Gotowe bibliografie tematyczne / Granger causality / Rozprawy doktorskie
Kliknij ten link, aby zobaczyć inne rodzaje publikacji na ten temat: Granger causality.

Rozprawy doktorskie na temat „Granger causality”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 25 lipca 2025

Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych

Wybierz rodzaj źródła:

Sprawdź 50 najlepszych rozpraw doktorskich naukowych na temat „Granger causality”.

Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.

Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.

Przeglądaj rozprawy doktorskie z różnych dziedzin i twórz odpowiednie bibliografie.

1

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.

Pełny tekst źródła
Streszczenie:
REDE FERROVIÁRIA FEDERAL SA<br>Neste trabalho fazemos uma revisita à causalidade no sentido de Granger aplicada às Séries Temporais bivariadas no domínio do tempo e da freqüência. Um programa computacional foi escrito usando a linguagem Pascal para, testando casos reais e simulados, construir modelos de causalidade/feedback, que são então analisados no ambiente espectral, com ênfase maior à discussão da coerência 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
Style APA, Harvard, Vancouver, ISO itp.
2

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

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
3

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
4

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.

Pełny tekst źródła
Streszczenie:
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 dire
Style APA, Harvard, Vancouver, ISO itp.
5

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
6

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.

Pełny tekst źródła
Streszczenie:
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.
Style APA, Harvard, Vancouver, ISO itp.
7

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

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
8

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
9

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.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
10

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/.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
11

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

Znajdź pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
12

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
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.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
14

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
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.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
16

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
17

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.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
18

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.

Pełny tekst źródła
Style APA, Harvard, Vancouver, ISO itp.
19

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
20

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
21

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
22

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.

Pełny tekst źródła
Streszczenie:
<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
Style APA, Harvard, Vancouver, ISO itp.
23

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
24

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
25

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/.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
26

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
27

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
28

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
29

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
30

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
31

Garba, Moussa. "Analyse des approches prudentielles de la gestion des risques bancaires : quelques constats économétriques sur les banques africaines." Thesis, Université Côte d'Azur (ComUE), 2016. http://www.theses.fr/2016AZUR0032/document.

Pełny tekst źródła
Streszczenie:
Cette thèse contribue à la littérature sur les normes prudentielles de la gestion des risques bancaires,la causalité entre le développement financier et la croissance économique et enfin les hypothèses del'aléa moral et de la réglementation du capital des banques. La crise des Subprimes de 2007 aparadoxalement permis de souligner une fois de plus les lacunes des normes prudentielles Bâle I etBâle II, du fait de ses différentes conséquences sur les systèmes bancaires mondiaux. En adoptantune démarche économétrique et en exploitant des données de panel sur un échantillon des banquesd’Afrique sub
Style APA, Harvard, Vancouver, ISO itp.
32

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.

Pełny tekst źródła
Streszczenie:
<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
Style APA, Harvard, Vancouver, ISO itp.
33

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.

Pełny tekst źródła
Streszczenie:
<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
Style APA, Harvard, Vancouver, ISO itp.
34

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
35

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.

Pełny tekst źródła
Streszczenie:
This thesis examines the linkages between macroeconomic variables and the number of domestic Mergers &amp; Acquisitions (M&amp;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&amp;As is set to the dependent variable. The outcome was that gross domestic product, money
Style APA, Harvard, Vancouver, ISO itp.
36

Rahimi, Azadeh. "Essays on the Causal Relationship Between Short-Term and Long-Term Interest Rates." Thèse, Université d'Ottawa / University of Ottawa, 2014. http://hdl.handle.net/10393/31157.

Pełny tekst źródła
Streszczenie:
This thesis is about the causal relationship between interest rates. In chapter 1, with the help of time-series econometrics and by applying linear Granger causality tests based on the Toda-Yamamoto approach, the linear causality directions between the federal funds rate and five different interest rates during the last seven business cycles in the U.S. are investigated. We also examine the linear Granger causality directions between the overnight rate and five other interest rates during the last three business cycles in Canada. In chapter 2, the Diks and Panchenko Granger causality test is
Style APA, Harvard, Vancouver, ISO itp.
37

Fink, Gerhard, Peter Haiss, and Sirma Hristoforova. "Credit, Bonds, Stocks and Growth in Seven Large Economies." Europainstitut, WU Vienna University of Economics and Business, 2006. http://epub.wu.ac.at/1390/1/document.pdf.

Pełny tekst źródła
Streszczenie:
We use annual real GDP and the volume of the bond, stock and credit markets to assess the causal relationship between the aggregate bond market development and economic growth in the USA, Japan, Germany, Great Britain, Italy, France and the Netherlands over the 1950 to 2001 period. The literature on the real - financial nexus to date has focused on the credit and stock markets, with few exceptions. Partially due to data availability problems, the impact of bond markets on economic growth has not yet been examined in the same way. To fill this gap we provide empirical evidence for long-run equi
Style APA, Harvard, Vancouver, ISO itp.
38

Zhang, Shiyu. "Relationship Between Real Estate Market and Stock Market in China." Scholarship @ Claremont, 2016. http://scholarship.claremont.edu/cmc_theses/1376.

Pełny tekst źródła
Streszczenie:
This paper studies the price fluctuation from 2010 to 2016 of two major assets in China: real estate and stock. Equity price is found to Granger cause stock price while the reverse relationship is significant but less strong. The paper then studies whether the nature of the correlation depends on the type of city under consideration. This is achieved by grouping 25 cities into four city tiers based on their level of economic developments and conducting a linear causality test on each city tier. Housing price in first tier cities is found to be much more significantly correlated with stock pric
Style APA, Harvard, Vancouver, ISO itp.
39

Dakhil, Amel. "The contribution of the construction industry to economic development in Libya." Thesis, Liverpool John Moores University, 2013. http://researchonline.ljmu.ac.uk/4454/.

Pełny tekst źródła
Streszczenie:
It is widely recognised that the construction industry has a positive role to accelerate the wheel of economic growth in any country. This research is concerned with the Libyan construction industry (LCI). Libya is a developing country which suffered from a big loss in its infrastructures and its unemployment rate increased to 30% in the middle of 2013. Regarding the importance of the construction industry through the role it has in providing infrastructure and creating employment and the poor economic condition of Libya, the rationale of this research follows the example of other nations such
Style APA, Harvard, Vancouver, ISO itp.
40

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

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
41

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

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
42

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

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
43

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

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
44

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
45

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
46

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
47

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
48

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.

Pełny tekst źródła
Streszczenie:
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,
Style APA, Harvard, Vancouver, ISO itp.
49

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
50

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.

Pełny tekst źródła
Streszczenie:
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
Style APA, Harvard, Vancouver, ISO itp.
Możesz być także zainteresowany bibliografiami na temat „Granger causality” dla innych typów źródeł:
Artykuły w czasopismach Książki
Oferujemy zniżki na wszystkie plany premium dla autorów, których prace zostały uwzględnione w tematycznych zestawieniach literatury. Skontaktuj się z nami, aby uzyskać unikalny kod promocyjny!

Do bibliografii