", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger … (2015) for U.S. data, we found that the stock market Granger causes unemployment in the short run and the long run when we … control for a deterministic trend in the unemployment rate. Results of a frequency-domain test show that, in the short run …

and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …

:Q4). Long Run Granger Causality Test, Johansen's Cointegration Test (both Bivariate & Multivariate) and Vector Error … for all the macroeconomic variables. Johansen's Cointegration results suggest presence of long run equilibrium … difference in cointegration results in pre and post crisis periods except for Inflation and Interest rate, implying that global …

Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity …

stationarity at level. Johansen cointegration test result indicates that there exist a long term relationship among the select …

cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We …

empirical analysis. We undertake; Unit root (ADF, PP and KPSS) tests, Granger Causality test, Engle-Granger Cointegration test …-Granger residual based cointegration test suggests that there is a long-run relationship between the stock market performance and …