Essays about: "Causality relationships"

Showing result 36 - 40 of 43 essays containing the words Causality relationships.

  1. 36. FInancial development and economic growth: cross-country comparisons.

    University essay from IHH, Nationalekonomi

    Author : Natalia Krasulina; [2012]
    Keywords : ;

    Abstract : This study attempts to investigate the relationship between financial development and economic growth and also the empirical analysis examines Granger causality of this relationship. Time series models are applied for six countries with emerging markets and different types of financial system (Saudi Arabia, Kuwait, Tunisia, Morocco, Israel and Egypt). READ MORE

  3. 37. On Causality and Robustness: Quantifying the causal effects between income, institutions and trade openness

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Johan Lindgren; Alisa Senderovic; [2011]
    Keywords : Causality; Granger test; Instrumental variable; Institutions; Robustness;

    Abstract : We investigate bi-directional causality between GDP per capita, the Kaufmann Rule of Law Index and trade as share of GDP using the Granger causality test. A larger data set than previously used in studies on causality is employed. We find that the various causal relationships depend on the countries under examination. READ MORE

  4. 38. Cointegration and Causality in International Stock Markets: A study of long-run stochastic trends in Oil & Gas and Financials indices

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andreas Hellstrand; Eugenia Korobova; [2010]
    Keywords : unit root; cointegration; causality; emerging markets; decoupling.;

    Abstract : As economies around the world grow and become more integrated, it is interesting to investigate how stock markets move in relation to one another. Some activists of the theory of decoupling argue that economies of emerging markets have become so self-sufficient that they have decoupled from the developed markets. READ MORE

  5. 39. Long Run Relationships between Base Metals, Gold and Oil

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Wenjia Duan; Garib Yusupov; [2010]
    Keywords : Commodities; Weak Exogeneity; VEC Granger Causality; Johansen Cointegration Test; Business and Economics;

    Abstract : This paper investigates the possible presence of long-run relationships (cointegration) among base metals and between base metals, Crude oil and Gold, using the Johansen multivariate approach and VEC Engle-Granger causality tests. The commodities used are seven base metals: Aluminum, Aluminum Alloy, Copper, Nickel, Zink, and Tin (from the London Metal Exchange), Crude oil and Gold. READ MORE

  6. 40. Price transmission system in Ethiopian coffee market

    University essay from SLU/Dept. of Economics

    Author : Mengistu Seyoum ; [2010]
    Keywords : price transmission; asymmetry; market integration; coffee; Ethiopia;

    Abstract : Price is the most vital element in market interaction. If there is an international free tradeand the domestic market of one country is interconnected with the international market,and if there is a price shocks in one market, the impact will have the same in the othermarket. READ MORE