Global ETD Search
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Showing 1 to 13 of 13 for “"Granger causes"”.
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The role of private capital flows and financial deepening in the economic growth of South Africa
… the variables is further investigated using the Granger Causality test. Where previous studies mainly focus on investigating the relationship between capital flows and economic growth; and that of financial deepening and economic growth in South Africa independently; this study looks at the …
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Analysing the Relationship between Banking Development and Economic Growth: Time Series Evidence from Namibia
… association. In addition, this study engaged the Granger causality methodology in order to determine the casual association between banking development and economic growth. The error correction term equation suggested a long-run relationship between the variables in the VECM, while the results …
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The Identification of Housing Bubbles in the U.S. and China and Lessons for Avoiding Them
… both US and China in recent years. To find what Granger causes the momentum housing bubble in both econometric and psychological ways, the study conducts an econometric analysis using behavioral finance theories. Finally, the study concludes that the formation of momentum housing bubble resulted …
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Government expenditure on education and economic growth in South Africa
… Autoregressive distributive lag technique and Granger causality analysis. The findings revealed that government spending on education and economic growth are positively related in South Africa. Furthermore, the findings revealed that government expenditure on education granger causes economic …
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Foreign direct investment and economic growth in South Africa: a sector level causality analysis
… unreliability relating the traditional Granger causality technique. The report shows that FDI Granger-causes growth in primary, secondary, tertiary sectors and at an aggregate level. In addition, growth was found to Granger-cause FDI at tertiary and aggregate level. On the other hand …
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DIGITAL CURRENCY: IMPACT ON CHINA’S MONETARY AND FISCAL POLICIES
… and network-based digital monetization are the Granger causes of the generalized money multiplier. When the change in digital monetization rate [D(EM1) and D(EM2)] generates a positive impact of standard deviation, the month-on-month growth rate of tax revenue in a given quarter can produce a …
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Investigating the effectiveness of transmission mechanisms of monetary policy in Sierra Leone
… such as unit root tests, cointegration, Granger causality test, impulse responses and variance decomposition. The cointegration test result revealed that cointegration exists. The Granger causality test showed that gross capital formation Granger causes exchange rate and real interest …
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Investigating the relationship between the bank rate, unemployment and inflation: The Phillips curve in Namibia
… the variables. Through the VEC model, the Granger causality test, impulse response functions as well as the variance decomposition test are estimated. The Granger causality test identifies a single unidirectional causality in the series in the case whereby bank rate Granger causes …
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The Relationship Between Economic Growth and Fossil Fuel Energy Consumption Growth in Net Energy-Importing Emerging Economies
… sample of 35 emerging economies, economic growth Granger causes fossil fuel energy consumption growth in the period 1981-2013. Country-level scatter plots also indicate that in the sample of 35 emerging economies, the relationship between real GDP per capita and fossil fuel energy consumption per …
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Economic interdependence of Saudi Arabia and Pakistan through oil and labor
… among macroeconomic variables in our models. The Granger Causality tests indicate that oil price fluctuations and oil revenue cause both investment and income growth in Saudi Arabia. On the other hand, income growth in Saudi Arabia affects workers' remittances to Pakistan which in turn affect both …
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EMPIRICAL ESSAYS ON ECONOMIC POLICIES
… proposition. In addition, we find that money Granger-causes output, prices, and interest rates in most countries. Although our results do not provide strong evidences about the responses of output and prices as Friedman stated, we find that money matters, and policy makers should be cautious …
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Effect of stock market development on long-run economic growth-case of South Africa
… of this study show that stock market development Granger-causes economic growth.
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The impact of international migration on international trade: an empirical study of Australian migrant intake from Asian countries
… conducted. The results show that migrant intake “Granger causes” exports, but exports do not Granger cause immigration. This thesis demonstrates that international labour immigration, unlike the movement of other factors of production, is not necessarily a substitute for international trade in the …