نتایج جستجو برای: granger causality testjel classification
تعداد نتایج: 541186 فیلتر نتایج به سال:
BACKGROUND Advanced methods of signal analysis of the preictal and ictal activity dynamics characterizing absence epilepsy in humans with absences and in genetic animal models have revealed new and unknown electroencephalographic characteristics, that has led to new insights and theories. NEW METHOD Taking into account that some network associations can be considered as nonlinear, an adaptive...
This paper examines the causal relationship between growth and poverty reduction in developing countries between 1970 and 1998. For this purpose, we apply a modified form of traditional Granger causality tests to suit the short times series that are available, and use panel data model evaluation techniques to test the out-of-sample forecasting performance of competing models. We conclude that t...
Important information on the structure of complex systems can be obtained by measuring to what extent the individual components exchange information among each other. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we generalize Granger causality to the nonlinear c...
Does immigration generate jobs in an MSA, or do employment opportunities entice immigrant inflows to an MSA? Is immigration responsible for higher unemployment, or do foreign-born inflows cause increases in self-employment that lead to improvement in labor market conditions? The causal relationship between immigrants, job growth and unemployment is a politically and economically salient subject...
Establishing the relationship between stock prices and macroeconomic variables is very important for formulating current economic stabilisation policies. This paper investigates the causal relationship between four macroeconomic variables and Dhaka Stock Exchange (DSE) stock prices using cointegration and Granger causality test. The results suggest that cointegration exists between stock prices...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید