نمذجة قیاسیة لعلاقة السببیة بین قطاع التأمین التجاری والنمو الاقتصادی فی مصر باستخدام اختبار سببیة جرانجر Granger Causality Test – فی حالة البیانات الخام
نویسندگان
چکیده
منابع مشابه
Surrogate-based test for Granger causality
A novel approach for testing the presence of Granger causality between two time series is proposed. The residue of the destination signal after self-prediction is computed, after which a crossprediction of the source signal over this residue is examined. In the absence of causality, there should be no cross-predictive power, due to which the performance of the cross-prediction system can be use...
متن کاملGranger causality
Granger causality is a statistical concept of causality that is based on prediction. According to Granger causality, if a signal X1 "Granger-causes" (or "G-causes") a signal X2, then past values of X1 should contain information that helps predict X2 above and beyond the information contained in past values of X2 alone. Its mathematical formulation is based on linear regression modeling of stoch...
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The correlation between GDP and research publications is an important issue in scientometrics. This article provides further empirical evidence connecting revealed comparative advantage in national research with effects on economic output. Using quantitative time series analysis, this study attempts to determine the nature of causal relationships between research output and economic growth. One...
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The paper proposes a new test of endogenous vs. exogenous growth theories based on the Granger-causality methodology and applies it to a panel of 20 OECD countries. The test yields divergent evidence with respect to physical and human capital. For physical capital, the test results favor Solow-type exogenous growth theory over AK-type endogenous growth models. On the other hand, the test result...
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ژورنال
عنوان ژورنال: المجلة العلمیة للبحوث التجاریة
سال: 2019
ISSN: 2735-4156
DOI: 10.21608/sjsc.2019.111229