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1

Sakemoto, Ryuta. "The Nonlinear Dynamic Relationship between Stock Prices and Exchange Rates in Asian Countries." International Journal of Financial Research 8, no. 2 (2017): 40. http://dx.doi.org/10.5430/ijfr.v8n2p40.

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This study explores dynamic relationships between stock prices and exchange rates in Asian countries. These relationships are complex and include both linear and nonlinear relationships. We employ a nonparametric causality test to explore them. The nonparametric causality test is more robust to a nonlinear relationship. The empirical results reveal that most countries have bi-directional causality relationships between stock prices and exchange rates. Some relationships are not captured by the linear model. These results support the theoretical model which shows dynamic interactions between st
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2

MAZLACK, LAWRENCE. "DISCOVERY OF CAUSALITY POSSIBILITIES." International Journal of Pattern Recognition and Artificial Intelligence 18, no. 01 (2004): 63–73. http://dx.doi.org/10.1142/s0218001404003058.

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Determining causality has been a tantalizing goal throughout human history. Proper sacrifices to the gods were thought to bring rewards; failure to make suitable observations were thought to lead to disaster. Today, data mining holds the promise of extracting unsuspected information from very large databases. Methods have been developed to build association rules from large data sets. Association rules indicate the strength of association of two or more data attributes. In many ways, the interest in association rules is that they offer the promise (or illusion) of causal, or at least, predicti
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Piotr, Fiszeder, and Orzeszko Witold. "Nonlinear Granger causality between grains and livestock." Agricultural Economics (Zemědělská ekonomika) 64, No. 7 (2018): 328–36. http://dx.doi.org/10.17221/376/2016-agricecon.

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Linear and nonlinear Granger causality between three grains: corn, soybean, wheat and two livestock commodities: live cattle and lean hogs, was verified. Weak evidence of linear causal relationships was found, supporting the results published in other studies. However, strong nonlinear causal relationships between grain and livestock returns were found, which had not yet been documented in the literature on this subject. The revealed relationships have different patterns and features, and in some cases, they arise from second moment dependencies, but nonlinearities of a different type were als
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Florea, Nicoleta Mihaela, Roxana Maria Badircea, Ramona Costina Pirvu, Alina Georgiana Manta, Marius Dalian Doran, and Elena Jianu. "The impact of agriculture and renewable energy on climate change in Central and East European Countries." Agricultural Economics (Zemědělská ekonomika) 66, No. 10 (2020): 447–57. http://dx.doi.org/10.17221/250/2020-agricecon.

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According to the objectives of the European Union concerning the climate changes, Member States should take all the necessary measures in order to reduce the greenhouse gas emissions. The aim of this study is to identify the causality relations between greenhouse gases emissions, added value from agriculture, renewable energy consumption, and economic growth based on a panel consisting of 11 states from the Central and Eastern Europe (CEECs) in the period between 2000 and 2017. The Autoregressive Distributed Lag (ARDL) method was used to estimate the long-term relationships among the variables
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Rangkuty, Dewi Mahrani, and Hidayati Purnama Lubis. "Covid-19 Pandemic: The Study for Reserve Requirement of Indonesia." Journal of Economics and Regional Science 1, no. 1 (2021): 1–10. http://dx.doi.org/10.52421/jurnal-esensi.v1i1.124.

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The Covid-19 pandemic has had an impact on the Indonesian economy. The purpose of this study was to analyze the causality and balanced relationship in the long term between RR, IR and INF variables during the Covid-19 pandemic. With the Granger Causality and Johansen Cointegration test methods, the results showed that there is a long-term balance between RR, IR and INF. RR and IR are one-way causality relationships, IR and INF are one-way causality relationships. There is no causality relationship between IR and RR and vice versa during the Covid-19 pandemic. The RR policy affects the determin
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Noureldin Sayed, Mohamed. "The Causality Relationships Between the Kingdom of Saudi Arabia’s (KSA) Military Expenditure and Economic Growth in the Period From 1987 to 2019." Research in World Economy 12, no. 2 (2021): 289. http://dx.doi.org/10.5430/rwe.v12n2p289.

