Listar por tema "Granger-causality"
Mostrando ítems 1-2 de 2
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Foreign direct investment and trade: a causality analysis
We analyse in this paper the relationship between outward FDI and exports, with Spanish quarterly data for the period 1977-1992. The empirical methodology makes use of Granger-causality tests in a cointegration framework, ... -
There was monetary autonomy in Europe on the eve of EMU? The German dominance hypothesis reexamined
In this paper we re-examine the German dominance hypothesis, as a way to assess whether the loss of monetary autonomy in Europe associated with EMU had been significant. We use Granger-causality tests between the interest ...