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Simultaneous causality in international trade
Weber, Enzo - 2007
This paper proposes estimating causalities in bilateral international trade in simultaneous systems, including domestic and foreign GDP as well as mutual trade flows. Conventional macroeconomic theory mainly follows partial approaches like import functions or exportled growth. Focusing on the US...
Persistent link: https://www.econbiz.de/10010263683
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Economic reforms, foreign direct investment and its economic effects in India
Chakraborty, Chandana; Nunnenkamp, Peter - 2006
to Granger causality tests within a panel cointegration framework. It turns out that the growth effects of FDI vary …
Persistent link: https://www.econbiz.de/10010273162
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Long-run causal nexus between share price and dividend
Nirmala, P.S.; Sanju, P.S.; Ramachandran, M. - In: Journal of Asia Business Studies 8 (2014) 2, pp. 136-145
-directional long-run causality between share price and dividends. Research limitations/implications – For the chosen sample, data on …
Persistent link: https://www.econbiz.de/10014838567
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The effects of covid-19 outbreak on financial markets
Çelik, Ismail; Yilmaz, Tayfun; Emir, Süleyman; Sak, … - In: Financial Studies 24 (2020) 4 (90), pp. 6-28
determine long-term relationships between time series, and the Fourier Granger Causality Test to determine causality …
Persistent link: https://www.econbiz.de/10012484810
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A Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries
Avsarligil, Nuri; Turgut, Emre - In: Istanbul Business Research (IBR) 50 (2021) 2, pp. 275-301
-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 …
Persistent link: https://www.econbiz.de/10012873465
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The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of Economics, Finance and Administrative Science 25 (2020) 49, pp. 149-161
, cointegration regression, Granger causality and vector error correction model. Findings - The results of panel Johansen … examines the causality between stock prices, interest and inflation rates. This paper offers significant updated validity to …
Persistent link: https://www.econbiz.de/10013192174
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Relationship between energy consumption, CO2 emission and economic growth in ASEAN: Cointegration and causality model
In: Energy Reports 6 (2020) 1, pp. 660-665
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 …
Persistent link: https://www.econbiz.de/10012652167
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Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries
Aka, F.B.; Decaluwé, B. - Département d'Économique, Université Laval - 1999
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
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Defence Spending and Growth in Cyprus: A Causal Analysis
Kollias, Christos; Naxakisb, Charis; Zarangasb, Leonidas - In: Defence and Peace Economics 15 (2004) 3, pp. 299-307
findings reported suggest the presence of bi-directional instantaneous causality between defence spending and economic growth. …
Persistent link: https://www.econbiz.de/10005462792
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Macroeconomic determinants of the stock market movements: empirical evidence from the Saudi stock market.
Alshogeathri, Mofleh Ali Mofleh - 2011
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