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11 results for granger causality.

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Keyword    granger causality

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Cointegration Analysis of Major African Stock Markets
by Jimbo Henri Claver, Bruno Dinga, Fono Louis, Shu Felix and Andjiga Gabriel
International Journal of Econometrics and Financial Management. 2019, 7(1), 37-45. DOI: 10.12691/ijefm-7-1-5
Pub. Date: September 20, 2019Views: 3102Downloads: 2367
Co-integration Johansen test Engle-Granger test Dickey-Fuller test Granger causality time series analysis stock markets econometric.
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Analysis of the Impacts of Domestic Debts on Private Sector Credit, Lending Rate, and Real Output: Evidence from Nigeria
by Aniekan O. Akpansung
Journal of Finance and Economics. 2018, 6(3), 111-123. DOI: 10.12691/jfe-6-3-5
Pub. Date: July 31, 2018Views: 6303Downloads: 4649
domestic debt private sector credit prime lending rate real output vector autoregressive model granger causality
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Effects of Interest Rate and Exchange Rate on the Stock Market Performance of Pakistan: A Cointegration Approach
by Waqar Khalid
Journal of Finance and Economics. 2017, 5(5), 219-232. DOI: 10.12691/jfe-5-5-4
Pub. Date: September 19, 2017Views: 13827Downloads: 8985
interest rate exchange rate market capitalization short-run long-run johansen approach error correction granger causality stock market Pakistan
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Application of Co-integration and Causality Analysis for Expenditure of International Tourists’ Arrival in Nepal
by Basanta Dhakal
American Journal of Applied Mathematics and Statistics. 2016, 4(5), 149-153. DOI: 10.12691/ajams-4-5-2
Pub. Date: October 12, 2016Views: 10995Downloads: 8550
co-integration dickey fuller test granger causality length of stay
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Budget Deficits and Stock Market Returns: Evidence from Ghana
by Emmanuel Joel Aikins Abakah and Frank Adusah-Poku
Journal of Finance and Economics. 2016, 4(4), 113-117. DOI: 10.12691/jfe-4-4-3
Pub. Date: July 30, 2016Views: 11526Downloads: 8482
budget deficits stock market returns Ghana VAR framework granger causality
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New Proxy of Financial Development and Economic Growth in Medium-Income Countries: A Bootstrap Panel Granger Causality Analysis
by Khalil Mhadhbi
American Journal of Applied Mathematics and Statistics. 2014, 2(4), 185-192. DOI: 10.12691/ajams-2-4-2
Pub. Date: June 19, 2014Views: 18348Downloads: 10791
causality financial development economic growth bootstrapping panel data
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Assessing Rice Market Competitiveness in the Greater Accra Region of Ghana
by Kofi Kyei and Kenichi Matsui
Journal of Food Security. 2019, 7(2), 33-35. DOI: 10.12691/jfs-7-2-1
Pub. Date: March 10, 2019Views: 3245Downloads: 2318
rice market granger causality Johansen co-integration Greater Accra Ghana
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Food Prices Volatility in Rwanda: A VAR Model
by HABYARIMANA Jean Baptiste, MUNYEMANA Emmanuel and IMPETA Fred Bashir
World Journal of Agricultural Research. 2014, 2(6), 296-302. DOI: 10.12691/wjar-2-6-9
Pub. Date: December 30, 2014Views: 14873Downloads: 11183
food prices volatility granger causality and food prices impulse responses
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Energy Consumption and Economic Growth Nexus: Empirical Evidence from Tunisia
by Kais Saidi and Sami Hammami
American Journal of Energy Research. 2014, 2(4), 81-89. DOI: 10.12691/ajer-2-4-2
Pub. Date: September 08, 2014Views: 23749Downloads: 16614Citations: 4
economic growth energy consumption Johansen cointegration Granger causality Tunisia
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Economic Growth and International R&D Cooperation: A Panel Granger Causality Analysis
by Tarek Sadraoui, Tarek Ben Ali and Bechir Deguachi
International Journal of Econometrics and Financial Management. 2014, 2(1), 7-21. DOI: 10.12691/ijefm-2-1-2
Pub. Date: January 17, 2014Views: 18752Downloads: 11976Citations: 5
Granger Causality Tests dynamic panel data R&D cooperation economic growth spillovers
Abstract Full Text PDF (322 KB) Full Text HTML Full Text ePUB (417 KB)
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