Granger-causality tests

More documents

Recommendations

Info

Applications of <strong>Granger</strong> Causality What is it used for? Applications 2 – Neuroscience! Brain mapping Sensory-neural response Tracking interdependencies Researching brain disease Other applications – human – climate Political relationships Sociological interactions Performance and revenue in sports Policy effectiveness
Eview software Eviews can be useful include: scientific data analysis and evaluation, financial analysis macroeconomic forecasting, simulation, sales forecasting, and cost analysis.
Page 1 and 2: Because sometimes it’s more than
Page 3 and 4: What is causality? What do you thin
Page 5 and 6: Sir Clive William John Granger •B
Page 8 and 9: 1. Run a regression of X 2. Determi
Page 10 and 11: Linear Regression models Used to d
Page 12 and 13: Autoregressive model X t = c + φX
Page 14 and 15: Tools (Continued) F - tests (F dis
Page 16 and 17: F-Tests - on the difficulty of find
Page 18 and 19: Vector Autoregressions Macroeconom
Page 20 and 21: Recursive VARs Each error term i
Page 22 and 23: Continuous VAR Can correct for dis
Page 24 and 25: Performance VARs capture comovem
Page 26 and 27: Ljungwall, C. Wang, Z. Why is capit
Page 28 and 29: McCrorie, R. Chambers, M. Granger c
Page 30 and 31: Tian, G. Wan, G. Interaction among
Page 34 and 35: Microfit software Microfit has impr
Page 36: Granger causality is a statistical

Granger-causality tests

Create successful ePaper yourself

Delete template?

Save as template?