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This study aims to test the causality relationships between the Kingdom of Saudi Arabia’s (KSA) military expenditure and economic growth in KSA, by using time-series data in respect of the period from 1987 to 2019. This study applies the Granger causality approach and uses the ARDL bound test approach to test the long-term relationships between the variables. By applying the Granger causality approach, this study’s findings show that the rate of growth rate in KSA’s military expenditure does not result in a similar rate of growth in the country’s Gross Domestic Product (GDP). However, by apply
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7

Omoush, Muthana Mohammad. "Time Series Analysis among Tourism, Financial Development, FDI and Economic Growth in Jordan." International Journal of Economics and Finance 10, no. 12 (2018): 150. http://dx.doi.org/10.5539/ijef.v10n12p150.

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This study investigates the relationships among tourism, financial development, FDI inflows and economic growth in Jordan for the (1985-2016) period. The current paper has used bounds testing approach to confirm the relationship among the study variables. Multivariate Granger causality test is used to determine the directions of causality between the study variables. The results confirmed that there is evidenced of relationships among tourism, financial development, FDI inflows and economic growth. Also, the multivariate Granger causality test confirmed deferent directions of causal among the
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8

Chowdhury, Abdur R. "Are causal relationships sensitive to causality tests?" Applied Economics 19, no. 4 (1987): 459–65. http://dx.doi.org/10.1080/00036848700000016.

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9

Wilkinson, Claire, and Robin Room. "Alcohol and Violence: Relationships, Causality, and Policy." Contemporary Drug Problems 38, no. 2 (2011): 185–90. http://dx.doi.org/10.1177/009145091103800201.

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10

Chang, Bo Yuan, Mohamed A. Naiel, Steven Wardell, Stan Kleinikkink, and John S. Zelek. "Time-Series Causality with Missing Data." Journal of Computational Vision and Imaging Systems 6, no. 1 (2021): 1–4. http://dx.doi.org/10.15353/jcvis.v6i1.3552.

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Over the past years, researchers have proposed various methods to discover causal relationships among time-series data as well as algorithms to fill in missing entries in time-series data. Little to no work has been done in combining the two strategies for the purpose of learning causal relationships using unevenly sampled multivariate time-series data. In this paper, we examine how the causal parameters learnt from unevenly sampled data (with missing entries) deviates from the parameters learnt using the evenly sampled data (without missing entries). However, to obtain the causal relationship
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11

Tuppura, Anni, Heli Arminen, Satu Pätäri, and Ari Jantunen. "Corporate social and financial performance in different industry contexts: the chicken or the egg?" Social Responsibility Journal 12, no. 4 (2016): 672–86. http://dx.doi.org/10.1108/srj-12-2015-0181.

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Purpose The purpose of the paper is to examine empirically Granger causality relationships between corporate social performance (CSP) and corporate financial performance (CFP) in four different industries. Design/methodology/approach The paper uses the Granger causality test to analyse the causality relationships between CSP and CFP in clothing, energy, food and forest industries in the USA. The panel data used combined CSP and CFP measures over the years 1991-2009. CSP strengths and concerns are handled as distinct constructs. Findings There is some evidence of bidirectional causality between
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Jianhua, Guo, and Long Huidian. "Investigation of the Linkage among China’s Macroeconomy, Stock Market and Real Estate Market." International Journal of Finance & Banking Studies (2147-4486) 2, no. 2 (2013): 1–7. http://dx.doi.org/10.20525/ijfbs.v2i2.141.

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As two important constituents of China’s macro economy, there are a variety of relationships among China’s stock market, real estate market and its macro economy. In order to investigate these relationships, in this paper, especially with the Macroeconomic Boom Index reflecting China’s macro economy, we use cointegration theory and Granger analysis to demonstrate that there are long-term equilibrium relationship and bidirectional causality between the macro economy and the securities business, also between the macro economy and the real estate market, however, this kind of long-term Equilibriu
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13

Chambaz, Antoine, Isabelle Drouet, and Jean-Christophe Thalabard. "Causality, a Trialogue." Journal of Causal Inference 2, no. 2 (2014): 201–41. http://dx.doi.org/10.1515/jci-2013-0024.

