health) and output in a co-integration framework, taking growth of primary gross enrolment rate and a dummy for structural …

health) and output in a co-integration framework, taking growth of primary gross enrolment rate and a dummy for structural …

The export-led growth hypothesis is analysed for Argentina, Brazil, and Mexico using cointegration and causality … techniques. Cointegration is found for Argentina and Mexico in both a pre-break and post-break period, where the break is related …

-driven export hypotheses by testing for Granger causality between the logarithms of real exports and real GDP in twenty-five OECD … the data, causality was tested with Wald tests within finite-order vector autoregressive (VAR) models in levels and/or in … systems. For brevity, the results of the unit root, cointegration and MWald tests were not reported in Kónya (2004). The aim …

multivariate cointegration techniques to develop a vector error correction model useful for investigating the long-run effects of … external debt service on GNP level. Moreover, the information on cointegration (Johansen ,1988 and Johansen &Juselius ,1990) in …

revealed the opposite result. Studies that examined the causality between FDI and gross domestic product (GDP) also have found … evidence of unidirectional causality and, in some cases, a bidirectional causality. This study investigated the causal nexus … stationarity, augmented autoregressive distributed lag (augmented ARDL) bounds testing approach to check cointegration, and Granger …

1980. The paper has employed Toda and Yamamoto (1995) procedure for testing for Granger non-causality in the augmented …

breaks effects with the conjunction of ARDL cointegration analysis along with causality analysis. The empirical finding … successfully captures the long-run nexus between economic performance and tax revenue. Meanwhile, in the causality analysis section …, we found that there is bidirectional causality running between economic performance and tax revenue for Malaysia, which …