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modified Granger-causality test on data spans organized around structural breaks in the series. The results suggest that …, allowing for structural breaks, UK real revenue and spending are I(1) series and cointegrated and that Granger-causality runs …
Persistent link: https://www.econbiz.de/10010711123
community amenities, and for recreation, culture and religion. Moreover, Granger causality tests results show clear evidence …
Persistent link: https://www.econbiz.de/10011278750
the annual budgets of 2001 to 2004 as well as unforeseen natural disaster management expenditures have pushed the ratio of …
Persistent link: https://www.econbiz.de/10009351260
time scales. As traditional Granger causality test, designed to detect linear causality, is ineffective in uncovering … certain nonlinear causal relationships, we use the nonlinear causality test introduced by Péguin-Feissolle and Teräsvirta …
Persistent link: https://www.econbiz.de/10008861883
This is an introductory article which explains the importance of explicit consideration and modeling of causality … to understand approaches to causality is via Simpson's paradox. We will use this paradox, framed in different real …-world contexts, to provide an introduction to basic concepts of causality. …
Persistent link: https://www.econbiz.de/10012610979
This is an introductory article which explains the importance of explicit consideration and modeling of causality … to understand approaches to causality is via Simpson's paradox. We will use this paradox, framed in different real …-world contexts, to provide an introduction to basic concepts of causality. …
Persistent link: https://www.econbiz.de/10012265782
Indonesia. With evidences of nonlinearities from cointegration test, nonparametric causality test based on rank series provides … more reliable results than conventional linear model. The nonparametric causality test indicates a bilateral causality …
Persistent link: https://www.econbiz.de/10009322476
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 …
Persistent link: https://www.econbiz.de/10005837189
prices on preference parameters comes from several instantaneous causality effects such as the so-called leverage effect. We …
Persistent link: https://www.econbiz.de/10005100513
and Togo. This investigation is based on Johansen cointegration approach and Granger causality tests. The findings suggest … bidirectional impact between tax rate and budget deficits. Given this bidirectional causality between these variables, variance …
Persistent link: https://www.econbiz.de/10005510369