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AbstractA philosopher, a medical doctor, and a statistician talk about causality. They discuss the relationships between causality, chance, and statistics, resorting to examples from medicine to develop their arguments. This debate gives rise to an original trialogue, a tribute to the famous conversation between d’Alembert and Diderot, two great French thinkers of the Enlightenment. The trialogue notably offers an introduction to the philosophy of causality and an initiation to statistics, including recent developments that should prove interesting to specialists and laypeople alike.
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Yu-Chi, Sung, and Hung-Pin Lin. "Causality Relationship between Tourism, Foreign Direct Investment and Economic Growth in Taiwan." Asian Journal of Economic Modelling 6, no. 3 (2018): 287–93. http://dx.doi.org/10.18488/journal.8.2018.63.287.293.

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This study attempts to investigate the existence of Granger causality and cointegrated relationships among international tourist arrivals (ITA), foreign exchange income (FEI), foreign direct investment (FDI), and economic growth (GDP) using Taiwan’s tourism data from 1976 to 2016. The cointegrated results confirm the existence of long-run relationships among the variables, and the Granger causality results show that there is a bi-directional causality between GDP and ITA. In addition, there is a unidirectional causality running from one to another in each pair of these variables, while there i
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15

KOPF, TOMÁŠ. "SPECTRAL GEOMETRY AND CAUSALITY." International Journal of Modern Physics A 13, no. 15 (1998): 2693–708. http://dx.doi.org/10.1142/s0217751x98001360.

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For a physical interpretation of a theory of quantum gravity, it is necessary to recover classical space–time, at least approximately. However, quantum gravity may eventually provide classical space–times by giving spectral data similar to those appearing in noncommutative geometry, rather than by giving directly a space–time manifold. It is shown that a globally hyperbolic Lorentzian manifold can be given by spectral data. A new phenomenon in the context of spectral geometry is observed: causal relationships. The employment of the causal relationships of spectral data is shown to lead to a hi
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16

ONG, SHEUE LI, and CHONG MUN HO. "TESTING FOR LINEAR AND NON-LINEAR GRANGER NON-CAUSALITY HYPOTHESIS BETWEEN STOCK AND BOND: THE CASES OF MALAYSIA AND SINGAPORE." Singapore Economic Review 59, no. 05 (2014): 1450045. http://dx.doi.org/10.1142/s0217590814500453.

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The untested assumption of linear relationship between stocks and bonds in previous empirical studies may lead to an invalid conclusion if the actual relationship is non-linear. The emphasis of this paper is on the effect of non-linearities on causal relationships between stocks and bonds in the cases of Malaysia and Singapore. Results from linearity tests indicate the existence of non-linearities in the dynamic relationship between stocks and bonds. Non-linear causality test results based on Taylor expansion suggest that non-linear causality flows from stocks to bonds and vice versa. The test
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17

Lotayif, Mansour. "Covering International Marketing Influences on Firm International Performance: Evidences from GCC." International Journal of Business and Management 12, no. 8 (2017): 274. http://dx.doi.org/10.5539/ijbm.v12n8p274.

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The current study aims at figuring out set of causality relationships with firm’s international performance in GCC context. The experiences of 217 senior executives serving in Gulf region have been deployed for that purpose. Throughout SPSS version 21 and via multi-variant e.g. multiple regression and ANOVA, and bi-variant e.g. correlation, the current study’s eight objectives and hypotheses were tested. The research results indicated that there are significant causality relationships between firm’s international performance (FIP) and bi-marketing daily interaction, international marketing and
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18

Habib, Walid E., and Allen C. Ward. "Causality in constraint propagation." Artificial Intelligence for Engineering Design, Analysis and Manufacturing 11, no. 5 (1997): 419–33. http://dx.doi.org/10.1017/s0890060400003346.

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AbstractThis paper defines, for use in design, rules for propagating “distribution constraints” through relationships such as algebraic or vector equations. Distribution constraints are predicate logic statements about the values that physical system parameters may assume. The propagation rules take into account “variation source causality”: information about when and how the values are assigned during the design, manufacturing, and operation of the system.
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19

Dutta, Champa Bati, Mohammed Ziaul Haider, and Debasish Kumar Das. "Dynamics of Economic Growth, Investment and Trade Openness: Evidence from Bangladesh." South Asian Journal of Macroeconomics and Public Finance 6, no. 1 (2017): 82–104. http://dx.doi.org/10.1177/2277978717695150.

