Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"Granger non-causality"”.
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An assessment of the relationship between budget deficit and economic growth in Namibia
… order of integration I (1). The Toda Yamamoto Granger non-causality test results indicate evidence of bi-directional causality between real GDP growth and budget deficit and a unidirectional causality from real GDP growth to debt. The study also found a bi-directional causality between debt and …
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Determinants of foreign direct investment and its relationship to economic growth
… results, another empirical chapter tests the causality between FDI and economic growth. We contribute to the literature by applying Granger non causality tests using the Fisher (1948), Hurlin (2004) and Hanck (2008) methods in heterogeneous panel data. The empirical evidence reported in this …
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An analysis of monetary policy and its effect on inflation and economic growth in South Africa
… the Error Correction Model and Toda-Yamamoto granger noncausality test. Furthermore, the study made use of a quantitative research design and included time series, macro-economic variables such as gross domestic product, employment, the repo rate, broad money supply, the nominal effective …
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Exchange rate volatility in LDCs: some findings from the Ghanaian, Mozambican and Tanzanian markets
… markets such as volatility clustering, non-linearity, non-normality and asymmetry. Our results suggest that exchange rate behaviour in these countries is generally influenced by similar factors. In particular, we find that the series exhibit the empirical regularities found in other …