Granger causality

Crime creates business uncertainties that can disturb, if not destroy, the already vulnerable business environment. Microfirms, due to their smallness, are more susceptible to the effects of crime as they lack the resources to invest in protection and endure its effects. Many empirical investigations on the subject matter have not yet produced a definite conclusion, thus, this study is imperative.

15p viohoyo 25-04-2024 2 1   Download

This study aims to examine the supply chain strategy in causal relationship between world CPO price causality, production and marketing margin price using the Granger causality approach in the period January 2006-December 2017. This research proves that: (i) The results of the bivariate causality test explain that Indonesian CPO production has a single causality direction with world CPO prices.

4p longtimenosee04 06-03-2024 1 0   Download

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. In this context, this study is written in parallel to provide a systematic study on the determinants of FDI and its potential impacts on the economy of Vietnam.

15p viberkshire 09-08-2023 6 4   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 1 0   Download

This study aims to find dynamic interaction between domestic investment, foreign direct investment, export and exchange rate in Vietnam for the period 1985–2015. Augmented Dickey-Fuller (ADF) test is used to assess unit root in the concerned data series. Johansen co-integration approach is applied to examine the long run relationship and the Granger causality test is thus performed in the context of the vector error correction model.

11p viuchinaga2711 21-10-2021 12 1   Download

This study aims to examine the relationship between energy consumption, gross domestic product, and population for the 1985-2015 period. The research questions for this study are as follows: (1) what is the association among energy consumption, GDP, population, and oil price? (2) Which suggestions can be provided based on the research findings? Unit root test, cointegration test, VECM model, and Granger causality are employed to analyze the association between the aforementioned variables.

10p viuchinaga2711 21-10-2021 11 1   Download

The paper aims to analyze the impact of the exchange rate and inflation on foreign direct investment (FD) and its relationship with the economic growth (GDP). The main objective is to find the effect of inflation and exchange rate and the directionality between foreign direct investment and economic growth in Vietnam. The data cover the time period from 1985 to 2015 for this paper.

10p viuchinaga2711 21-10-2021 7 1   Download

The study examines the asymmetric effect of oil price on the exchange rate and stock price using the nonlinear autoregressive distributive lag (NARDL) technique on the time-series data spanning from January 1996 to September 2020. The multivariate cointegration test showed evidence of a longrun relationship among the stock price, exchange rate, and oil price. The linear Granger causality test showed that stock price is granger caused by oil price and exchange rate, and oil price is granger cause by stock price and exchange rate.

7p mynguyenha 21-07-2021 6 2   Download

The present study aims to examine the short-run and long-run impact of China’s trade liberalization policies on its energy demand over the period from 1980 to 2018. The results of Autoregressive Distributed Lag approach of co-integration show that energy consumption significantly increases as a result of trade openness and increase in real Gross Domestic Product (GDP). The results of the granger causality test also confirm the unidirectional causality running from trade openness and real GDP to energy demand.

7p mynguyenha 21-07-2021 18 2   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 40 7   Download

Immune responses need to be initiated rapidly, and maintained as needed, to prevent establishment and growth of infections. At the same time, resources need to be balanced with other physiological processes.

22p vilichoo2711 23-06-2021 9 1   Download

The study empirically investigate the relationship between tourism receipts, exchange rate and economic growth in the period 1990-2017 and define whether the tourism -led growth (TLG) hypothesis for Vietnam. The study implements Vector Error correction Model, Granger causality tests, variance decomposition with data in the periods 1990 -2017.

11p nguaconbaynhay12 01-06-2021 12 1   Download

The present study aims to explore the causal relationship among economic growth energy consumption and urbanization and environmental quality in ASEAN-5 countries. The current study conduct time series analysis in ASEAN-5 countries using the granger casualty model consisting data set from 1980 to 2018.

9p caygaocaolon11 18-04-2021 18 2   Download

This paper is aimed at analyzing the interrelation between Foreign Direct Investment (FDI) and energy consumption (EC) in Mexico during the period 1970-2014. To do that, we carry out a cointegration test and a Granger causality analysis. The empirical results from the cointegration test show a stable link between the growth rates of FDI and EC in the long run.

5p caygaocaolon11 18-04-2021 19 1   Download

This study analyzes the causal relationship between oil prices and production costs and their implication over hedging in production companies. Two different data sets have been used as a proxy for production costs: (1) monthly product price index related to oil activities from the Bureau of Labour of Statistics; (2) yearly data obtained from reports of publicly traded oil companies. For the oil price, different future contracts of Brent (1M, 12M, 24M, 60M) have been explored.

9p caygaocaolon11 18-04-2021 20 1   Download

This study aims to examine the nexus between tourism, economic growth, and CO2 emissions in Pakistan. We examined the asymmetric relationship between tourism, economic growth, and CO2 emissions for the period 1991 to 2019. We applied NARDL technique, and Granger Causality to predict results. Moreover, we also employed ADF, PP unit root test, Zivot and Andrews test for structural breaks. The nonlinear autoregressive distributed lag is the most appropriate econometric estimator in the case if asymmetric association exists among the variables.

8p caygaocaolon11 18-04-2021 28 1   Download

The current study examines the empirical relation between energy consumption and industrialization concerning other macroeconomic variables like as infrastructure, manufacturing, and capital formation with covering the period from 1975 to 2018. The Johansen co-integration estimation asserts the long-run association in this process. Whatever granger causality shows the bidirectional causality between electricity consumption and industrialization. Capital formation and industrialization have the bidirectional causality also.

9p caygaocaolon11 18-04-2021 18 1   Download

The study investigates the long run relationship and causal relationship between energy consumption and economic growth in the BRICS countries during the period 1990-2018. The Pedroni panel co-integration method is applied to analyse the co-integration relationship among the variables. The causality relationship among the variables is analysed using Pair-wise Granger-causality technique. The study’s results reveal that there is a long run relationship between economic growth, energy consumption, employment and trade openness in Brics countries.

8p caygaocaolon11 18-04-2021 14 2   Download

Crude oil is considered as a major resource of any developing country it may be either Oil importing or exporting countries. The present study examines the relationship between the Exchange rate, Crude oil and Stock market returns. The study analyse the monthly observations from April 1, 2003 to March 31, 2019 with the help of Co integration, Granger causality, Variance Decomposition. The overall findings of the study indicate a significant effect of Crude oil on USD/INR Exchange rate.

6p caygaocaolon11 18-04-2021 20 3   Download

This study aims to investigate the association between Thai stock market and the commodity markets using 20-year historical monthly data from January 2000 to January 2020. Commodity prices used in the research consist of the prices of crude oil, natural gas, liquified natural gas, commodity agricultural raw materials, and gold. The traditional VAR is used in analyzing the relations between the commodity prices and stock index. The findings show how changes in each commodity prices had significant influence on the stock market.

7p nguaconbaynhay10 22-02-2021 20 1   Download