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This article investigates the causal relationship among foreign direct investment, domestic investment, trade openness and economic growth in Bangladesh over the period 1976–2014. Unit root tests, cointegration methods and Granger causality tests in Vector Error Correction Model (VECM) framework are used to investigate the relationships. The results of Granger causality test based on a stable VECM support a unidirectional causality running from foreign direct investment to growth, domestic investment to trade openness, growth to trade openness and bidirectional causality between domestic inves
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20

Van de Vijver, Elien, Ben Derudder, and Frank Witlox. "Air Passenger Transport and Regional Development: Cause and Effect in Europe." PROMET - Traffic&Transportation 28, no. 2 (2016): 143–54. http://dx.doi.org/10.7307/ptt.v28i2.1756.

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This article scrutinizes the mutual and complex causal relationship between air passenger transport and regional development in the European NUTS2-regions with heterogeneous Granger causality analysis between 2002 and 2011. Employment is used as a relatively robust and measurable indicator of a region’s development and employment in the services sector and in the manufacturing sector is treated separately to discern basic sectoral variances. The proposed methodology allows investigating (i) if air transport in the European regions causally influences employment, (ii) if employment also leads t
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Tzeremes, Panayiotis. "Revisiting the energy consumption–economic growth causal relationships in tails." Journal of Economic Studies 45, no. 5 (2018): 898–909. http://dx.doi.org/10.1108/jes-07-2017-0176.

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Purpose The purpose of this paper is to investigate the relationship between the energy consumption and the economic growth in the USA and in a sectoral level by using monthly data from January 1991 to May 2016. Design/methodology/approach While assessing the relationship at a country level, the authors also examine five sectors by using quantile causality. Findings The findings indicate the existence of a causality at the sectoral level in tails. More specifically, industrial and electric sectors cause the growth at the lower and higher levels. Residential, commercial and transportation secto
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22

Faizin, Moh. "Penerapan Vector Error Correction Model pada Variabel Makro Ekonomi di Indonesia." Jurnal Ekonomi 25, no. 2 (2020): 287. http://dx.doi.org/10.24912/je.v25i2.671.

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In this time, the countries can be said to be in a good condition of the national economy if there are some indicators in positive economic macro, it is including the decline of inflation, the amount of money circulating is also decline, and the exchange rate strengthening against foreign currencies and reduced interest rates. The purpose of this study is to analyze the causality and cointegration relationships of economic macro variables, by using time series data for 2010-2019 and using the VECM model. The results of the study found that there is no causality relationship between inflation a
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23

Urbanovský, Tomáš. "The Connection between the Exchange Rate and the Balance of Payments Accounts in the Czech Republic: An Econometric Approach." Financial Assets and Investing 8, no. 1 (2017): 58–71. http://dx.doi.org/10.5817/fai2017-1-4.

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Relationships between the nominal exchange rate, the current account and the financial account of the balance of payments in the Czech Republic are investigated in this presented paper. The implemented cointegration analysis and vector error correction model suggest one pair of Granger causality. It has been discovered that change in the current account balance Granger-causes a change in financial account balance. This relationship has the nature of two-way Granger causality, which means that a reversed relationship holds as well. Other relationships implying Granger causality were not found.
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Dawid, Philip. "Decision-theoretic foundations for statistical causality." Journal of Causal Inference 9, no. 1 (2021): 39–77. http://dx.doi.org/10.1515/jci-2020-0008.

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Abstract We develop a mathematical and interpretative foundation for the enterprise of decision-theoretic (DT) statistical causality, which is a straightforward way of representing and addressing causal questions. DT reframes causal inference as “assisted decision-making” and aims to understand when, and how, I can make use of external data, typically observational, to help me solve a decision problem by taking advantage of assumed relationships between the data and my problem. The relationships embodied in any representation of a causal problem require deeper justification, which is necessari
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Olczyk, Magdalena, and Aleksandra Kordalska. "GROWTH AND STRUCTURAL CHANGES IN TRANSITION COUNTRIES: THE CHICKEN OR THE EGG?" Journal of Business Economics and Management 19, no. 3 (2018): 544–65. http://dx.doi.org/10.3846/jbem.2018.6580.

