نتایج جستجو برای: causality test

تعداد نتایج: 857553  

2006
Cees Diks Valentyn Panchenko

We address a consistency problem in the commonly used nonparametric test for Granger causality developed by Hiemstra and Jones (1994). We show that the relationship tested is not implied by the null hypothesis of Granger non-causality. Monte Carlo simulations using processes satisfying the null hypothesis show that, for a given nominal size, the actual rejection rate may tend to one as the samp...

ژورنال: اقتصاد مقداری 2017

Investment in education and health sector, as human capital, has an important role in economic growth and its enhancement in many countries. Lots of studies have been carried out in this field; however, the effect of simultaneous analysis of education and health, as well as the private and state sectors in economic growth of Iran has not been investigated. Thus, in the present study mutual rela...

2010
LING-CHU LEE PIN-HUA LIN YUN-WEN CHUANG Yi-YANG LEE

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...

2016
Xi Chen Yujie Li

In order to discuss different types of network anonymity and the correlations among them, this paper separates network anonymity into two variables on the basis of subject object dichotomy. One is network technical anonymity, referring to the amount of information concealed that lead to difficulties in identifying the subject; the other is perceptive anonymity, which means how anonymous one per...

2009
Jochen Hartwig

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...

2011
Chin-Hong Puah Evan Lau

The purpose of this study is to contribute further on the twin deficits debate in a developing economy. The data for Malaysia over four decades is used as a case study. Empirical result obtained from the Johansen-Juselius (1990) cointegration test indicates that budget deficit and current account deficit do not contain common stochastic trend in the long run. However, the findings from the Gran...

2005
Adrian Kent

A theory of classical metric and matter fields in spacetime is locally causal if the probability distribution for the fields in any region is determined solely by physical data in its past, i.e. it is independent of events at space-like separated points. This is the case according to general relativity, and it is natural to hypothesise that it should also hold true in any theory in which the fu...

2009
Jashim Uddin

Bangladesh, a developing economy, contains trade deficit from her very inception. This paper makes an effort to understand the time series behavior of total export and total import of Bangladesh. Unit root tests recognize the existence of random walk in total export and total import time series. Johansen cointegration test reveals long-run equilibrium relationship between these two variables. G...

2010
Gancho Todorov

Recent developments in the Bulgarian economy bring into question the validity of the twin deficit hypothesis. This paper analyses the theoretical foundations of and alternative explanations for this hypothesis and uses different econometric approaches to test its validity on a sample of the Bulgarian data. A Granger causality test suggests the existence of dual causality between the fiscal and ...

Journal: :تحقیقات اقتصادی 0
علیرضا پورفرج استادیار اقتصاد و عضو هیأت علمی دانشگاه مازندران ولی ا... علیزاده دانشجوی کارشناسی ارشد دانشگاه مازندران

interest free banking law at 1363 was implemented in the banking system in iran. one of the main goals of this law was eliminating usury from monetary system, and utilization from non-usury credit impact on economic growth through preferring money contribution in the capital. this paper uses data from years 1363 to 1386 and implementing herfindahl-hirschman index, evaluated and ranked concentra...

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