Emirmahmutoglu, Furkan; Kose, Nezir - In: Economic Modelling 28 (2011) 3, pp. 870-876
In this paper, we propose a simple Granger causality procedure based on Meta analysis in heterogeneous mixed panels. Firstly, we examine the finite sample properties of the causality test through Monte Carlo experiments for panels characterized by both cross-section independency and...