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The objective of this study is to test empirically the relationship between structural changes (changes in gross value added and employment) and economic growth. We used a panel Granger-causality analysis based on annual data for eight transition countries, covering the period 1995–2011. The main finding is that the causality relations analysed are heterogeneous processes and are identified more often when we measure structural changes by value added than by changes in employment. Among the countries analysed, we separate a subgroup of economies with very strong bilateral causality (small coun
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Krakovská, Anna. "Correlation Dimension Detects Causal Links in Coupled Dynamical Systems." Entropy 21, no. 9 (2019): 818. http://dx.doi.org/10.3390/e21090818.

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It is becoming increasingly clear that causal analysis of dynamical systems requires different approaches than, for example, causal analysis of interconnected autoregressive processes. In this study, a correlation dimension estimated in reconstructed state spaces is used to detect causality. If deterministic dynamics plays a dominant role in data then the method based on the correlation dimension can serve as a fast and reliable way to reveal causal relationships between and within the systems. This study demonstrates that the method, unlike most other causal approaches, detects causality well
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Sum, Vichet. "Stock Market Returns and Liquidity: Dynamic Relationships and Causality." Journal of Trading 9, no. 1 (2013): 34–40. http://dx.doi.org/10.3905/jot.2013.9.1.034.

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28

Parot, J. M., and B. Duperray. "Applications of exact causality relationships to materials dynamic analysis." Mechanics of Materials 39, no. 5 (2007): 419–33. http://dx.doi.org/10.1016/j.mechmat.2006.07.004.

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Waters, K. R., J. Mobley, and J. G. Miller. "Causality-imposed (Kramers-Kronig) relationships between attenuation and dispersion." IEEE Transactions on Ultrasonics, Ferroelectrics and Frequency Control 52, no. 5 (2005): 822–23. http://dx.doi.org/10.1109/tuffc.2005.1503968.

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Leitão, João, and Joaquim Ferreira. "Dynamic Effects of Material Production and Environmental Sustainability on Economic Vitality Indicators: A Panel VAR Approach." Journal of Risk and Financial Management 14, no. 2 (2021): 74. http://dx.doi.org/10.3390/jrfm14020074.

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This study analyzes the relationships and dynamics between material production, foreign direct investment (FDI), economic activity, carbon productivity, the stock market, and green tech, both in a global and European context, using panel vector autoregressive methodology (PVAR). The empirical evidence obtained for the Global Group reveals four significant and positive unidirectional causality relationships, where aggregate material production is the prominent variable. For the EU-15 group, six significant causality relationships were detected, among them three negative and three positive unidi
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MÜNYAS, Turgay. "EVALUATION OF THE RELATIONSHIP BETWEEN CREDIT DEFAULT SWAPS AND EURO AND USD EXCHANGE RATES: THE CASE OF TURKEY." Business & Management Studies: An International Journal 8, no. 2 (2020): 1113–30. http://dx.doi.org/10.15295/bmij.v8i2.1439.

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The aim of this study is to evaluate the relationship between Turkey's Credit Default Swap (CDS) premiums and the USD and Euro exchange rates. In order to measure this relationship, time series analyses were used for the period January 3rd, 2005 to December 31st, 2019. Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) tests were performed for stationarity tests. Then, Johansen cointegration analysis was used to determine long-term relationships. The vector error correction model was used to determine short-term relationships, and the Granger causality test was used to determine causality
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., Andreas, and J. P. S. Sheefeni. "Examining the Causal Relationship between Private Sector Credit Extended and Economic Growth in Namibia." Journal of Economics and Behavioral Studies 11, no. 2(J) (2019): 23–29. http://dx.doi.org/10.22610/jebs.v11i2(j).2815.

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The paper examined causality between Private Sector Credit Extension (PSCE) and Economic growth using quarterly data for the period 2000:Q1-2017:Q4, in Namibia. The variables employed were Gross Domestic Product (GDP), Private Sector Credit Extended, Broad Money Supply (M2) and lending rates. The study tested for stationarity in order to determine the order of integration. Furthermore, a co-integration test was conducted on different sets of variables to establish the long run relationship. Granger causality test was also conducted to establish the direction of the relationships between the va
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Shah, Syyeda Farhana, Saleem Khan, and Abdur Rauf. "Causality analysis between exports, imports and economic growth of Pakistan." Journl of Applied Economics and Business Studies 1, no. 1 (2017): 45–52. http://dx.doi.org/10.34260/jaebs.115.

