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A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance

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  1. Gülbahar ÜÇLER, 2016. "Testing the relationship between military spending and private investments: Evidence from Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 307-318, Autumn.
  2. Okumus, Fevzi & Kocak, Emrah, 2023. "Tourism and economic output: Do asymmetries matter?," Annals of Tourism Research, Elsevier, vol. 100(C).
  3. Muntasir Murshed & Mohamed Elheddad & Rizwan Ahmed & Mohga Bassim & Ei Thuzar Than, 2022. "Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(1), pages 33-78, March.
  4. Zahoor Ahmed & Hoang Phong Le & Syed Jawad Hussain Shahzad, 2022. "Toward environmental sustainability: how do urbanization, economic growth, and industrialization affect biocapacity in Brazil?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(10), pages 11676-11696, October.
  5. Sarmiento, Julio & Cayon, Edgardo & Collazos, María & Sandoval, Juan S., 2017. "Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela," Research in International Business and Finance, Elsevier, vol. 41(C), pages 547-555.
  6. Panagiotou, Dimitrios, 2021. "Asymmetric price responses of the US pork retail prices to farm and wholesale price shocks: A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
  7. Muntasir Murshed & Haider Mahmood & Tarek Tawfik Yousef Alkhateeb & Mohga Bassim, 2020. "The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka," Energies, MDPI, vol. 13(24), pages 1-22, December.
  8. Kaodui Li & Mohammed Musah & Yusheng Kong & Isaac Adjei Mensah & Stephen Kwadwo Antwi & Jonas Bawuah & Mary Donkor & Cephas Paa Kwasi Coffie & Agyemang Andrew Osei, 2020. "Liquidity and Firms’ Financial Performance Nexus: Panel Evidence From Non-Financial Firms Listed on the Ghana Stock Exchange," SAGE Open, , vol. 10(3), pages 21582440209, August.
  9. Ayton, Julie & Krasnikova, Natalia & Malki, Issam, 2022. "Corporate social performance and financial risk: Further empirical evidence using higher frequency data," International Review of Financial Analysis, Elsevier, vol. 80(C).
  10. Gunay, Samet, 2020. "Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes," Research in International Business and Finance, Elsevier, vol. 52(C).
  11. Baz, Khan & Cheng, Jinhua & Xu, Deyi & Abbas, Khizar & Ali, Imad & Ali, Hashmat & Fang, Chuandi, 2021. "Asymmetric impact of fossil fuel and renewable energy consumption on economic growth: A nonlinear technique," Energy, Elsevier, vol. 226(C).
  12. Korhan K. Gokmenoglu & Nigar Taspinar & Mohammad Mafizur Rahman, 2021. "Military expenditure, financial development and environmental degradation in Turkey: A comparison of CO2 emissions and ecological footprint," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 986-997, January.
  13. Fousekis, Panos & Katrakilidis, Constantinos & Trachanas, Emmanouil, 2016. "Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model," Economic Modelling, Elsevier, vol. 52(PB), pages 499-506.
  14. Serpil Kahraman Akdogu & Ayse Ozden Birkan, 2016. "Interaction between Stock Prices and Exchange Rate in Emerging Market Economies," Research in World Economy, Research in World Economy, Sciedu Press, vol. 7(1), pages 80-94, June.
  15. Bulut, Umit & Muratoglu, Gonul, 2018. "Renewable energy in Turkey: Great potential, low but increasing utilization, and an empirical analysis on renewable energy-growth nexus," Energy Policy, Elsevier, vol. 123(C), pages 240-250.
  16. Yilanci, Veli & Kilci, Esra N., 2021. "The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test," Resources Policy, Elsevier, vol. 72(C).
  17. Abdulnasser Hatemi-J, 2020. "Bear Markets and Recessions versus Bull Markets and Expansions," Papers 2009.01343, arXiv.org, revised Nov 2020.
  18. Chien-Chiang Lee & Godwin O Olasehinde-Williams & Ifedolapo Olabisi Olanipekun, 2022. "GDP volatility implication of tourism volatility in South Africa: A time-varying approach," Tourism Economics, , vol. 28(2), pages 435-450, March.
  19. Abdulnasser Hatemi-J & Abdulrahman Al Shayeb & Eduardo Roca, 2017. "The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests," Applied Economics, Taylor & Francis Journals, vol. 49(16), pages 1584-1592, April.
  20. Hummera Saleem & Malik Shahzad Shabbir & Syed Ali Raza Shah & Jalal Shah, 2021. "Nexus between Foreign Direct Investment and Poverty Reduction: A case of Pakistans," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 3(3), pages 272-280, December.
  21. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017. "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 94-111.
  22. Gülbahar ÜÇLER, 2016. "Testing the relationship between military spending and private investments: Evidence from Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 307-318, Autumn.
  23. Kamil Sertoglu & Lucy Davou Philip & F rat Emir, 2021. "Assessing the Role of Agriculture and Energy Use on Environmental Sustainability: Evidence from RALS Cointegration Technique," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 50-59.
  24. Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa, 2019. "Price and volatility spillovers across the international steam coal market," Energy Economics, Elsevier, vol. 77(C), pages 119-138.
  25. Arcade Ndoricimpa, 2014. "Bootstrap causality between inflation uncertainty and output growth uncertainty in selected African countries," Economics Bulletin, AccessEcon, vol. 34(4), pages 2151-2164.
  26. Abdulnasser Hatemi-J & Mrittika Shamsuddin, 2016. "The causal interaction between financial development and human development in Bangladesh," Applied Economics Letters, Taylor & Francis Journals, vol. 23(14), pages 995-998, September.
  27. Ahmed, Zahoor & Asghar, Muhammad Mansoor & Malik, Muhammad Nasir & Nawaz, Kishwar, 2020. "Moving towards a sustainable environment: The dynamic linkage between natural resources, human capital, urbanization, economic growth, and ecological footprint in China," Resources Policy, Elsevier, vol. 67(C).
  28. Shakoor Ahmed & Khorshed Alam & Afzalur Rashid & Jeff Gow, 2020. "Militarisation, Energy Consumption, CO2 Emissions and Economic Growth in Myanmar," Defence and Peace Economics, Taylor & Francis Journals, vol. 31(6), pages 615-641, August.
  29. Hatemi-J, Abdulnasser & Al-Mohana, Safa, 2019. "Testing for Financial Market Integration of the UAE Market with the Global Market," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(4), pages 475-492.
  30. Aktolkin Abubakirova & Aziza Syzdykova & Assan Dosmakhanbet & Lyazzat Kudabayeva & Gulnar Abdulina, 2021. "Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 140-148.
  31. Korhan Gokmenoglu & Siamand Hesami, 2019. "Real estate prices and stock market in Germany: analysis based on hedonic price index," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(4), pages 687-707, April.
  32. Abdulnasser Hatemi-J & Youssef El-Khatib, 2016. "An extension of the asymmetric causality tests for dealing with deterministic trend components," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 4033-4041, September.
  33. Selim Yildirim & Bilge Kagan zdemir & Burhan Dogan, 2013. "Financial Development and Economic Growth Nexus in Emerging European Economies: New Evidence from Asymmetric Causality," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 710-722.
  34. Abdulnasser Hatemi-J, 2021. "Dynamic Asymmetric Causality Tests with an Application," Papers 2106.07612, arXiv.org, revised Jun 2021.
  35. Clement Olalekan Olaniyi, 2020. "Application of Bootstrap Simulation and Asymmetric Causal Approach to Fiscal Deficit-Inflation Nexus," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 12(2), pages 123-140, May.
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