Indian Journal of Economics, Հատոր 92University of Allahabad, Department of Economics, 2011 |
From inside the book
Արդյունքներ 43–ի 1-ից 3-ը:
Էջ 3
... Granger ( 1969 ) causality test is used . The major requirement of the Granger causality test is that the time series under consideration must be stationary . Therefore , unit root test has been used to test the non - stationarity in ...
... Granger ( 1969 ) causality test is used . The major requirement of the Granger causality test is that the time series under consideration must be stationary . Therefore , unit root test has been used to test the non - stationarity in ...
Էջ 6
... Granger causes or improve the prediction of the economy . We then use the same steps for equation ( 2 ) to test whether the economy " Granger Causes " TEE . Based on the results from equations ( 1 ) and ( 2 ) four possibilities ...
... Granger causes or improve the prediction of the economy . We then use the same steps for equation ( 2 ) to test whether the economy " Granger Causes " TEE . Based on the results from equations ( 1 ) and ( 2 ) four possibilities ...
Էջ 287
... Granger in 1969 called Granger Causality ( G C ) Test . The G C Test involves using F - test to test whether lagged information on a variable Y provides any statistically significant information about a variable X in the presence of ...
... Granger in 1969 called Granger Causality ( G C ) Test . The G C Test involves using F - test to test whether lagged information on a variable Y provides any statistically significant information about a variable X in the presence of ...
Բովանդակություն
Causality Between Total Expenditure | 1 |
Exchange Rate | 9 |
Inward | 71 |
35 այլ բաժինները չեն ցուցադրվում
Այլ խմբագրություններ - View all
Common terms and phrases
ADF test agricultural analysis average Bank budget deficit capita SDP causality co-integration coefficient commodity price index commodity prices crop current account deficit demand developing countries difference domestic debt Econometric economic development economic growth economy of India elasticities empirical equation equilibrium estimated expenditure exports F-statistic factors female fiscal deficit foreign gender global Granger Causality Granger cause growth rate Haryana households impact important income increase India indicates industry inequality inflation inputs integration interest payments interest rate International investment Johansen Journal Kerala macroeconomic measures monetary policy money supply Nigeria non-tradeables null hypothesis output Pakistan paper percent of GSDP period Pradesh production ratio real exchange rates regression retail Ricardian Equivalence root test significant stationary stock market Table Tamil Nadu terms of trade trend Tripura Twin Deficits unit root unit root test variables village