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Globalization and income inequality in G7 : a bootstrap panel granger causality analysis

Balan, Feyza; Torun, Mustafa; Kilic, Cuneyt - In: International journal of economics and finance 7 (2015) 10, pp. 192-203

Persistent link: https://www.econbiz.de/10011376115

Granger causality between debt and growth : evidence from OECD countries

Puente-Ajovín, Miguel; Sanso-Navarro, Marcos - In: International review of economics & finance : IREF 35 (2015), pp. 66-77

Persistent link: https://www.econbiz.de/10011333723

Economic growth and financial development in Asian countries : a bootstrap panel Granger causality analysis

Hsueh, Shun-jen; Hu, Yu-hau; Tu, Chien Heng - In: Economic modelling 32 (2013), pp. 294-301

Persistent link: https://www.econbiz.de/10009761537

Volatility of the utilities industry : its causal relationship to other nine industries

Lee, Kuo-hao; Elkassabgi, Ahmed; Hsieh, Wei-jen - In: Review of economics & finance (2014) 2, pp. 15-22

Persistent link: https://www.econbiz.de/10010367322

The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach

Wilms, Ines; Gelper, Sarah; Croux, Christophe - In: European journal of operational research : EJOR 254 (2016) 1, pp. 138-147

Persistent link: https://www.econbiz.de/10011503231

The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach

Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689

Persistent link: https://www.econbiz.de/10011562548

Housing and the business cycle in South Africa

Aye, Goodness C.; Balcilar, Mehmet; Bosch, Adél; … - In: Journal of policy modeling : JPMOD ; a social science … 36 (2014) 3, pp. 471-491

Persistent link: https://www.econbiz.de/10010396042

Untangling the causal relationship between government budget and current account deficits in OECD countries : evidence from bootstrap panel Granger causality

Xie, Zixiong; Chen, Shyh-Wei - In: International review of economics & finance : IREF 31 (2014), pp. 95-104

Persistent link: https://www.econbiz.de/10010490439

Testing for a set of linear restrictions in VARMA models using autoregressive metric : an application to Granger causality test

Di Iorio, Francesca; Triacca, Umberto - In: Econometrics : open access journal 2 (2014) 4, pp. 203-216

In this paper we propose a test for a set of linear restrictions in a Vector Autoregressive Moving Average (VARMA) model. This test is based on the autoregressive metric, a notion of distance between two univariate ARMA models, M0 and M1, introduced by Piccolo in 1990. In particular, we show...

Persistent link: https://www.econbiz.de/10010479050

Insurance activities and banking credit causal nexus : evidence from China

Liu, Guan-chun; Lee, Chien-chiang - In: Applied economics letters 21 (2014) 7/9, pp. 626-630

Persistent link: https://www.econbiz.de/10010414762