جستجوی مقالات مرتبط با کلیدواژه "granger causality" در نشریات گروه "مدیریت"

The main purpose of this paper is to investigate the relationship between poverty and corruption in the middle east countries over the years 1390-1398 using the Granger - Granger causality test, grenger and Yamamoto in the panel data.

The population studied in this study includes the countries of the middle east. Data panel data on these countries has been collected from reliable international sources, including the world bank, which was tested using Eviews software. the variables used in this study include comparative poverty, corruption, gross domestic production variables, labor force, inflation rate, unemployment rate and wage growth rate.

The results of the study show that the relationship between poverty and corruption in the middle east countries is a one-way causality relationship from poverty to corruption in the middle east countries, meaning that by increasing poverty, corruption increases. This unilateral causality relationship is confirmed unilateral in both causality approaches.Originality/Value: The results showed that by providing proper training, the government could prevent a lot of crruptions and also increase public awareness by creating educational bases at the level of countries and easy access to it for the general public. Then, the government considering the problems of all classes of people, motivates them as much as possible to go less towards corruption. Also, by providing gratuitous assistance to the weak classes of the society prevent these problems as much as possible.

The effective rate of exchange is one of the most important factors in international competitiveness. The more it increases, the better the competitiveness of exports is. So, keeping or raising the real effective exchange rate has a positive effect on the country's trade balance, but reducing it will have a negative effect. The aim of this study is to investigate the effect of exchange rate on the non-oil exports of Iran with the time series analysis approach. The data on the variables were extracted from databases for the period of 1991-2012, and the Dickey-Fuller test was used to evaluate the reliability of the variables. Also, the Granger causality test and the VAR model were used to test the hypothesis. The results showed that the variable of exchange rates had significant adverse effects on non-oil exports during the studied period; with an increase in the exchange rate in that period, non-oil exports declined. It was also shown that the impacts of GDP, the degree of economic openness and non-oil export facilities granted to the private sector were positive.

Market-orientation culture represents a form of creative flexibility the purpose of which is to boost values for market stake holders by prioritizing the role of costumer in all business activities. Productivity, along with efficiency as an inherent economic factor accompanying it, is the ultimate goal for numerous business organizations. The purpose of the present enquiry was to find out the extent to which market-orientation culture and productivity of human resources may influence each other. The study is based on the mixed findings regarding the nature of the relationship and the orientation of causality. To serve the purpose, the Granger Causality Test and the Hausman Test in simultaneous equation system were employed. Employing Market-orientation Culture Model of Denison and Human Resource Productivity Model of Hersi and Blanchard, the research data were obtained via direct observation of behavioral attitudes of the personnel working at Yaas Chain Stores in Tehran up to saturation point. The findings indicated significant positive relationship between the two research variables with enhanced human resource productivity boosting market-orientation culture and vice-versa.

Financial markets are among the influential markets in the economy of every country. Stock market booms and crashes in some countries not only influence their national economies but also have impacts on the global economy. Study of performance of stock market and stock price index and their effects on economic factors are among issues increasingly being focused by economic and financial researchers.Up to now many studies has been conducted on the causal relationship between stock market indices and economic variables in various countries. These causal relationships have confirmed in some studies and they have rejected in other ones. The innovation of present research is study of Granger causality in frequency domain about which there are no comprehensive studies especially in Iranian context. Present study addresses the causal relationship between gross domestic product (GDP) and stock market variables including stock price index, financial index and industry index in Iranian context and explores if predictive power is concentrated on lower frequencies or higher ones. Main goal of present study is to employ stock market indices to develop a model for prediction of GDP. Results from present study showed that in Iranian context there was no causal relationship between GDP and selected variables related to stock market in frequency domain and stock market indices cannot be used to predict GDP.

This study investigates the influence of wind energy consumption on GDP growth and CO2 emission in 14 Asian countries. For the period 2005 to 2013 The results of FMOLS model and ECM model indicate that wind energy consumption has positive long run effect on GDP growth and no long run effect on CO2 emission. The Granger causality reveale that in CO2 model there is bi-directional relationship between GDP growth and CO2 emission, and between CO2 emission and urban population. there is a uni-directional relationship between GDP and urban population, too