abstract i n this paper we investigated total energy consumption and its individual forms (oil, natural gas, electricity, renewable energies and coal) relationship with real gross domestic product (gdp) in iran. we employed hsiao’s (1981) methodology and annual data which cover 1967-2010 for investigation. the empirical findings indicate there is bidirectional causality effect with real gdp and...

Bu çalışmada, G-20 ülkelerinin hisse senedi piyasaları arasında aşırı risk durumlarında nedensellik ilişkisinin olası varlığının tespit edilmesi amaçlanmıştır. amaçla 2 Ocak 1995-26 Mayıs 2022 tarihleri günlük kapanış fiyatları kullanılarak, durumlarının varlığı Hong vd., (2009) tarafından geliştirilen durumunda testi ile araştırılmıştır. Nedensellik sonuçlarına göre, ABD, İtalya, Almanya, Fran...

Identifying dynamic causal relationships between financial time series may help explain market dynamics. The Granger causality (G-causality) test is a method to detect linear causal relationships between time series. However, there exists significant evidence for nonlinear causality between financial time series. Hence, several nonlinear extensions of G-causality (NLG-causality) were proposed. ...

Learning Granger causality for general point processes is a very challenging task. In this paper, we propose an effective method, learning Granger causality, for a special but significant type of point processes — Hawkes process. According to the relationship between Hawkes process’s impact function and its Granger causality graph, our model represents impact functions using a series of basis f...

the main purpose of this paper is analyses the short and long run relationship between budget deficit and trade deficit in some mena countries. the data cover the period from 1971-2000 (and for i.r. iran 1 959-2003).the relationship between these variables will be analyses in short and long run by using johansen cointegration tests, ecm, and granger causality test. the empirical evidence provid...

BACKGROUND AND OBJECTIVE Ingestion of the medicinal herb kava has been associated with hepatotoxicity. We aimed to compare two different quantitative methods of causality assessment of patients with assumed hepatotoxicity by the herb. METHODS We assessed causality in 26 patients from Germany and Switzerland, using two structured quantitative analytical methods: the system of Maria and Victori...

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...

this paper examines the causal relationship between stock prices and macroeconomic aggregates in iran, by applying the techniques of the long–run granger non–causality test proposed by toda and yamamoto (1995). we test the causal relationships between the tepix index and the three macroeconomic variables: money supply, value of trade balance, and industrial production using quarterly data for t...