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Testing instantaneous causality in presence of nonconstant unconditional covariance

Gianetto, Quentin Giai; Rai͏̈ssi, Hamdi - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 46-53

Persistent link: https://www.econbiz.de/10011389673

Identifying factor-augmented vector autoregression models via changes in shock variances

Yamamoto, Yohei; Hara, Naoko - In: Journal of applied econometrics 37 (2022) 4, pp. 722-745

Persistent link: https://www.econbiz.de/10013332683

Data-driven identification in SVARs : when and how can statistical characteristics be used to unravel causal relationships?

Herwartz, Helmut; Lange, Alexander; Maxand, Simone - In: Economic inquiry 60 (2022) 2, pp. 668-693

Persistent link: https://www.econbiz.de/10013168173

Christopher A. Sims and vector autoregressions

Christiano, Lawrence J. - In: The Scandinavian journal of economics 114 (2012) 4, pp. 1082-1104

Persistent link: https://www.econbiz.de/10009744352

The causality direction of the stock market-growth nexus : application of GMM dynamic panel data and the panel Granger non-causality tests

Deyshappriya, N. P. Ravindra - In: Margin: the journal of applied economic research 10 (2016) 4, pp. 446-464

Persistent link: https://www.econbiz.de/10011690865

Re-examining firm size-profitability nexus : empirical evidence from non-financial listed firms in Nigeria

Olaniyi, Clement Olalekan; Simon-Oke, Olayemi O.; … - In: Global business review 18 (2017) 3, pp. 543-558

Persistent link: https://www.econbiz.de/10011731836

The causality direction of the corporate social responsibility : corporate financial performance Nexus : application of Panel Vector Autoregression approach

Lin, Woon Leong; Law, Siong Hook; Ho, Jo Ann; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 401-418

Persistent link: https://www.econbiz.de/10012120275

On the nexus of financial development, economic growth, and energy consumption in China : new perspective from a GMM panel VAR approach

Ouyang, Yaofu; Li, Peng - In: Energy economics 71 (2018), pp. 238-252

Persistent link: https://www.econbiz.de/10011943016

Firm size-profitability nexus : an empirical evidence from Nigerian listed financial firms

Bolarinwa, Segun Thompson; Obembe, Olufemi - In: Global business review 20 (2019) 5, pp. 1109-1121

Persistent link: https://www.econbiz.de/10012137541

Causal Relationship between Energy Consumption and GDP Growth Revisited : A Dynamic Panel Data Approach

Huang, Bwo-nung - 2014

This paper uses the panel data of energy consumption and GDP for 82 countries from 1972 to 2002. Based on the income levels defined by the World Bank, the data are divided into four categories: low income group, lower middle income group, upper middle income group, and high income group. We...

Persistent link: https://www.econbiz.de/10013048742