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The objective of study is to identify causal relationships among the variables such as exports, imports and Gross Domestic Product (GDP) in case of Pakistan. The study uses time series data for the period from 1981-2016. Stationarity is checked with the Augmented Dickey Fullers' (ADF) test, and the Engle Grange approach is utilized to determine the long run relationship among variables of the study. Moreover, causality among the selected variables is tested by using the Vector Error Correction Model (VECM). We found that the causality runs from GDP to imports and exports. Furthermore, no causa
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Ampofo, Gideon Kwaku Minua, Jinhua Cheng, Edwin Twum Ayimadu, and Daniel Akwasi Asante. "Investigating the Asymmetric Effect of Economic Growth on Environmental Quality in the Next 11 Countries." Energies 14, no. 2 (2021): 491. http://dx.doi.org/10.3390/en14020491.

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This study investigates the asymmetric cointegration and causal relationships between economic growth, carbon emissions, and energy consumption in the next eleven (11) countries over the period 1972–2013. The nonlinear autoregressive distributed lag (NARDL) bounds testing approach and nonpragmatic Granger causality tests are employed. This research’s empirical results have entrenched vital relationships that have significant policy implications. We affirm nonlinear cointegration among the variables in Bangladesh, Iran, Turkey, and Vietnam. The long-run asymmetric effect outcomes indicate a def
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A. Bashier, Al-Abdulrazag. "Electricity Consumption and Economic Growth in Jordan: Bounds Testing Cointegration Approach." European Scientific Journal, ESJ 12, no. 1 (2016): 429. http://dx.doi.org/10.19044/esj.2016.v12n1p429.

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The objective of this paper is to investigate the short-run and longrun causal relationships between electricity consumption and economic growth in Jordan between 1976 and 2013, utilizing the Autoregressive Distributed Lag (ARDL) model. Estimates revealed the existence of a longrun equilibrium relationship between the said variables. The VECM model results indicated a long-run, bidirectional causality between the two variables as seen from the negative and significant error correction terms. The results of Granger-Causality test within VECM disclosed a bidirectional weak and strong short-run c
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McGraw, Marie C., and Elizabeth A. Barnes. "Memory Matters: A Case for Granger Causality in Climate Variability Studies." Journal of Climate 31, no. 8 (2018): 3289–300. http://dx.doi.org/10.1175/jcli-d-17-0334.1.

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Abstract In climate variability studies, lagged linear regression is frequently used to infer causality. While lagged linear regression analysis can often provide valuable information about causal relationships, lagged regression is also susceptible to overreporting significant relationships when one or more of the variables has substantial memory (autocorrelation). Granger causality analysis takes into account the memory of the data and is therefore not susceptible to this issue. A simple Monte Carlo example highlights the advantages of Granger causality, compared to traditional lagged linear
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Kaya, Gizem, M. Özgür Kayalica, Merve Kumaş, and Burc Ulengin. "The role of foreign direct investment and trade on carbon emissions in Turkey." Environmental Economics 8, no. 1 (2017): 8–17. http://dx.doi.org/10.21511/ee.08(1).2017.01.

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This study aims to observe the long run and short run effects of gross domestic product, foreign direct investment inflows and trade on CO2 emissions and causality relationships between these factors, using annual data for the period of 1974-2010. The empirical results demonstrate that the inverted U-shaped relationship of environmental Kuznets curve is valid for Turkey. In addition, there are positive long run effects of foreign direct investment and trade openness on CO2 emissions. The authors also find a bidirectional causality relationship between CO2 emission and FDI.
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Heshmati, Almas, and Hans Lööf. "Investment and performance of firms: Correlation or causality?" Corporate Ownership and Control 6, no. 2 (2008): 268–82. http://dx.doi.org/10.22495/cocv6i2c2p2.

