Shantanu Dravid

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Questions related from Shantanu Dravid

Under what conditions can Dumitrescu & Hurlin (2012) Granger non-causality test be used?

What is the purpose of using Dumitrescu & Hurlin (2012) Granger non-causality test? Can the test be used for analysing individual cross-sections in a Panel Vector Autoregression model?

06 April 2024 1,019 0 View

How do we analyse country specific Granger Causality in Stata for a Panel VAR?

I am running a Panel VAR model for 4 countries with the following variables: 1. GDP growth 2. Fiscal expenditure 3. Interest rates If possible, I wish to analyse the individual country specific...

03 April 2024 3,672 0 View

What are the consequences of running a panel VAR with 2 variables stationary at levels and one variable stationary at first difference ?

I have a trivariate Panel VAR system with the following variables: LnGDP (Natural log of GDP) Fiscal Expenditure (as % of GDP) Interest rate ( in %). LnGDP and interest rate are stationary at...

29 March 2024 9,656 0 View

What are the consequences of running a panel VAR with 2 variables stationary at levels and one variable stationary at first difference ?

I have a trivariate Panel VAR system with the following variables: LnGDP (Natural log of GDP), Fiscal Expenditure (as % of GDP) and Interest rate ( in %). LnGDP and interest rate are stationary at...

29 March 2024 8,495 2 View