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Dissertations / Theses on the topic 'Granger Causality and Nigeria'

Author: Grafiati

Published: 4 June 2025

Last updated: 1 August 2025

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1

Chetty, Roheen. "An Analysis of the Finance Growth Nexus in Nigeria." Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/33430.

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This study empirically examines the relationship between financial development and economic growth in Nigeria. It employs statistical techniques such as the Autoregressive Distributed Lag approach as well as a short and long run Granger Causality test on time series data spanning from 1960-2016. Empirical results reveal that the financial development indicators have a long run relationship with economic growth in Nigeria and the existence of unidirectional and bidirectional Granger causality was also discovered. This study recommends that policy should be geared towards promoting financial dev

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2

AZEVEDO, RONALDO. "GRANGER CAUSALITY IN TIME SERIES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1991. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8782@1.

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REDE FERROVIÁRIA FEDERAL SA<br>Neste trabalho fazemos uma revisita Ã causalidade no sentido de Granger aplicada Ã s SÃ©ries Temporais bivariadas no domÃnio do tempo e da freqÃ¼Ãªncia. Um programa computacional foi escrito usando a linguagem Pascal para, testando casos reais e simulados, construir modelos de causalidade/feedback, que sÃ£o entÃ£o analisados no ambiente espectral, com Ãªnfase maior Ã discussÃ£o da coerÃªncia e da fase de causalidade.<br>In this work causality in the sense defined by Granger is revisited. Applications to bivariante temporal systems in time domain and

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3

Zou, Cunlu. "Applications of Granger causality to biological data." Thesis, University of Warwick, 2010. http://wrap.warwick.ac.uk/35694/.

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In computational biology, one often faces the problem of deriving the causal relationship among different elements such as genes, proteins, metabolites, neurons and so on, based upon multi-dimensional temporal data. In literature, there are several well-established reverse-engineering approaches to explore causal relationships in a dynamic network, such as ordinary differential equations (ODE), Bayesian networks, information theory and Granger Causality. To apply the four different approaches to the same problem, a key issue is to choose which approach is used to tackle the data, in particular

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4

Stokes, Patrick A. "Fundamental problems in Granger causality analysis of neuroscience data." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/97828.

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Thesis: Ph. D., Harvard-MIT Program in Health Sciences and Technology, 2015.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 111-115).<br>Granger causality methods analyze the flow of information between time series. The Geweke measure of Granger causality (GG-causality) has been widely applied in neuroscience because its frequency-domain and conditional forms appear well-suited to highly-multivariate oscillatory data. In this work, I analyze the statistical and structural properties of GG-causality in the context of neuroscience data analysis. 1. I analy

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Nasseef, Md Taufiq. "Measuring directed functional connectivity in mouse fMRI networks using Granger Causality." Doctoral thesis, Università degli studi di Trento, 2015. https://hdl.handle.net/11572/368149.

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Resting-state functional magnetic resonance imaging (rsfMRI) of the mouse brain has revealed the presence of robust functional connectivity networks, including an antero-posterior system reminiscent of the human default network (DMN) and correlations between anterior insular and cingulate cortices recapitulating features of the human â€œsalience networkâ€ . However, rsfMRI networks are typically identified using symmetric measurements of correlation that do not provide a description of directional information flow within individual network nodes. Recent progress has allowed the measure of dire

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6

Nasseef, Md Taufiq. "Measuring directed functional connectivity in mouse fMRI networks using Granger Causality." Doctoral thesis, University of Trento, 2015. http://eprints-phd.biblio.unitn.it/1582/1/Taufiq_thesis_CiMeC_UniTN.pdf.

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Resting-state functional magnetic resonance imaging (rsfMRI) of the mouse brain has revealed the presence of robust functional connectivity networks, including an antero-posterior system reminiscent of the human default network (DMN) and correlations between anterior insular and cingulate cortices recapitulating features of the human “salience network”. However, rsfMRI networks are typically identified using symmetric measurements of correlation that do not provide a description of directional information flow within individual network nodes. Recent progress has allowed the measure of directed

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7

Salata, Andrea <1989&gt. "Differenze topologiche nei Granger Causality Networks: Esempi dal mercato dei CDS." Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/5899.

