import functions or exportled growth. Focusing on the US relations with Euroland and Canada, cointegration analyses however …

to Granger causality tests within a panel cointegration framework. It turns out that the growth effects of FDI vary …

testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms … of trade. An augmented form of Granger causality analysis is implemented to identify the direction of relationship among …

1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …-run relationship between financial development and economic growth. An augmented form of Granger causality analysis is implemented to … identify the direction of causality among the variables both in the short-run and the long-run. The empirical findings suggest …

causality test results suggest that there is a causal relationship from ICT to FDI in developed countries, which means that a … attracting more FDI. Contrarily, we could not find significant causality from ICT to FDI in developing countries. Instead, we … have partial evidence of opposite causality relationship. The inflow of FDI causes further increases in ICT investment and …

structural breaks more precisely by means of the Fourier transformations in time series, the Fourier-SHIN Cointegration Test to … determine long-term relationships between time series, and the Fourier Granger Causality Test to determine causality …

-Perron (PP) unit root tests were performed for this purpose. Then, the Granger Causality test, Johansen Cointegration, and … study indicated that for India and Turkey, among the Fragile Five, there was a causality relationship between the stock … market indices and the CDS premiums, a short-term relationship. In addition, there was a long-term cointegration relationship …

, cointegration regression, Granger causality and vector error correction model. Findings - The results of panel Johansen …/methodology/approach - The authors use standard statistical tools that include Johansen cointegration test, linearity, normality tests … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …