Sökning: "Granger-noncausality"

Hittade 2 avhandlingar innehållade ordet Granger-noncausality.

1. 1. Dynamics of the Inflationary Process in Kenya

   Författare :Njuguna S Ndungu; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; inflation; money; exchange rate; interest rate; budget deficits; cointegration; Granger-noncausality; variance decomposi;

   Sammanfattning : .... LÄS MER

3. 2. Essays on nonlinear time series modelling och hypothesis testing

   Författare :Birgit Strikholm; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. LÄS MER