Importance of Granger causality test

By Divya Dhuria, Priya Chetty and Saptarshi Basu Roy Choudhury on September 18, 2018 1 Comment

Granger causality is a method to examine the causality between two variables in a time series. “Causality” is related to cause and effect notion, although it is not exactly the same. It is a statistical concept which is based on the prediction.

 

Time series using GARCH model in STATA

By Divya Dhuria, Priya Chetty and Saptarshi Basu Roy Choudhury on August 29, 2018 No Comments

The present article shows extensions of ARCH, i.e. GARCH model in STATA. Like ARCH model, ARCH extensions like Generalised ARCH (GARCH) model too need squared residuals as determinants of the equation’s variance.

 

Factors affecting the economic performance of a country

By Saptarshi Basu Roy Choudhury and Priya Chetty on July 16, 2018 No Comments

Economic performance of a country is measured by economic growth and the most commonly used indicator for economic growth of a country, its Gross Domestic Product (GDP) or Gross National Product (GNP). GDP is the aggregate value of all final goods and services produced in the domestic territory of an economy or a country in a certain period of time.

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