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Keyfitz, Nathan - In: The Canadian journal of economics and political science … 11 (1945) 3, pp. 467-477

Persistent link: https://www.econbiz.de/10002227689

Recession propagation in small regional economies : spatial spillovers and endogenous clustering

Shibaev, Sergei S. - 2016

This paper develops a statistical model for measuring spatial interactions when estimating macroeconomic regimes and regime shifts. The model is applied to study the contagion and propagation of recessions in small regional economies in the United States from 1990 to 2015. The empirical analysis...

Persistent link: https://www.econbiz.de/10011567460

Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?

Abeysinghe, Tilak - 2017

causal inference and systematic sampling of stationary variables preserves the direction of causality. This paper examines … results. Quite contrary to the stationary case, this paper shows that systematic sampling of integrated series may induce … spurious causality. In particular, systematic sampling induces spurious bi-directional Granger causality among the variables if …

Persistent link: https://www.econbiz.de/10012964296

Regression discontinuity designs with clustered data : variance and bandwidth choice

Bartalotti, Otávio C.; Brummet, Quentin O. - 2016

Persistent link: https://www.econbiz.de/10011542737

Do we need time series econometrics?

Bhaskara Rao, Buddhavarapu; Singh, Rup; Kumar, Saten - In: Applied economics letters 17 (2010) 7/9, pp. 695-697

Persistent link: https://www.econbiz.de/10003996682

Applied econometrics and implications for energy economics research

Smyth, Russell; Narayan, Paresh Kumar - In: Energy economics 50 (2015), pp. 351-358

Persistent link: https://www.econbiz.de/10011564120

The Relation of Different Concepts of Causality in Econometrics

Lechner, Michael - 2008

Granger and Sims non-causality (GSNC) are compared to non-causality based on concepts popular in the microeconometrics and programme evaluation literature (potential outcome non-causality, PONC). GSNC is defined as a set of restrictions on joint distributions of random variables with observable...

Persistent link: https://www.econbiz.de/10012727017

Kausalanalyse makroökonomischer Zusammenhänge mit latenten Variablen : mit einer empirischen Untersuchung des Transmissionsmechanismus monetärer Impulse

Hillmer, Matthias - 1993

Persistent link: https://www.econbiz.de/10013357867

A new look to the tourism and economic growth nexus : a clustering and panel causality analysis

Albaladejo, Isabel P.; Brida, Juan Gabriel; González … - In: The world economy : the leading journal on … 46 (2023) 9, pp. 2835-2856

Persistent link: https://www.econbiz.de/10014362623

Time and space analysis of house price in mainland China in the last 10 years

Guan, Jian; Gao, Junhui - In: Modern economy 9 (2018) 9, pp. 1520-1532

Persistent link: https://www.econbiz.de/10011955800