(b) What do you mean by Granger Causality? Suppose a researcher fits following regressions Summarized table below: sample range: 2006Q3-2017Q4 Dependent Variable LIF LIF LGDP LGDP Constant 0.251465 -20.06647 -0.622394 -1.154321 LGDP(-1) 0.740372 1.022145 1.041612 LIF(-1) 0.966654 0.830521 -0.003965 RSS 0.237109 0.204244 0.000355 0.000330 Discuss the nature of causality between log GDP (LGDP) and log Islamic Finance (LIF)
(b) What do you mean by Granger Causality? Suppose a researcher fits following regressions Summarized table below: sample range: 2006Q3-2017Q4 Dependent Variable LIF LIF LGDP LGDP Constant 0.251465 -20.06647 -0.622394 -1.154321 LGDP(-1) 0.740372 1.022145 1.041612 LIF(-1) 0.966654 0.830521 -0.003965 RSS 0.237109 0.204244 0.000355 0.000330 Discuss the nature of causality between log GDP (LGDP) and log Islamic Finance (LIF)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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