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Investigating linkages between economic growth, energy consumption and pollutant emissions in Tunisia

Chebbi, Houssem Eddine - 2009

carbon emission using Tunisian data over the period 1971-2004.Cointegration procedure is used to analyze the time series … properties of the series and error-correction terms were considered to test for the direction of Granger causality ….The short-run analysis, provide support for causality running from CO2 emissions growth to output growth, both in the short …

Persistent link: https://www.econbiz.de/10009444799

Structure of interdependencies among international stock markets and contagion patterns of 2008 global financial crisis

Ahmedov, Zafarbek; Bessler, David A. - 2011

In this study, we apply directed acyclic graphs and search algorithm designed for timeseries with non-Gaussian distribution to obtain causal structure of innovations from an errorcorrection model. The structure of interdependencies among six international stock markets isinvestigated. The...

Persistent link: https://www.econbiz.de/10009445191

Boletín Informativo de las estadísticas del Banco de España. Número 2 / Julio 2021

Nuevas prestaciones del BELab; Difusión segura de microdatos; La publicación anual de las Cuentas Financieras se discontinúa; Nuevos tipos de interés oficiales de referencia; Los inversores en las empresas del IBEX-35; Revisión de la definición marco de la inversión directa; La medición de la...

Persistent link: https://www.econbiz.de/10012601550

The Use of Object-Oriented Analysis Methods in Surety Analysis

Craft, Richard L.; Funkhouser, Donald R.; Wyss, Gregory D. - 2008

causality and behavior of a system in a common object-oriented analysis model, surety analysts can make the assumptions that …

Persistent link: https://www.econbiz.de/10009436205

Adaptive Dynamic Bayesian Networks

Ng, B M - 2008

nodes representing random variables and directed edges indicating causality between variables. Each node has a probability …

Persistent link: https://www.econbiz.de/10009436882

Modeling Purposeful Adaptive Behavior with the Principle of Maximum Causal Entropy

Ziebart, Brian D. - 2010

Predicting human behavior from a small amount of training examples is a challenging machine learning problem. In this thesis, we introduce the principle of maximum causal entropy, a general technique for applying information theory to decision-theoretic, game-theoretic, and control settings...

Persistent link: https://www.econbiz.de/10009441102

Derivative markets and economic growth: Is there a relationship?

Baluch, A.; Ariff, Mohamed - 2007

The spread of capital markets during the half century to-date is a notable global phenomenon in economic development. Derivative markets spread globally in the last quarter century spreading form just two to some 50 in 2007. But the role of derivative markets to economic development has yet been...

Persistent link: https://www.econbiz.de/10009441773

Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate VAR model

Khalid, Ahmed M; Kawai, Masahiro - 2003

different countries within the Asian region using the Granger causality. The empirical evidence, in this paper, does not find …

Persistent link: https://www.econbiz.de/10009441798

Transition in Russia: It's Happening

Berkowitz, Daniel; DeJong, David N.; Husted, Steven - 1997

of co-integration and causality between state and market prices across cities. These findings suggest that, despite …

Persistent link: https://www.econbiz.de/10009477244

ANÁLISE DE CAUSALIDADE DE PREÇOS NO MERCADO NACIONAL E INTERNACIONAL DE CACAU

Amin, Mario Miguel; Seabra, Jose Alberto - 2008

. --------------------------------------------This study analyzes the causality (precedence) between the prices of the cocoa producers in the State of Pará and the State … of Bahia and the international cocoa as quoted in the New York Exchange Market (CSCE), through the Granger causality test … Market (CSCE). Co-integration tests were used with the objective of identifying the long run relationships that was confirmed …

Persistent link: https://www.econbiz.de/10009446742