“...Purpose - In all existing theoretical papers on causality it is assumed that the lag length is known a priori. However, in applied research the lag length has...”

“...This article argues that there are several logical reasons for the existence of asymmetric causal effects that need to be taken into account but usually are...”

“...It is widely agreed in empirical studies that allowing for potential structural change in economic processes is an important issue. In existing literature,...”

“...This paper focuses on an important empirical and methodological research question, namely possibly asymmetric and hence nonlinear cointegrating relationships...”

“...Since the seminal work by Sims (1980), the impulse response functions are regularly applied to capture the propagation mechanism of a shock across time. This...”

“...This note investigates the causal relationship between financial development measured as the domestic credit to private sector (% of GDP) and human development...”

“...Purpose - The purpose of this paper is to investigate whether the Australian equity market is informationally efficient in the semi-strong form with regard to...”

“...Using bootstrap causality tests with leveraged adjustments, the link between exchange rates and stock prices in Malaysia, Indonesia, Philippines and Thailand...”

“...This article extends the asymmetric causality tests, as developed by Hatemi-J (2012), for dealing with deterministic trend parts. It is shown how integrated...”

“...Like many developing countries, Turkey has also given priority to the development of tourism industry as a part of its economic growth strategy. This study...”