Przeglądanie wg słów kluczowych "Granger causality"
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Przeglądanie wg słów kluczowych "Granger causality"
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(2016-12-28)In this paper the threshold (T-ECM) and linear (ECM) error correction models are estimated to examine the short-run and long-run Granger causality in terms of asymmetric and symmetric relationship for seven European Union ...
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(2011-12-11)The concept of causality formulated in 1969 by C.W.J. Granger is mostly popular in the econometric literature. The central assumption of the concept is the fact that the cause precedes the effect and can help in forecasting ...
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(2015-04-16)The article aims to look at the long-run equilibrium relationship between per capita greenhouse gas emissions and per capita real GDP (EKC hypothesis) in an asymmetric framework using the non-linear threshold cointegration ...
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