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La tesi affronta sotto molteplici punti di vista il tema dei network costruiti sulla base di relazioni di causalità di Granger, applicate ai credit default swaps scambiati nel mercato tra banche e assicurazioni e stati. Affronta quindi i temi di cos'è la causalità di Granger e come sia possibile dedurne il network partendo dai dati dei CDS, per farne infine anche un confronto con il network ottenuto utilizzando i dati del fair value CDS per poter individuare le differenze topologiche tra i due metodi di indagine del network.

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8

Murakami, Patricia Nagami. "Causalidade Granger em medidas de risco." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-14072011-221932/.

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Esse trabalho apresenta um estudo da causalidade de Granger em Risco bivariado aplicado a séries temporais financeiras. Os eventos de risco, no caso de séries financeiras, estão relacionados com a avaliação do Valor em Risco das posições em ativos. Para isso, os modelos CaViaR, que fazem parte do grupo de modelos de Regressão Quantílica, foram utilizado para identificação desses eventos. Foram expostos os conceitos principais envolvidos da modelagem, assim como as definições necessárias para entendê-las. Através da análise da causalide de Granger em risco entre duas séries, podemos investigar

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9

Mbeleke, Paul Wuakoh. "The monetary sector in Cameroon money demand and causality analysis." Thesis, University of Salford, 1997. http://usir.salford.ac.uk/26806/.

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This thesis investigates the monetary sector in Cameroon within an open economy framework. Two main hypotheses: money demand and Granger-causality are investigated. The data used are found to be non-stationary. Consequently, the money demand relationship is tested for the null hypothesis that it is spurious or not co-integrated. This is rejected in all the models put forward. The models are estimated and found to exhibit elasticities that are not unusual. Price homogeneity is found to be data incompatible. Income elasticities are generally found to be significantly less than unity suggesting e

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10

Guo, Yuanxiang. "Chinese wheat price analysis - with application of cointegration and Granger causality test." Thesis, Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/52978.

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Traditional demonstration of price fluctuation in the wheat market, by the theory of supply and demand is not comprehensive enough. With limited understanding of macroeconomic effects on the wheat market, accurate prediction of wheat price is impossible. Given the Chinese self—sustainable food policy, grain imports is a sensitive topic which may incur fierce argument. In this paper, however, I emphasize effect of exchange rate on nominal wheat price. By application of the cointegration theory, CPI shows slight negative correlation with nominal wheat price, yet GDP and population move in the sa

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SUN, FEI. "Analysis to China's Urban and Rural CPI Data." Thesis, Uppsala universitet, Statistiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175796.

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Nepimach, Filip. "Forecasting výdajů na zbrojení (Ekonomie obranného průmyslu)." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-201907.

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This dissertation firstly examines literature connected to this topic in chapter 2. Secondly, chapter 3 summarizes necessary methodology and data used throughout the dissertation. Thirdly, it compares the results of military expenditure made by Cobb-Douglas-Solow production function forecast and an Auto regressive model, in chapter 4. Fourthly, in the chapter 5, with a better performing model, it forecasters the military expenditure from 2015 to 2024 for France, Germany, UK and Italy, because they represent more than 65% of European military expenditure and should give us an idea about the cou

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13

Markova, Gabriela. "Granger Causality Between Exports and Growth in OECD Countries : A Panel Data Approach." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-31113.

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Tam, Hak-fui, and 譚克奎. "A Granger causality approach to gene regulatory network reconstructionbased on data from multiple experiments." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B49764251.

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The discovery of gene regulatory network (GRN) using gene expression data is one of the promising directions for deciphering biological mechanisms, which underlie many basic aspects of scientific and medical advances. In this thesis, we focus on the reconstruction of GRN from time-series data using a Granger causality (GC) approach. As there is little existing research on combining data from multiple time-series experiments, we identify the need for developing a methodology with underlying theory to combine multiple experiments for statistical significant discovery. We derive a statistical

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15

Karl, Velander, and Callerud Karin. "The development of the financialsystem and economic growth in Sweden : A Granger causality analysis." Thesis, Karlstads universitet, Handelshögskolan (from 2013), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-78703.

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16

Buffelli, Trifone Emanuele. "Ritmi cerebrali e causalità di Granger durante l'apprendimento associativo." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2022.

