Using monthly time series data of the countries, a Granger-causality test based on the vector autoregressive (VAR) analytical framework was employed to empirically reveal the causality among the variables. This research finds that there were few Granger causalities found between the countrys wtock ...
2) Granger causality test Granger因果关系检验 1. By using Johansen multivariable co-integration test and Granger causality test, the results demonstrate that there is long-term stable c. 运用Johansen多变量协整关系检验及Granger因果关系检验。 2. Based on the unit root test and Granger causality ...
This paper studies the applicability of the Granger causality test for small samples. A Monte Carlo simulation was used for a first-lag model example with 27 possible data generation processes. The simulation was used to study the relations effects of various factors, including the stability of th...
Granger-causalityNon-Gaussian assumptionsThis paper studies the Granger-causality between the U.S. stock market and five stock markets in so-called 'debtor countries' of the European Union: Greece, Ireland, Portugal, Spain and Italy (GIPSI). We consider four novel methods in the study: (i) ...
a蒂琳 Peduncle Lin[translate] aGranger causality test on the interaction between logistics development and economic growth Granger对互作用的因果关系测试后勤学发展和经济增长之间[translate]
Logarithmic processing of the raw data, followed by basic statistic analysis, the co-related test and the Granger causality test. 翻译结果2复制译文编辑译文朗读译文返回顶部 正在翻译,请等待... 翻译结果3复制译文编辑译文朗读译文返回顶部 After taking logarithms of the raw data, and basic econometric an...
All the causal links identified with the Granger causality test were also tested with the convergent cross-mapping method (Extended Data Fig. 5) using the function ccm with library size=c(20,50,1) and default parameters. If one of the signals connected with the Granger test was one of the...
Using the cointegration technique and the Granger causality test, the findings indicate a positive influence between the WCME and profitability measures. This relationship is better for retail firms than for construction firms. Kabuye et al. (2019) used a questionnaire survey to examine the role ...
Causal relationship between the variables required by the Granger causality test to verify 翻译结果2复制译文编辑译文朗读译文返回顶部 正在翻译,请等待... 翻译结果3复制译文编辑译文朗读译文返回顶部 Causal relationship between the variables needed by Granger causality test to validate ...
In this article, we investigate the effect of spillover (i.e., causality in variance) on the reliability of Granger causality test based on ordinary least square estimates. We studied eight different versions of the test both, with and without Whites heteroskedasticity consistent covariance matrix ...