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This paper provides an empirical analysis of the two-way causal relationship between investment and performance indicators at the firm level. The performance variables include sales, value added, profit, cash flow, capital structure and employment. The investment variables are research and development and physical capital. A multivariate vector autoregressive approach is applied to a panel of Swedish firms observed between 1992 and 2000. Results show evidence of some two-way causal relationships, which are mainly transitory in character. Significant heterogeneity is observed in the firms’ inve
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Brillianta Hanifah, Nadine, Syamsurijal A Kadir, and Anna Yulianita. "Analisis kausalitas antara pengeluaran pemerintah dan pertumbuhan ekonomi di Pulau Sumatera." Jurnal Ekonomi Pembangunan 15, no. 1 (2019): 15–34. http://dx.doi.org/10.29259/jep.v15i1.8779.

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This study aims to investigate the relationship between government expenditure and economic growth in each province on the island of Sumatra during the period 2007-2016 using panel data. The method used is a quantitative approach by applying the Granger Causality model. The findings of this study indicate that there are no two-way relationships from the 10 provinces in Sumatra. But there is a one-way relationship between government spending and economic growth, which is found in the Province of West Sumatra and Bengkulu Province. Whereas the other 8 provinces have no one-way and two-way causal
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Dudzevičiūtė, Gitana, Agnė Šimelytė, and Aušra Liučvaitienė. "Government expenditure and economic growth in the European Union countries." International Journal of Social Economics 45, no. 2 (2018): 372–86. http://dx.doi.org/10.1108/ijse-12-2016-0365.

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Purpose The purpose of this paper is to provide more reliable estimates of the relationship between government spending and economic growth in the European Union (EU) during the period of 1995-2015. Design/methodology/approach The methodology consisted of several different stages. In the first stage for an assessment of dynamics of government spending and economic growth indicators over two decades, descriptive statistics analysis was employed. Correlation analysis helped to identify the relationships between government expenditures (GEs) and economic growth. In the third stage, for modeling t
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Nurtanti, Susana, Sri Handayani, Nita Yunianti Ratnasari, Putri Halimu Husna, and Tantut Susanto. "Characteristics, causality, and suicidal behavior: a qualitative study of family members with suicide history in Wonogiri, Indonesia." Frontiers of Nursing 7, no. 2 (2020): 169–78. http://dx.doi.org/10.2478/fon-2020-0016.

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AbstractObjectiveThis study explored the characteristics, causality, and suicidal behavior among family members with suicide history in Wonogiri, Central Java, Indonesia.MethodsQualitative semistructured interviews were conducted with 15 family members who had made suicide attempts. The interviews directly explored the relationships among characteristics, causality, and suicidal behavior. The research data were analyzed using the Miles and Huberman approach.ResultsThe results indicate that there are relationships among characteristics, causality, and suicidal behaviors. The characteristics con
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Kashif, Mohammad, Satish Kumar Singh, S. Thiyagarajan, and Abhishek Maheshwari. "Linear and Nonlinear Causal Relationships Between International Reserves and Economic Growth: Evidence from India." Asia-Pacific Journal of Management Research and Innovation 16, no. 1 (2020): 54–59. http://dx.doi.org/10.1177/2319510x19898633.

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This study investigates linear and nonlinear causal relationships between accumulated international reserves (IR) and economic growth (Econ) in the case of India. The present study is carried out using quarterly data ranging from the period of the first quarter of 1985 to the fourth quarter of 2014. The study used econometric tools such as the augmented Dickey–Fuller (ADF) unit root test, the linear Granger causality test, Johansen’s cointegration test, the Brock, Dechert and Scheinkman (BDS) test and the nonlinear Granger causality test developed by Hiemstra and Jones. The study establishes t
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Govier, Eloise. "Do you follow? Rethinking causality in archaeology." Archaeological Dialogues 26, no. 01 (2019): 51–55. http://dx.doi.org/10.1017/s1380203819000047.