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Numerosi sono ad oggi gli studi che permettono di mettere in evidenza le basi neurali e i meccanismi funzionali delle emozioni. La difesa contro le minacce e la generazione della paura sono comportamenti e stati d’animo gestiti da regioni che comunicano tra di loro continuamente, generando memorie a lungo e breve termine, utilizzate per anticipare stimoli ed eventi avversivi nel futuro. L’amigdala e la corteccia prefrontale sembrano ricoprire un ruolo cardine di questa coordinazione di segnali, soprattutto nella modulazione della capacità di adattamento alle condizioni per cui la paura possa m

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Zhou, Cong. "Machine Learning Based Protein Identitification and Partial Granger Causality : Novel Bioinformatics Approaches for Proteomics Research." Thesis, University of Sussex, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505888.

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18

Fredriksson, Tilda. "FDI, human capital and economic performance in Mexico : An ARDL cointegration and Granger causality approach." Thesis, Jönköping University, Internationella Handelshögskolan, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48512.

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The nexus among foreign direct investment (FDI) inflows and the Mexican economic growth has been the subject of a number of recent papers. Yet, previous studies frequently overlook its relationship to human capital and consequently ignore potential interlinkages between the variables. By running an ARDL model and thereafter applying the Granger causality technique derived by Toda and Yamamoto (1995) and Dolado and Lütkepohl (1996) this paper investigates the relationship among FDI and economic performance in Mexico during 1970-2018 after incorporating human capital into the framework. When inc

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Oppong, Adwoa Dufie. "Financial Development and Economic Growth : An empirical investigation of this nuexus in Ghana." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18872.

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This paper examines the relationaship between financial development and economic growth in ghana. This is done using time series econometric procedures by employing four proxy of financial development and applying granger causality test, cointegrating test, vector error correction model. The empirical results show that the direction of causalty is sensitive to the choice of proxy. It was discovered that finance follows in the direction of economic growth but doesnt necessarily lead to it. The empirical cointegration results weakly supprt long run relationship between financial development and

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Amador, Tomás Alves. "Causalidade entre o crescimento económico, a emissão de CO2 e o consumo de energias renováveis em Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/12003.

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Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial<br>As questões ambientais constituem hoje em dia uma forte preocupação por parte da sociedade. Os problemas a este nível a que assistimos na última década vieram acentuar a necessidade de se alterar o comportamento, nomeadamente industrial, por forma a manter uma necessidade de crescimento a nível económico e em simultâneo assumir uma postura de responsabilidade ambiental preservando o meio ambiente, evitando problemas futuros como é o caso da diminuição da camada de ozono por via do efeito de estufa exagerado na atmosfer

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Chicharro, Raventós Daniel. "Characterization of information and causality measures for the study of neuronal data." Doctoral thesis, Universitat Pompeu Fabra, 2011. http://hdl.handle.net/10803/22658.

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We study two methods of data analysis which are common tools for the analysis of neuronal data. In particular, we examine how causal interactions between brain regions can be investigated using time series reflecting the neural activity in these regions. Furthermore, we analyze a method used to study the neural code that evaluates the discrimination of the responses of single neurons elicited by different stimuli. This discrimination analysis is based on the quantification of the similarity of the spike trains with time scale parametric spike train distances. In each case we describe the metho

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Burda, Maike M. "Testing for causality with Wald tests under nonregular conditions." Doctoral thesis, [S.l.] : [s.n.], 2001. http://deposit.ddb.de/cgi-bin/dokserv?idn=968852432.

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23

Moreira, Rita Ferreira Rodrigues de Sousa. "A relação entre poupança, investimento e crescimento económico na Europa." Master's thesis, Instituto Superior de Economia e Gestão, 2014. http://hdl.handle.net/10400.5/7821.

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Mestrado em Finanças<br>O estudo das relações entre a poupança, o investimento e o crescimento económico é intemporal e controverso tendo assumido especial interesse, mais recentemente, com a crise económica e financeira iniciada em 2007. Para além das teorias económicas, são vários os trabalhos teóricos e empíricos que procuram analisar e explicar as relações de causalidade entre a poupança, o investimento e o crescimento das economias, mas são poucos os que estudam estas relações na Europa. Este trabalho procura assim, analisar as relações de causalidade estabelecidas entre a taxa de cresci

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Mellquist, Hannes, and Markus Femermo. "The Relationship Between the Price of Oil and Unemployment in Sweden." Thesis, Jönköping University, JIBS, Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-929.

