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Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries
immigration growth unemployment Granger causality
2012/10/25
This paper examines the causality relationship between immigration, unemployment and economic growth of the host country. We employ the bootstrap panel Granger causality testing approach of Kónya (200...
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 ...
Multivariate Granger Causality and Generalized Variance
Granger causality causal inference multivariate statistics generalized variance
2010/3/11
Granger causality analysis is a popular method for inference on directed interactions in complex systems of many variables. A shortcoming of the standard framework for Granger causality is
that it on...
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...