cointegration and examine the causal relationship between ICT adoption and stock market development. The dependent variable employed …

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 …

-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 …

economic output in ASEAN for the period 1971-2015 using cointegration and causality models. The empirical results from the … models suggest that there is a long-run relationship and there is causality between these variables, indicating that energy …

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 …