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.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
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 … results of long term relationships estimation suggest that there are 15 pairs of regional construction prices have long term …
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 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
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
This paper investigates the existence of cointegration and causality between the stock market price indices of Thailand …. We also found empirical evidence of bidirectional Granger causality, suggesting that the stock returns of Thailand and … evidence of a long-run relationship between the stock prices of Thailand and these countries. Based on the empirical results …
Persistent link: https://www.econbiz.de/10009457622
and the consequential growth in affluence in the emerging countries is largely driven by growing commodity prices and … von Immobilieninvestments in den USA und UK verdeutlicht, dass Immobilienaktienindizes nach wie vor als …
Persistent link: https://www.econbiz.de/10009450173
kausale Beziehung zwischen ausländischen Direktinvestitionen (DI) und Wirtschaftswachstum in 6 lateinamerikanischen Ländern … aufgeworfen, wie die Interaktion zwischen DI und inländischem Wirtschaftswachstum zu sehen ist. Auch wenn in der theoretischen als … auch empirischen Literatur signifikante Belege für eine Verbindung zwischen DI und Wirtschaftswachstum zu finden sind, so …
Persistent link: https://www.econbiz.de/10009476170
Australia for the period 1950-2005. Cointegration and a vector error-correction model are used along with Granger causality …This paper empirically investigates and identifies the main contributing factors to output and productivity growth in … the cointegration analysis of production in Australia and should be included in the long-run production relationship along …
Persistent link: https://www.econbiz.de/10009434976