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<p>The dependence on oil has increased in many nations as a result of increasing industrialization and oil has been the factor of many crises as well as many wars. This paper examines how the price of oil affects the unemployment in Sweden. The case of Sweden is interesting since its politics are very different compared to other industrialized countries when it comes to unemployment and benefits. Our main objective is to see whether a change in the oil price will cause a change in unemployment at a later stage. We perform linear regression analysis relating current changes in the variables and

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Schierhold, Marita. "How does outsourcing affect developing countries? : The case of Ghana and Vietnam in comparison with China and India." Thesis, Högskolan i Gävle, Avdelningen för Industriell utveckling, IT och Samhällsbyggnad, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-14670.

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Purpose – The aim of this study is to explore how outsourcing affects developing countries. The effects are examined for Ghana and Vietnam, which have recently become attractive outsourcing locations. They are compared with China and India, both well known for their outsourcing sectors and their attractiveness as outsourcing locations. Design/methodology/approach – In this research paper an exploratory method is applied. During the examination economic data provided by supranational organizations is used to measure the effects of outsourcing. Data is collected to match the requirements of th

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Neto, Abner Cardoso Rodrigues. "Caracterização e modelagem da atividade eletrofisiológica em pacientes com epilepsia." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/95/95131/tde-17052016-001503/.

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Redes complexas aplicadas em sinais de atividade cerebral mostraram a presença de anormais padrões de conectividade em pacientes que sofriam com doenças e outros distúrbios psiquiátricos. Logo, passou-se a cogitar a influência dessas estruturas na causa desses problemas e o que leva ao desenvolvimento desses padrões anormais. Do ponto de vista teórico, vários trabalhos mostram como a topologia de uma rede pode alterar um processo que se sustenta nela, por exemplo o modo como a rede influencia a propagação de falhas de um sistema, a sincronização ou processos de dispersão. Nesse sentido, o obje

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Shu, Jingying, and Jiawei Song. "Analysis for Real Estate Investment of China : Based on the Warning System of Monitoring Macro Economy Prosperity." Thesis, KTH, Bygg- och fastighetsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-89798.

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Real estate industry plays a significant role in high speed of economic development in China. However, with increasingly high housing price and scare land resources, real estate development is caught in a vicious circle. A large number of families could not afford their housing while housing prices have no trend to decrease which leads to huger gap between the rich and the poor and causes indirectly instability of society. Therefore, creating a healthy and stable real estate investment market is extremely urgent. The purpose of the thesis is to research the relationship between leading index o

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Jingying, Shu, and Song Jiawei. "Analysis for Real Estate Investment of China : Based on the Warning System of Monitoring Macro Economy Prosperity." Thesis, KTH, Fastigheter och byggande, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-48749.

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Real estate industry plays a significant role in high speed of economic development in China. However, with increasingly high housing price and scare land resources, real estate development is caught in a vicious circle. A large number of families could not afford their housing while housing prices have no trend to decrease which leads to huger gap between the rich and the poor and causes indirectly instability of society. Therefore, creating a healthy and stable real estate investment market is extremly urgent. The purpose of the thesis is to research the relationship between leading index of

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Diergaardt, Colin. "Analysing the Relationship between Banking Development and Economic Growth: Time Series Evidence from Namibia." Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/33712.

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The main objective of this study is to examine the relationship between banking development and economic growth in Namibia. Namibia has eight licenced commercial banks, four of which have been operational prior to the country's independence; Bank Windhoek Limited, First National Bank Namibia Limited, Nedbank Namibia Limited and Standard Bank Namibia Limited (BON, 2018). The other four licenced commercial banks began operating post independence. The banking development indicators employed by this study were broad money to nominal GDP (M2), private sector credit to nominal GDP (PSC), and lending

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Silva, Ágatha Lechner da. "Relationship between government debt and economic growth in Brazil." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20407.

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Mestrado em Economia Monetária e Financeira<br>A dissertação "Relação entre a dívida pública e o crescimento econômico no Brasil" fornece novos intuições sobre a relação entre a dívida pública e a taxa de crescimento do PIB no Brasil. Aplicamos os testes de causalidade de Granger, em análises multivariadas e bivariadas usando, respectivamente, as metodologias VEC e ARDL. Utilizamos dados mensais do período de janeiro de 1998 a novembro de 2019. Também foi considerada a interação entre outras variáveis como taxa de juros, taxa de inflação, taxa de câmbio, Índice de Emerging Market Bond Index Pl

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Simenta, Tiago Miguel Velhuco Alves Albuquerque. "Análise da influência dos indicadores económicos nacionais e internacionais no PSI 20." Master's thesis, Universidade de Évora, 2012. http://hdl.handle.net/10174/14077.

