Testing for Granger causality in heterogeneous mixed panels

descriptionPublicationkeyboard_double_arrow_right Article 01 May 2011 Turkey English Publisher:Elsevier BVJournal:Economic Modelling, volume 28, pages 870-876 (issn: 0264-9993,

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Authors: Emirmahmutoglu, Furkan; Kose, Nezir;

doi: 10.1016/j.econmod.2010.10.018

Testing for Granger causality in heterogeneous mixed panels

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Abstract

Abstract In this paper, we propose a simple Granger causality procedure based on Meta analysis in heterogeneous mixed panels. Firstly, we examine the finite sample properties of the causality test through Monte Carlo experiments for panels characterized by both cross-section independency and cross-section dependency. Then, we apply the procedure for investigating the export led growth hypothesis in a panel data of twenty OECD countries.

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Turkey

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Gazi University
Turkey

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