Showing 1 - 10 of 286
negative unidirectional causality running from both price series to mining productivity growth. Regression analysis further …This paper examines the causal links between productivity growth and two price series given by domestic inflation and … stochastic translog cost frontier to generate improved estimates of total factor productivity (TFP) growth. The results indicate …
Persistent link: https://www.econbiz.de/10009448290
.The short-run analysis, provide support for causality running from CO2 emissions growth to output growth, both in the short …-run.In addition, the results show strong evidence of causality running from output growth to energy consumption in the short-run and …The aim of this study is to understand long and short-run linkages between economic growth, energy consumption and …
Persistent link: https://www.econbiz.de/10009444799
In this study, we apply directed acyclic graphs and search algorithm designed for timeseries with non-Gaussian distribution to obtain causal structure of innovations from an errorcorrection model. The structure of interdependencies among six international stock markets isinvestigated. The...
Persistent link: https://www.econbiz.de/10009445191
) models estimated and interpreted. A Johansen-Juselius cointegration test indicates a positive long run relationship between … equilibrium within half a year. Granger causality tests show no causal relationship between Saudi stock market returns and the …
Persistent link: https://www.econbiz.de/10009464070
cointegration relationships of regional construction prices in Australia by using a range of econometric techniques including the … stationarity test, the Engle-Granger cointegration approach examines the long run equilibrium relationships within the regional …
Persistent link: https://www.econbiz.de/10009484078
cointegration relationships of regional construction prices in Australia by using a range of econometric techniques including the … stationarity test, the Engle-Granger cointegration approach and error correction model. The cointegration relationships amongst the … regional construction prices are detected in this study. The application of the Engle-Granger cointegration approach examines …
Persistent link: https://www.econbiz.de/10009484081
In this study, we look at the relationship between export stability, investment and economic growth in nine Asian … and cointegration issues. We find that in most cases, the variables are non-stationary in their levels and not … find a negative relationship between export instability and economic growth. For (South) Korea, Myanmar, Pakistan and …
Persistent link: https://www.econbiz.de/10009444174
. Our work suggests replacing“either-or” views of causality with a positive feedback loopconceptualization in which …
Persistent link: https://www.econbiz.de/10009435044
causality and behavior of a system in a common object-oriented analysis model, surety analysts can make the assumptions that …
Persistent link: https://www.econbiz.de/10009436205
nodes representing random variables and directed edges indicating causality between variables. Each node has a probability …
Persistent link: https://www.econbiz.de/10009436882