equal in the long run for 49 out of these 52 markets. In the short run, the unidirectional causality from cash to futures … majority of causal relationships are linear, the causality from futures to cash prices is more likely to be nonlinear …

was to identify the relation of causality between fat cattle prices in different regions of Brazil. With this purpose, has … been used the Johansen cointegration test and the Granger causality test with the use of the actual values of fat cattle in … concluded that all the regions had demonstrated relation of cointegration. The results of the causality test had shown that, in …

’s co-integration and Granger causality testing procedures in the context of Error Correction Models (ECM). The findings … causality from growth to finance, was found significant only for the stock market development. Generally, these results strongly …

force behind saving. More income leads to more savings. In this study, using Iranian data, a causality test has been …

This paper introduces a nonparametric Granger-causality test for covariance stationary linear processes under, possibly …

primitive causality property then every local system ( A (V 1 ), A (V 2 ), φ) with a locally normal and locally faithful state φ …