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Interrelationships Among Korean Outbound Tourism Demand:Granger Causality Analysis
Korean outbound tourism demand causality relationship, vector autoregressive model, interrelationship
2011/4/2
This study investigated Korean outbound tourism demand and its determinants using the Granger causality (GC) analysis. In contrast to previous studies, which dealt only with internal factors, such as ...
A Causality Analysis of Coal Consumption and Economic Growth for China and India
Causality Relationship Economic Growth Coal Consumption
2013/3/8
China and India are the two countries with the strongest economic growth in the world. Meanwhile they consume much of the global coal to fuel their economic development. With coal burning as a major f...
Granger causality in risk and detection of extreme risk spillover between financial markets
Cross-spectrum Extreme downside risk Financial contagion Granger causality in risk Nonlinear time series Risk management Value at Risk
2011/4/2
Controlling and monitoring extreme downside market risk are important for financial risk management and portfolio/investment diversification.
Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets
Cross-spectrum Extreme downside risk Financial contagion Granger causality in risk Nonlinear time series Risk management Value at Risk
2011/4/6
Controlling and monitoring extreme downside market risk is important for financial risk management and portfolio/investment diversification. In this paper, we introduce a new concept of Granger causal...
INTERPRETING THE EVIDENCE ON MONEY-INCOME CAUSALITY
INTERPRETING THE EVIDENCE MONEY-INCOME CAUSALITY
2014/3/18
Previous researchers have reached strikingly different conclusions about the usefulness of money for forecasting real output based on closely related regression-based tests. An e...
THE CONVERGENCE OF MULTIVARIATE ‘UNIT ROOT’ DISTRIBUTIONS TO THEIR ASYMPTOTIC LIMITS The Case of Money-Income Causality
MULTIVARIATE UNIT ROOT DISTRIBUTIONS THEIR ASYMPTOTIC LIMITS Money-Income Causality
2014/3/18
We examine the quality of recently developed asymptotic approximations to the sampling distributions of various statistics in levels regressions when the regressors have unit ro...