نتایج جستجو برای: causality relationship

تعداد نتایج: 597240  

2013
Ahmad Jafari Samimi Somaye Sadeghi Soraya Sadeghi

This Paper examines the causality and long-run relationships between economic growth and Tourism development in developing countries using P-VAR approach during 1995-2009. The findings reveal that there is a bilateral causality and positive long-run relationship between economic growth and Tourism development. In the other words, the tourism-led growth hypothesis is confirmed, as well as, outpu...

2011
Saten Kumar

This paper applies alternative time series techniques such as General to Specific (GETS) and Johansen Maximum Likelihood (JML) to estimate the long run income and price elasticities of demand for energy for Fiji. We also test for the causal relationship between energy consumption, GDP and energy prices using the Granger causality tests. Our results imply that there is a uni-directional causalit...

2015
Shin-Yun Wang Wing P. Chan

which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited. Medicine is an imperfect science and practitioners rely on the best evidence available. Even when diagnosis and treatment are guided by standard procedures and protocols, uncertainty is to be expected from time to time. Uncertainty affects patients, physicia...

  The purpose of this Research is to investigate the causal relationship between the stock price index in the insurance industry, banking sector, and the investment sector during 2009 – 2017 period. So, a long-term relationship between variables was investigated by Johansson-Juselius test. Then, by Vector error correction model (VECM), the causal relation between the variables of the model was...

2012
A. Iqbal N. Khalid S. Rafiq

The interrelationship between international stock markets has been a key study area among the financial market researchers for international portfolio management and risk measurement. The characteristics of security returns and their dynamics play a vital role in the financial market theory. This study is an attempt to find out the dynamic linkages among the equity market of USA and emerging ma...

2000
Imad A. Moosa Param Silvapulle

This article presents some evidence for the presence of a causal relationship between price and volume in the crude oil futures market. The results of linear causality testing reveal the presence of causality running from volume to price but not vice versa. While the results of testing for nonlinear causality are inconsistent, most of the evidence shows that causality runs in both directions. I...

Journal: :advances in mathematical finance and applications 0
mahboobe motakiaee department of management, arak branch, islamic azad university, arak, iran

this world; though all the discussions are focused on the causal relationships in allthe scientific arguments. one of the methods to study the designed causal relationshipsobjectively is granger causality test. this paper aims to investigate the longtermcausal relationship between the stock price and dividends. the statisticalpopulation includes 180 active companies in stock exchange of tehran ...

2007
Gert Van Dijck Jo Van Vaerenbergh Marc M. Van Hulle

As a causality criterion we propose the conditional relative entropy. The relationship with information theoretic functionals mutual information and entropy is established. The conditional relative entropy criterion is compared with 3 well-established techniques for causality detection: ‘Sims’, ‘GewekeMeese-Dent’ and ‘Granger’. It is shown that the conditional relative entropy, as opposed to th...

2009
Kausik Chaudhuri Bodhisattva Sengupta

The paper examines the temporal relationship between revenues and expenditures for the four southern states during 1980 to 2005. Using an error-correction model and Granger causality test, it finds that the taxspend hypothesis is supported by the analsysis. The spend-tax hypothesis is valid for Karnataka; fiscal synchronization hypothesis is supported for Andhra Pradesh and Kerala, while the da...

2012
Athanasios Vazakidis Antonios Adamopoulos

This paper investigates the relationship between financial development and economic growth for UK for the period 1965-2007 using a vector error correction model (VECM). The purpose of this paper is to examine the long-run relationship between these variables applying the Johansen cointegration analysis. Granger causality tests indicated that there is a causal relationship between financial deve...

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