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22 articles for “Granger Causality test”
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Research ArticleOpen accessIn the abstractStock Market Development and Economic Growth an Empirical AnalysisVazakidis Athanasios, Adamopoulos AntoniosThis study investigated the causal relationship between stock market development and economic growth for Greece for the period 1978-2007 using a Vector Error Correction Model (VECM). Questions were raised whether stock market development causes economic growth taking into account the negative effect of interest rate on stock market development. The purpose of this study was to investigate the short-run and … …American Journal of Economics and Business Administration, Vol. 4, Issue 2 · 12 Jun 2012 · 13,859 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Causal Relationship between Financial Market Development and Economic GrowthAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between financial market development and economic growth for United Kingdom for the period 1965-2007 using a Vector Error Correction Model (VECM). Questions were raised whether financial market development causes economic growth or reversely taking into account the negative effect of interest rate. The objective of this study was to examine the causal … …American Journal of Applied Sciences, Vol. 7, Issue 4 · 30 Apr 2010 · 7,678 accessesView PDFCite
Research ArticleOpen accessIn the abstractAsymmetry Effect of Inflation on Inflation Uncertainty in Iran: Using from EGARCH Model, 1959-2009Dahmardeh Nazar, Pourshahabi Farshid, Khani Zade Amiri MojtabaProblem statement: In this study, we tried to examine the relationship between inflation and inflation uncertainty in Iran, because of considerable variation in its inflation rate. Approach: Inflation uncertainty is the major cost of high inflation that can influence the decision making of economic agents. Results: This study constructed a time series of seasonally inflation uncertainty in Iran from 1959-2009 … …American Journal of Applied Sciences, Vol. 7, Issue 4 · 30 Apr 2010 · 7,679 accessesView PDFCite
Research ArticleOpen accessIn the abstractEmerging Stock Market Performance and Economic GrowthSeyyed Ali Paytakhti OskooeProblem statement: In spite of significant development in Iran stock market as a emerging stock market, there has been not specific research on the causality between the stock prices and economic growth. This study represented a systematic investigation of the relationship between stock market performance and economic growth in Iran by conducting causality tests within the Vector Error Correction Model … …American Journal of Applied Sciences, Vol. 7, Issue 2 · 28 Feb 2010 · 8,460 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Market Development and Economic GrowthAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between stock market development and economic growth for France for the period 1965-2007 using a Vector Error Correction Model (VECM). Questions were raised whether stock market development causes economic growth or reversely taking into account the negative effect of interest rate. Stock market development is estimated by the general stock market index. … …American Journal of Applied Sciences, Vol. 6, Issue 11 · 30 Nov 2009 · 8,361 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Bound Test Approach to Cointegration of Tourism DemandFateh Habibi, Khalid Abdul RahimProblem statement: Given the high contribution of tourism industry in the Malaysian economy, Malaysia has a vast view to increase its market share of the international tourist arrivals in the Asia Pacific region. Therefore, this study attempts to investigate the long run and short run demand for tourism from top ten markets (country). Approach: To accomplish this objective the ARDL … …American Journal of Applied Sciences, Vol. 6, Issue 11 · 30 Nov 2009 · 7,217 accessesView PDFCite
Research ArticleOpen accessIn the abstractFinancial Development and Economic Growth An Empirical Analysis for GreeceAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between financial development and economic growth for Greece for the period 1978-2007 using a Vector Error Correction Model (VECM). Questions were raised whether financial development causes economic growth or reversely taking into account the positive effect of industrial production index. Financial market development is estimated by the effect of credit market development … …American Journal of Applied Sciences, Vol. 6, Issue 7 · 31 Jul 2009 · 7,749 accessesView PDFCite
Research ArticleOpen accessIn the abstractInvestigating the Causality Granger Relationship between the Rates of Interest and Inflation in IranMansour Zarra Nezhad, Ruhollah ZareaWith regard to the importance of the rates of interest and inflation in economy, this paper aims at investigating the Granger causality relationship between the rates of interest and inflation in Iran’s economy. Toda and Yamamoto’s Granger test of causality as well as ARDL approach were used to test the hypothesis that the rate of interest is the Granger cause … …Journal of Social Sciences, Vol. 3, Issue 4 · 31 Dec 2007 · 7,696 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Causal Relationship and Macroeconomic Activity: Empirical Results From European UnionChaido Dritsaki, Antonios AdamopoulosThis study investigates the relationship among macroeconomic variables using quarterly data for European Union covering the period from 1970 I to 2000 IV. The purpose of this study is to estimate the dynamic interrelation among macroeconomic variables such as money, gross domestic product, interest rates, level of price and exchange rates. For the empirical analysis of this investigation, we employ … …American Journal of Applied Sciences, Vol. 2, Issue 2 · 28 Feb 2005 · 7,854 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Causal Relationship between Trade, Foreign Direct Investment and Economic Growth in GreeceMelina Dritsaki, Chaido Dritsaki, Antonios AdamopoulosThis study investigates the relationship between Trade, Foreign Direct Investment (FDI) and economic growth in Greece over the period 1960-2002. The cointegration analysis suggested that there is a long-run equilibrium relationship. The results of the Granger causality test showed that there is a causal relationship between the examined variables. Economic growth, trade and FDI appear to be mutually reinforcing under … …American Journal of Applied Sciences, Vol. 1, Issue 3 · 30 Sep 2004 · 9,630 accessesView PDFCite