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O presente trabalho de investigação tem como objectivo relacionar séries macroeconómicas, com uma série financeira. As séries macroeconómicas são compostas por dois indicadores que caracterizam a actividade económica e um indicador que reflecte os preços dos bens e serviços, de Portugal, Alemanha e Estados Unidos. A série financeira é representada pelo Portuguese Stock Índex 20 (taxa de rendibilidade do PSI 20) que é composto pelas vintes maiores empresas portuguesas no mercado de capitais. Foram consideradas 218 observações, compreendidas entre os meses de Dezembro de 1992 e Fevereiro de 2011

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Filho, JoÃo Francisco de Souza. "Causalidade entre as taxas de crescimento dos paÃses desenvolvidos e emergentes." Universidade Federal do CearÃ, 2008. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=2424.

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AtravÃs da utilizaÃÃo de instrumentais estatÃsticos e economÃtricos para a anÃlise de sÃries temporais, buscou-se verificar as relaÃÃes entre as taxas de crescimento dos paÃses desenvolvidos e emergentes. Para tanto, utilizou-se de uma amostra contendo a taxa real de crescimento econÃmico desses paÃses no perÃodo de 1970-2007. Com base nesse estudo, verificou-se que existe causalidade, no sentido Granger, do crescimento econÃmico dos paÃses desenvolvidos em direÃÃo aos paÃses emergentes. A funÃÃo de resposta a impulsos mostrou que a resposta dos paÃses emergentes a choques no crescimento dos p

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Maia, Maria Evanice de Oliveira. "Industrial production, and war tax revenue between the Northeast: a proposal for research." Universidade Federal do CearÃ, 2012. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=8954.

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nÃo hÃ<br>The study involves the application of time series techniques to investigate the phenomenon of the War Tax generated by the financial and tax benefits granted in a general way by the Federal District and municipalities seeking new investments for the development of their region in order to leverage through the collection of the Tax on Circulation of Goods and Services Transport and Communications - ICMS. The investigation includes the three major economies of the Northeast: CearÃ, Pernambuco and Bahia. From monthly data for the Industrial Production Average - PIM and the total collect

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Moura, Fábio Rodrigues de. "O nexo causal entre crédito rural e crescimento do produto agropecuário na economia brasileira." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-22062016-163722/.

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O nexo causal entre desenvolvimento financeiro e crescimento econômico vem ganhando destaque na literatura desde o início dos anos 1990. As principais linhas teóricas nessa área buscam demonstrar qual a significância da relação e o sentido da causalidade, se houver. Causalidade unidirecional no sentido do desenvolvimento financeiro para o crescimento econômico, bicausalidade entre ambos, e causalidade reversa, no sentido do crescimento para o desenvolvimento financeiro, são as principais hipóteses testadas nas pesquisas empíricas. O presente trabalho de tese tem por objetivo avaliar o nexo cau

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Carvalho, João Filipe Dias de. "On the debt-equity link : evidence from european markets." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/8799.

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Mestrado em Finanças<br>Com este estudo, pretendeu-se responder à seguinte questão: "Existe alguma relação entre os mercados de acções e obrigações?". Dado que a maioria da literatura utiliza amostras de empresas dos E.U.A., o contributo dado para o tema foi aumentado pelo facto de ter sido introduzida uma amostra 100% europeia, dando uma perspectiva de um mercado diferente dos previamente estudados. A amostra compreende tanto as emissões de acções como as de obrigações das empresas constituintes do índice EURO STOXX 50, bem como o próprio índice e taxas de juro sem risco de curto e longo praz

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Muuse, Anneloes. "Transport infrastructure, intraregional trade, and economic growth : A study of South America." Thesis, Jönköping University, JIBS, Economics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12608.

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<p>In October 2000 the Initiative for the Integration of Regional Infrastructure in South America (IIRSA) was launched. The purpose of the IIRSA is to improve integration of the South American countries and intraregional trade between them. One of the ultimate goals is to promote sustainable growth. The purpose of this paper is to find out if a better quantity and quality of transport infrastructure increases intraregional trade in South America. It is found that the quantity of transport infrastructure increases intraregional trade. On the other hand, there is no evidence for the quality of t

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Nordmark, Jakob. "Stock returns and production growth in Sweden - is there a relationship?" Thesis, Växjö University, School of Management and Economics, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2494.

