Granger causality

This research determines the impact of foreign direct investment (FDI) on the economic growth of Vietnam (economic) over the period 1990 to 2020 after the political and economic reforms (Doi Moi) in 1986. The study uses the VAR model through unit root test, Granger causality, impulse response, and variance decompositions to achieve the goal of finding the impacts of FDI on economic growth.

15p viormkorn 27-09-2024 3 3   Download

We use the conditional granger causality framework to investigate the connectedness among the most globally traded currencies from three perspective namely node-wise, group-wise and system-wise connectedness. Empirically, Global currencies tend to form into communities based on connection strength and density. While more links are found for emerging market currencies, the G11 currencies are net return- shock transmitters.

24p toduongg 24-08-2024 2 1   Download

This dissertation is composed of two parts, an integrative essay and a set of published papers. The essay and the collection of papers are placed in the context of development and application of time series econometric models in a temporal-axis from 1970s through 2005, with particular focus in the Marketing discipline. The main aim of the integrative essay is on modelling the effects of marketing actions on performance variables, such as sales and market share in competitive markets.

7p runthenight04 02-02-2023 5 1   Download

Luận văn phân tích mối quan hệ nhân quả (Granger Causality Test) giữa đô la hóa và biến động tỷ giá hối đoái danh nghĩa ở Việt Nam. Xác định mối quan hệ nhân quả giữa đô la hóa và biến động tỷ giá hối đoái là một chiều (hướng của chiều quan hệ) hay hai chiều. Từ kết quả trên đưa các thảo luận gợi ý chính sách liên quan đối với mối quan hệ giữa đô la hóa và biến động tỷ giá hối đoái.

75p sonhalenh07 26-06-2021 43 8   Download

This study tried to empirically test the causal relationship and the direction of causality between public expenditure and GDP in India, using annual data from 1966-67 to 2015-16.

9p guineverehuynh 18-06-2020 11 1   Download

This study examined the impact of the capital market on Nigerian economy. Time series data were collected on Real Gross Domestic Product, Market Capitalization, All Share Index and Turnover Ratio from 1981 - 2014.

9p guineverehuynh 21-06-2020 22 4   Download

This study runs a co-integration and Granger causality tests that corroborate the existence of long-run co-integration linkages of public finance and economic growth and a bi-directional causal correlation between tax revenue and government expenditure. This finding suggests that to control deficits, a government’s decisions on collecting taxes and government expenditure should be simultaneous.

185p quenchua 28-09-2019 18 2   Download