Essays about: "Wald Granger causality test"

Found 2 essays containing the words Wald Granger causality test.

1. 1. Long Run Emission-Growth Nexus: An Empirical Evidence

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Champa Bati Dutta; [2014]
   Keywords : CO2 Emission; economic growth; Granger causality; substitution; Business and Economics;

   Abstract : This study presents an empirical investigation of i) testing the Granger Causality between economic growth and aggregated carbon dioxide (CO2) emission; and economic growth and disaggregated CO2 emission from burning fossil fuel coal, oil and natural gas respectively; ii) the potential impact on economic growth if countries substitute CO2 emission from dirty energy, coal, by emission from relatively cleaner energy oil and natural gas. I undertake panel analysis of 30 countries and separate time series analysis for China, United States and United Kingdom during 1960-2010 sample years. READ MORE

3. 2. Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis

   University essay from Nationalekonomi

   Author : Muhammad Akram; [2012]
   Keywords : Oil price shocks; Economic growth; Vector Autoregressive; Impulse response function; Wald Granger causality test;

   Abstract : This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a multivariate Vector Autoregressive analysis followed by Wald Granger causality test and Impulse Response Function (IRF). READ MORE