Journals A-Z
All Subjects
Free Journals
sciepub.com

14 results for Granger causality.

Parameters for your search query:
Keyword    Granger causality

Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 8614Downloads: 10303
oil & non-oil sectors federal government revenue economic growth VAR granger causality Augmented Dickey-Fuller (ADF)
Abstract Full Text PDF (463 KB) Full Text HTML Full Text ePUB (577 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 5016Downloads: 6932
stock repurchases business cycle stock market volatility nonlinear causality granger causality
Abstract Full Text PDF (279 KB) Full Text HTML Full Text ePUB (257 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 11923Downloads: 12664
Co-integration Johansen test Engle-Granger test Dickey-Fuller test Granger causality time series analysis stock markets econometric.
Abstract Full Text PDF (282 KB) Full Text HTML Full Text ePUB (433 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 16185Downloads: 15475
domestic debt private sector credit prime lending rate real output vector autoregressive model granger causality
Abstract Full Text PDF (546 KB) Full Text HTML Full Text ePUB (359 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 25747Downloads: 21244
interest rate exchange rate market capitalization short-run long-run johansen approach error correction granger causality stock market Pakistan
Abstract Full Text PDF (333 KB) Full Text HTML Full Text ePUB (303 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 19678Downloads: 18225
co-integration dickey fuller test granger causality length of stay
Abstract Full Text PDF (216 KB) Full Text HTML Full Text ePUB (105 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 19736Downloads: 18210
budget deficits stock market returns Ghana VAR framework granger causality
Abstract Full Text PDF (159 KB) Full Text HTML Full Text ePUB (327 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 25929Downloads: 18862
causality financial development economic growth bootstrapping panel data
Abstract Full Text PDF (184 KB) Full Text HTML Full Text ePUB (157 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 3984Downloads: 5440
cointegration Granger causality VECM Islamic indices subprime crisis
Abstract Full Text PDF (269 KB) Full Text HTML Full Text ePUB (184 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 9298Downloads: 9347
rice market granger causality Johansen co-integration Greater Accra Ghana
Abstract Full Text PDF (78 KB) Full Text HTML Full Text ePUB (51 KB)
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects

Journals

Article Types