This paper examines the causal links between productivity growth and two price series given by domestic inflation and … negative unidirectional causality running from both price series to mining productivity growth. Regression analysis further … shows that domestic inflation has a small but adverse effect on mining productivity growth, thus providing some empirical …

rates with thirteen major trading partners over 1981-2008. Maximum likelihood tests of cointegration reveal no evidence of … significant effect on the trade balance in the short run. These are reflected in tests of Granger-causality, impulse response …

emerging economies in Africa using cointegration tests proposed by Johansen and Juselius, and causality tests based on an error … correction model. The results indicate that saving and investment are integrated of order one. Furthermore, cointegration tests … Feldstein-Horioka conclusion that long-term capital is not mobile internationally. The causality tests indicate a unidirectional …

regression, unit roots, cointegration, persistence, causality, structural time series methods, including time varying parameter …

particular attention to long-run trends by applying a battery of unit root and cointegration techniques to the data, and we use a … modified Granger-causality test on data spans organized around structural breaks in the series. The results suggest that …, allowing for structural breaks, UK real revenue and spending are I(1) series and cointegrated and that Granger-causality runs …