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搜索结果: 1-5 共查到Granger causality相关记录5条 . 查询时间(0.061 秒)
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...
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 ...
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...
Controlling and monitoring extreme downside market risk are important for financial risk management and portfolio/investment diversification.
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...

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