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Ujian Kausaliti Granger Fourier

Ujian kausaliti Granger Fourier memperluas kerangka kausaliti Granger klasik dengan menyematkan istilah Fourier frekuensi rendah dalam persamaan VAR, membolehkan hubungan kausal beralih secara beransur-ansur dari semasa ke semasa tanpa memerlukan penyelidik untuk menentukan terlebih dahulu bilangan atau lokasi perubahan struktur.

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Sumber

  1. Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419. DOI: 10.1515/snde-2014-0101
  2. Nazlioglu, S., Gormus, N. A., & Soytas, U. (2016). Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. Energy Economics, 60, 168–175. DOI: 10.1016/j.eneco.2016.09.009

Cara memetik halaman ini

ScholarGate. (2026, June 3). Fourier Approximation Granger Causality Test. ScholarGate. https://scholargate.app/ms/econometrics/fourier-granger-causality

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ScholarGateFourier Granger Causality (Fourier Approximation Granger Causality Test). Dicapai 2026-06-15 daripada https://scholargate.app/ms/econometrics/fourier-granger-causality · Set data: https://doi.org/10.5281/zenodo.20539026