In this study, we analyzed the effects of financial development, per capita real income, the
square of per capita real income, per capita energy consumption and openness on per …

This paper provides a theoretical overview of Wald tests for Granger causality in levels
vector autoregressions (VAR's) and Johansen-type error correction models (ECM's). The …

This study assesses the causal link between green finance (GF) and sustainable
development (SD) at a global scale with the bootstrap rolling-window Granger causal …

We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy
of two competing forecasts. In contrast to previously developed tests, a wide variety of …

When I worked on my Introduction to Multiple Time Series Analysis (Lutk ̈ ̈-pohl (1991)), a
suitable textbook for this? eld was not available. Given the great importance these methods …

This paper shows how we can estimate VAR's formulated in levels and test general
restrictions on the parameter matrices even if the processes may be integrated or …

In this book Nancy Cartwright argues against a vision of a uniform world completely ordered
under a single elegant theory, and proposes instead a patchwork of laws of nature …

This paper conducts causality tests between financial development and real GDP using
recently developed time series techniques. Our results provide little support to the view that …

This paper investigates the existence and direction of Granger causality between economic
growth, energy consumption, and carbon emissions in China, applying a multivariate model …

Abstract Spatio-Temporal Graph (STG) forecasting is a fundamental task in many real-world
applications. Spatio-Temporal Graph Neural Networks have emerged as the most popular …