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Persistent link: https://www.econbiz.de/10011338219
the TYDL causality test to measure the stability of the savings-led growth hypothesis in the long run. Our empirical … Malaysian economy with the long run TYDL version of Granger causality – Toda and Yamamoto (1995) and Dolado and Lütkepohl (1996 …
Persistent link: https://www.econbiz.de/10008753075
framework but presumed (either explicitly or implicitly) stability of the cointegrating relations. This study examines the ELG …
Persistent link: https://www.econbiz.de/10008642418
-flow variables using Sectorial level of Morocco economy, in addition to the direction of the causality between them. Such relations … are deduced using Granger causality, Johansen cointegration, error correction term causality tests and FMOLS estimates …. Furthermore, we use the Hansen stability test of all these tests using LC, MeanF and SupF. The findings exhibit stable Sectorial …
Persistent link: https://www.econbiz.de/10011109527
Purpose – In all existing theoretical papers on causality it is assumed that the lag length is known a priori. However …, in applied research the lag length has to be selected before testing for causality. The purpose of this paper is to … suggest that in investigating the effectiveness of various Granger causality testing methodologies, including those using …
Persistent link: https://www.econbiz.de/10010610867
personality traits, challenges regarding the stability of preferences and traits, and challenges when inferring causality …
Persistent link: https://www.econbiz.de/10011686255
Granger causality tests have become among the most popular empirical applications with time series data. Several new … selected before testing for causality. This paper suggests that in investigating the effectiveness of various Granger causality … data-driven preselection of lag length should be taken into account. We provide and accordingly evaluate a Granger-causality …
Persistent link: https://www.econbiz.de/10008456818
Persistent link: https://www.econbiz.de/10005678744
Persistent link: https://www.econbiz.de/10011756997
personality traits, challenges regarding the stability of preferences and traits, and challenges when inferring causality …
Persistent link: https://www.econbiz.de/10011686111