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Keywords: Granger causality
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Journal Articles
World Journal of Science, Technology and Sustainable Development (2019) 16 (4): 196–207.
Published: 31 July 2019
... (ARDL) approach, dynamic ordinary least squares (DOLS), fully modified ordinary least square method (FMOLS) and the canonical cointegration regression (CCR). The causal linkage between the selected variables is investigated by the VECM Granger causality test. Findings The results of the Johansen...
