Essays about: "Toda and Yamamoto causality"
Showing result 11 - 11 of 11 essays containing the words Toda and Yamamoto causality.
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11. The Granger causal relationship between energy consumption and economic growth for eight European countries
University essay from Lunds universitet/Ekonomisk-historiska institutionenAbstract : Motivated by the rising importance of today’s environmental issues and more specifically the role of energy conservation policies, the current study investigates the Granger causal relationship between energy consumption and economic growth in eight European countries. Using a large dataset that overall spans from 1800-2009 the study employs the Toda-Yamamoto procedure and cointegration analysis with and without structural breaks in order to specify the Granger causality between the two variables both in a historical perspective but also more recently, after the third Industrial Revolution. READ MORE