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<p>The purpose of this paper is to investigate if real stock returns are related to real GDP growth for the case of Sweden between 1980 and 2008. By using correlation tests, the paper presents evidence that there is almost no correlation between current real stock returns and current real GDP growth. On the other hand, Granger causality tests show that stock returns are related to future production growth for the period 1980-2008. Stock returns therefore indicate real economic activity in the next quarter. Between 1980 and 1992, there is no evidence of Granger causality from stock returns to G

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Strikholm, Birgit. "Essays on nonlinear time series modelling och hypothesis testing." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-535.

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There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. This thesis consists of four essays that have to do with various forms of nonlinear statistical inference. In the first chapter the problem of determining the number regimes in a threshold autoregressive (TAR) model is considered. Typically, the number of regimes (or thresholds) is assumed unknown and has to be de

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Palmquist, Samuel, and Vincent Sandberg. "The art of surfing the waves of mergers and acquisitions : An empirical study on the macroeconomic determinants of mergers and acquisitions in Sweden." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-25832.

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This thesis examines the linkages between macroeconomic variables and the number of domestic Mergers & Acquisitions (M&A) in Sweden during 1998-2011 (in terms of changes). This study treats stationary times series data, from which multiple regression models are assembled. These models include gross domestic product, OMX Stockholm price index, lending rate, money supply, debt rate, consumer confidence, the unemployment rate and capacity utilization as explanatory variables. Aggregate number of M&As is set to the dependent variable. The outcome was that gross domestic product, money

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Chiang, Te-Hsuan, and 姜德宣. "Granger causality between TAIFEX and SPOT price." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/46671646776175639814.

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碩士<br>國立臺灣大學<br>商學研究所<br>87<br>The purpose of this thesis is to examine the Granger causality between TAIFEX which is on the road in 1998/7/21and SPOT price。The data is form TAIWAN INTERNATIONAL MERCANTILE EXCHANGE CORP. and the period is 1998/10/13~1999/4/13。We can divide the data to three ways：total、bear and bull。The results are tabulated as follows： The relationship of SPOT & TAIFEXPeriod of lead-lag TotalShort TermSPOT leads TAIFEX5~10 mins Long TermFeedback － BearShort TermSPOT leads TAIFEX5~10 mins Long TermIndependence－ B

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Kau, Cha-lin, and 高嘉璘. "The Granger Causality Test between FDI and CO2." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/85295695561219170786.

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碩士<br>南華大學<br>管理經濟學系經濟學碩士班<br>97<br>In recent years, greenhouse gases caused global climate change issues have gradually become the focus of international attention. Global carbon dioxide emissions over is the main factors that cause the greenhouse effect. In particular, the Kyoto Protocol entered into force in 2005. Led all countries in the world directly or indirectly influenced by the reduction of greenhouse gas pressure. At this time, if able to master to have great influence on the greenhouse effect of carbon dioxide emissions, they will be in the relevant units to assist the development

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Yen-HsiangCheng and 鄭彥翔. "Evaluating Effective Connectivity in fMRI using Dynamic Granger Causality." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/03901517791275432714.

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碩士<br>國立成功大學<br>醫學資訊研究所<br>102<br>The invention of functional magnetic resonance imaging (fMRI) and blood oxygen level dependent contrast (BOLD) enable us to study how the brain works by non-invasive methods. Granger causality analysis (GCA) is a popular method to analyze effective connectivity that has been widely used in neurosciences in the last decade. We can use GCA to explore the interactions between the brain structures to find how the brain performs tasks and identify the hidden functional architecture. However, the application of GCA assumes that the analyzed time series must be cova

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Singh, Vimal. "The Granger causality between confidence and consumption in South Africa." Thesis, 2018. https://hdl.handle.net/10539/26058.

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A research report submitted to the Faculty of Science, in partial fulfilment of the requirements for the degree of Master of Science, University of the Witwatersrand. Johannesburg, April 2018.<br>South Africa’s news headlines are dominated by controversial stories of corruption, crime and politics. This research report investigates if people always accept these events as a "normal” part of the country’s history, or if these factors influence or are influenced by expenditure decisions of businesses and consumers. The variables included in the investigation are household consumption, business ca

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TSAI, WAN-YUN, and 蔡婉勻. "Relationship Between Life expectancy and Economic Growth – Granger causality Analysis." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/v322d7.

