This paper applies the technique of Granger Causality to determine the relationship between total government …

timing framework and a more general causality specification. The empirical results lead to the following conclusions. First …

short run and in the long run, and third, to investigate the direction of causality between these two variables. To … the third objective, it emerges that in the great majority of two-digit manufactur-ing industries the causality runs from … cost function, and run the appropriate stability and causality tests. …

causality relationship is much stronger when one market trades right after another. Although our results show violations of …. Instead, these strong causality relationships may be due to some unique characteristics of each of three currency markets …

stationarity, integration and cointegration, that continues by the appreciation of the multilateral and bilateral causality among …

stationarity, integration and cointegration, that continues by the appreciation of the multilateral and bilateral causality among …

noise trader demand, Granger causality models are estimated to examine the linear linkages between sentiment and futures …

results show the presence of a bi- directional causality between stock index spot and futures markets, indicating that the …