that the export led growth (ELG) hypothesis is not an appealing phenomenon. Causality proofs on the basis of error …

-run relationship. There is also a bi-directional Granger-causality between the total exports and agricultural GDP. However, for short …

-real causality and social-economic causality in a single multivariate framework. We use a large number of variables to construct the … Granger Causality test in a Vector Error Correction model and concludes that social development is caused by real economic …

Tests for causality and rationality in the coffee futures market were carried out using data from the New York Market …. Tests of causality indicated that futures prices strongly influence variations in spot price eight weeks or more to maturity …

as the standard Granger Causality analysis we investigate the Bi-variate and Tri-variate causal relationships. The Co … Causality framework suggest a one way causation from income to money in the long run implying that probably real factors rather … between money and prices, the causality framework provides the evidence of bi-variate causality indicating that monetary …

tests of Granger causality. Data are for 1950-2004. We distinguish between three types of saving. These are household saving …, corporate saving and public saving. The results show that there is no causality between per capita GDP and per capita household … saving/per capita corporate saving in either direction. However, there is bi-directional causality between per capita …

different countries, researchers frequently use co-integration and causality analysis. Nevertheless, they conducted the … causality in mean tests but not the causality in variance tests. This paper examines the co-integration and causal relations …-varying volatility, and causality in variance. For estimating market risk of portfolio, this paper employs Value-at-Risk with delta …

Tests results for causality between energy consumption and economic growth do not have a consensus in the financial … wavelet analysis as a semi- parametric model for detecting multi-scale causality between electricity consumption and growth in …

asymmetric causality linkages between credit growth and output growth during banking crises. Using a sample of 103 banking crises …