … data-driven preselection of lag length should be taken into account. We provide and accordingly evaluate a Granger-causality …

personality traits, challenges regarding the stability of preferences and traits, and challenges when inferring causality …