Time Series Causality Analysis
Mostrando 1-7 de 7 artigos, teses e dissertações.
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1. The impact of OFDI on economic growth countries. An econometric approach using panel data and time-series evidence
The thesis at hand adds to the existing literature by investigating the relationship between economic growth and outward foreign direct investments (OFDI) on a set of 16 emerging countries. Two different econometric techniques are employed: a panel data regression analysis and a time-series causality analysis. Results from the regression analysis indicate a
Publicado em: 20/12/2012
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2. Caracterização da conectividade entre regiões cerebrais via entropia aproximada e causalidade de Granger. / Brain connectivity characterization via approximate entropy and Granger causality.
Essa dissertação apresenta o desenvolvimento métodos para caracterização da conectividade entre séries temporais neurofisiológicas. Utilizam-se metodologias provenientes da Teoria da Informação Entropias Aproximada e Amostral para representar a complexidade da série no tempo, o que permite inferir como sua variabilidade se transfere a outras sequê
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 02/08/2011
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3. Analysis of the integrated market from the main producers and consumers of coffee / AnÃlise de integraÃÃo de mercado dos principais paÃses produtores e consumidores de cafÃ
This study analyses the space integration among the prices of coffee from the main producing countries (Brazil, Vietnam, Colombia, Mexico and Ethiopia) and consuming ones (United States, German, Japan, Italy and France) of the world. As data were used monthly series of paying prices to producing countries and paying prices from consuming countries in US$ cen
Publicado em: 2009
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4. Accounting earnings properties and determinants of earnings response coefficient in Brazil / Propriedades do lucro contábil e determinantes do coeficiente de resposta ao lucro no Brasil
A fundamental issue at the interface of economics, finance, and accounting involves the relation between a firms reported earnings and its stock returns. The lack of research in this field using Brazilian data and the limitations of previous research in terms of time-series data (small length available) motivates the present research. In addition, the practi
Publicado em: 2009
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5. Causality enters the taxes of growth of the developed and emergent countries / Causalidade entre as taxas de crescimento dos paÃses desenvolvidos e emergentes
Through the use of statistical and econometric instrumentals for the analysis of time series, this work aims to verify the relationships between the economic growth rate of developed and emergent countries. For so much, it was used of a sample containing the real economic growth rate of those countries in the period of 1970-2007. With base in this study, it
Publicado em: 2008
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6. Fatores condicionantes do crescimento econÃmico de longo prazo a China: aspectos teÃricos e investigaÃÃo empÃrica
The main goal of this dissertation is to empirically analyze Chinaâs growth experience during the period of 1978 to 2003. We have started with the hypothesis that Chinaâs economic growth during the last decades can be characterized by different aspects such as the investment rates (physical capital accumulation), a higher degree of financial and trade open
Publicado em: 2006
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7. Estimating equation–based causality analysis with application to microarray time series data
Microarray time-course data can be used to explore interactions among genes and infer gene network. The crucial step in constructing gene network is to develop an appropriate causality test. In this regard, the expression profile of each gene can be treated as a time series. A typical existing method establishes the Granger causality based on Wald type of te
Oxford University Press.