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碩士<br>國立臺北商業大學<br>國際商務系碩士班<br>106<br>This research tries to use Granger causality Analysis, investigate 10 ASEAN member countries and 35 OECD member countries, the period from 1995 to 2015. Chose ten factors among many factors affecting life expectancy and economic growth. Then conducted multiple regression analysis to evaluate relationship between each factor、life expectancy and economic growth. The ten factors includes：infant mortality, health expenditure, total investment, improve sanitation facilities , per capita income, gross national savings, fertility, electric power consumption, age d

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I-JungChen and 陳怡蓉. "Investigating Effective Connectivity in Auditory-Motor fMRI Using Granger Causality Analysis." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/41113421344667062413.

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碩士<br>國立成功大學<br>資訊工程學系<br>102<br>Recently, medical imaging studies often search for brain and nerve activity, such as functional magnetic resonance imaging (fMRI). FMRI is not only capable of observing changes in cerebral blood oxygenation but also of higher spatial resolution. In this study, we would like to explore effect connectivity among brain regions in auditory-motor experiment using conditional Granger causality analysis, which is one statistical test method to analysis temporal causal correlation between fMRI time series. In addition, we discovered that several factors may affect the

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Lin, Yang-Chiuan, and 林楊筌. "Granger Causality of Hon Hai Share prices, Revenues and Economic Factors." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/17511030990786883443.

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碩士<br>中國文化大學<br>經濟學系<br>103<br>In this paper, we discuss the Hon Hai shares, monthly revenue and economic factors. We use the Johansen cointegration test, vector error correction model and vector error correction Granger causality to examine the linkages across variables. Empirical period from January 2007 to December 2014. The empirical results, we found monthly revenue and stock price only one-way causality and effect of other economic factors on the Hon Hai stock price with monthly revenue are also too. Which part of the stock price ahead of broader market because it is important for the Ta

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Chang, Mei-Hui, and 張美慧. "Fund Manager Sentiment and Performance Prediction-Bootstrap Panel Granger Causality Test." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/59219128957237272307.

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碩士<br>嶺東科技大學<br>企業管理系碩士班<br>103<br>Previous researches upon whether fund performance can be predicted mainly depends on analyzing fund managers’ external selectivity ability, timing ability and asset allocation policy, yet never were their inherent psychological aspects taken into evaluation. This study extracted 35 competitive Equity of Mutual Funds in Taiwan from year 2001 to 2013. Taking into the phenomenon of cross-sectional dependence and heterogeneity of variables, we applied Bootstrap Panel Granger Causality Test proposed by Kónya (2006) with every 5 years as a period to distinguish the

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Ma, Jeng-wen, and 馬正文. "GDP Growth and Energy Consumption Revisited-- Evidence from Nonlinear Granger Causality Test." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/ky463q.

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碩士<br>南華大學<br>經濟學研究所<br>95<br>Energy consumption and economic growth are constantly considered imperative issues in energy economy. However, previous studies had explored the relationship between them based on a linear assumption but ignore the nonlinear behavior which changes as a result of structural break. In this study, we not only applies linear causality test but also the nonlinear Granger causality test approach, proposed by Baek and Brock (1992), to examine the causal relationship between energy consumption and economic growth in Asian newly industrialized countries, including Taiwan,

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Chang, Ming-Loang, and 張明郎. "The Granger Causality Between American and Japan or Hong kong or Singapore." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/9bc2e6.

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碩士<br>國立臺灣大學<br>財務金融學系<br>84<br>GRANGER CASUALITY ANALYSIS OF STOCK PRICE IN MAJOR ASIA MARKETS AND THE UNITED STATES GAN MPIRICAL INVESTIGATION This study uses unit root test and cointegration test and Granger casuality test to exaime the relationship and casuality between the stock market indexes in the United States and Hong or Singpore.This investigation is conducted by weekly return on stock market indexes made by Morgan Stainly Corporation Index 1,3,1985 through 12 13,1995. The empiri

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Liu, Yung-Chin, and 劉永欽. "A Study of Linear and Nonlinear Granger Causality in Taiwan Stock Market." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/17498438613112356256.

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碩士<br>國立交通大學<br>管理科學研究所<br>84<br>The Taiwan stock market has been established for more than 30 years. The size of the market scale has become larger and larger, and the level of prosperity of stock market is often regarded as an index of economic development. Due to this, there are many studies trying to find out the relationship between price and volume of the stock market. Many studies about the Taiwan stock market have found out that there indeed exists linear causal

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