Pakistan Development Review, Volume 44Pakistan Institute of Development Economics, 2005 - Pakistan |
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Page 762
... Granger causality is characterised by a finite number of linear restrictions on a subset of parameters . Granger causality is a measure of the significance of one variable in forecasting another . To find out any cause and effect ...
... Granger causality is characterised by a finite number of linear restrictions on a subset of parameters . Granger causality is a measure of the significance of one variable in forecasting another . To find out any cause and effect ...
Page 789
... Granger Causality Tests Sample Range : 2000 : 06 2003 : 12 Lags : 5 Null Hypothesis Obs F - Statistic Probability NFA does not Granger Cause NDA NDA does not Granger Cause NFA 38 2.7139 0.2708 0.0412 0.9251 By looking into the Akiake ...
... Granger Causality Tests Sample Range : 2000 : 06 2003 : 12 Lags : 5 Null Hypothesis Obs F - Statistic Probability NFA does not Granger Cause NDA NDA does not Granger Cause NFA 38 2.7139 0.2708 0.0412 0.9251 By looking into the Akiake ...
Page 927
... Granger Cause Growth ; and ( iii ) whether Exports Granger Cause Investment . The results of this analysis will enable in accepting or rejecting the validity of ELG model to Pakistan . The advantage of this approach is to envisage the ...
... Granger Cause Growth ; and ( iii ) whether Exports Granger Cause Investment . The results of this analysis will enable in accepting or rejecting the validity of ELG model to Pakistan . The advantage of this approach is to envisage the ...
Contents
SKILL DEVELOPMENT | 536 |
COMMENTS Muslehud Din | 565 |
Pakistan Institute of Development Economics | 566 |
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agricultural research allocative efficiency analysis average Balochistan Bangladesh capital capitalist citrus coefficient cointegration cost demand developing countries Development Economics domestic Econometrics economic growth effect elasticity empirical Equation estimated expenditure export factors farm farmers fertility financial development foreign exchange function gender globalisation Granger Granger Causality growth rate household impact important income increase India indicators industry inflation inflows inputs institutions interest rate International Islamabad Islamic banking Journal Khan labour manufacturing marginal measure methodology monetary Muhammad null hypothesis output Pakistan paper parameters percent period population growth Poverty in Pakistan poverty line private investment production Punjab ratio real exchange rate reduce regression relationship root test sector Siddiqui significant Sindh skills social South Asian Statistics sterilisation Table tariff tax incidence trade liberalisation translog trend unit root variables volatility wage women