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AbstractPhilosopher and physicist Karen Barad (2003; 2007; 2012) has brought a new understanding of causality to the academic discourse (agential realism theory). Inspired by this new take on causality, I problematize the argument that archaeologists ‘follow’ materials. I begin by challenging the act of ‘following’ on two counts (causality and universalism), and then consider the work of Malafouris (2008a) – a thinker whose ideas have the potential to remediate this issue through his examination of the ‘in-between’ humans and matter. I argue that, despite offering an inspirational approach to
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Sörman, Daniel Eriksson, Michael Rönnlund, Anna Sundström, Rolf Adolfsson, and Lars-Göran Nilsson. "Social relationships and risk of dementia: a population-based study." International Psychogeriatrics 27, no. 8 (2015): 1391–99. http://dx.doi.org/10.1017/s1041610215000319.

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ABSTRACTBackground:The objective was to examine whether aspects of social relationships in old age are associated with all-cause dementia and Alzheimer's disease (AD).Methods:We studied 1,715 older adults (≥ 65 years) who were dementia-free at baseline over a period of up to 16 years. Data on living status, contact/visit frequency, satisfaction with contact frequency, and having/not having a close friend were analyzed using Cox proportional hazards regressions with all-cause dementia or AD as the dependent variable. To control for reverse causality and to identify potential long-term effects,
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Dhifaoui, Zouhaier, and Faicel Gasmi. "Linear and nonlinear linkage of conditional stochastic volatility of interbank interest rates: Empirical evidence of the BRICS countries." BRICS Journal of Economics 2, no. 2 (2021): 4–16. http://dx.doi.org/10.38050/2712-7508-2021-2-1.

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The purpose of this article is to detect a possible linear and nonlinear causal relationship between the conditional stochastic volatility of log return of interbank interest rates for the BRICS countries in the period from January 2015 to October 2018. To extract the volatility of the analyzed time series, we use a stochastic volatility model with moving average innovations. To test a causal relationship between the estimated stochastic volatilities, two steps are applied. First, we used the Granger causality test and a vector autoregressive model (VAR). Secondly, we applied the nonlinear Gra
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Krchnivá, Kateřina. "Do Stock Markets Have Any Impact on Real Economic Activity?" Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 64, no. 1 (2016): 283–90. http://dx.doi.org/10.11118/actaun201664010283.

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There is no doubt about the existence of connection between the stock markets and the real economic activity. Many researchers indicated that the stock markets causally affect the economic activity with the lag of three months. Contrary, the other group of researchers suggested, that these relationships are reversal, moreover some of them concluded that these relationships are reciprocal. The paper analyses the relationship between the stock markets and the economic activity in seven countries with the research objective to identify these relationships in relation of cause and effect. As the p
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Salayo, Nerissa D. "PRICE RELATIONSHIPS IN PHILIPPINE MILKFISH MARKETS: UNIVARIATE AND CAUSALITY ANALYSIS." Aquaculture Economics & Management 10, no. 1 (2006): 59–80. http://dx.doi.org/10.1080/13657300500315885.

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Bekhet, Hussain Ali, and Raed Walid Al Smadi. "Determining the causality relationships among FDI determinants: evidence from Jordan." International Journal of Sustainable Economy 6, no. 3 (2014): 261. http://dx.doi.org/10.1504/ijse.2014.063184.

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Lefebvre, Dimitri, and Catherine Delherm. "DIAGNOSIS WITH CAUSALITY RELATIONSHIPS AND DIRECTED PATHS IN PN MODELS." IFAC Proceedings Volumes 38, no. 1 (2005): 103–8. http://dx.doi.org/10.3182/20050703-6-cz-1902.01501.

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Yang, Linchuan, K. W. Chau, Yi Lu, Xu Cui, Fanyu Meng, and Xu Wang. "LOCALE-VARYING RELATIONSHIPS BETWEEN TOURISM DEVELOPMENT AND RETAIL PROPERTY PRICES IN A SHOPPING DESTINATION." International Journal of Strategic Property Management 24, no. 5 (2020): 323–34. http://dx.doi.org/10.3846/ijspm.2020.13343.

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Existing literature has inadequately examined the nexus between tourism and property prices. Additionally, it mainly focuses on hotels and housing, thereby overlooking other property categories (e.g., retail properties). The relationship between tourism development and retail property prices in shopping destinations (e.g., Hong Kong and Singapore) may hinge on the locale. More specifically, the relationship may be different in the tourist precinct or popular tourism shopping area (PTSA) and the unpopular tourism shopping area (UTSA). This study examines locale-varying relationships between tou
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