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14 results for granger causality.

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Keyword    granger causality

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Multivariate Time Series Analysis to Impact Assessment of Nominal Economic Indicators on Federal Government Revenue and Economic Growth in Nigeria
by Jonathan Iworiso
American Journal of Applied Mathematics and Statistics. 2020, 8(3), 69-89. DOI: 10.12691/ajams-8-3-1
Pub. Date: August 24, 2020Views: 3347Downloads: 3902
oil & non-oil sectors federal government revenue economic growth VAR granger causality Augmented Dickey-Fuller (ADF)
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The Nexus between Buyback, Business Cycle, and Stock Market Volatility
by Foued Hamouda, Rabeb Riahi and Tarek Sadraoui
International Journal of Econometrics and Financial Management. 2020, 8(2), 61-65. DOI: 10.12691/ijefm-8-2-3
Pub. Date: July 20, 2020Views: 1463Downloads: 2386
stock repurchases business cycle stock market volatility nonlinear causality 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: 6248Downloads: 6122
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: 9805Downloads: 8565
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: 18358Downloads: 13508
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: 14135Downloads: 12028
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: 14578Downloads: 11961
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: 20987Downloads: 13564
causality financial development economic growth bootstrapping panel data
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The Impact of Subprime Crisis on Conventional and Islamic Stock Market
by Majoul Neila
International Journal of Business and Risk Management. 2020, 3(1), 1-8. DOI: 10.12691/ijbrm-3-1-1
Pub. Date: October 29, 2020Views: 693Downloads: 1245
cointegration Granger causality VECM Islamic indices subprime crisis
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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: 5016Downloads: 4419
rice market granger causality Johansen co-integration Greater Accra Ghana
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