Granger Causality Test of Urban-rural Income Gap and Employment of Rural Labor Forces——A Case Study of Shouguang City

Taking Shouguang City in Shandong Province as an example, this article researches the mutual relationship between urban-rural income and employment of rural labor forces, and conducting cointegration test and Granger causality test on the variable sequences using statistical data. The results show that the average annual income of rural labor forces influences the income per capita of rural residents, and there is a Granger causality relationship between the income per capita of rural residents and urban employees' average wage. Engaging in production concerning agriculture, forestry, animal husbandry and fishery makes the total income per capita in rural areas of Shouguang City higher than the average wage of urban residents in Shouguang City, even in Weifang City. The comparative advantage in terms of income causes the city to loose attraction to rural residents in Shouguang City. The comparative advantage drives more rural labor forces in Shouguang City to engage in primary industry, thereby greatly reducing the pressure of employment and transfer of rural labor forces. Finally important following measures are put forward to promote employment and on-the-spot transfer of rural labor forces: vigorously propel agricultural industrialization; increase rural residents' income; improve the living conditions for rural residents.

Rural Financial Development and Rural Economic Efficiency Improvement Based on Granger Causality Test

Based on the co-integration test theory,Financial Interrelation Ratio(FIR),level of financial efficiency(LFE),level of financial development(LFD) and other indices evaluating the rural financial development are selected by Granger Causality Test.The rural loan balance(RLB),rural deposit balance(RDB),total rural output(TRO),fixed assets investment(FAI),Financial Interrelation Ratio(FIR),economic efficiency(EE),level of financial efficiency(LFE),and level of financial development(LFD) in the years 1979-2007 are collected.Graphical method intuitively reflects the development trend and historical track of relevant indices;and Granger Causality Test verifies the relationship between rural financial development level and rural economic efficiency in the years 1979-2007.Result shows that rural financial development level has significant impact on rural economic growth,but rural economic growth has no significant impact on rural financial development;and rural financial development also has insignificant promotion impact on rural economic efficiency.Thus,conclusions are obtained.Although rural financial development has made certain contribution to the development of rural economy,this kind of contribution is only reflected in total quantity,but not efficiency.Therefore,government should further strengthen the promotion function of financial development for economic efficiency,and gradually establish a virtuous circle system for rural finance and economic development.

Research on the Relationship between Energy Minerals Exploitation and Economic Growth： Johansen Co-integration Analysis and Granger Causality Test

The purpose of this paper is to puts forward suggestions for the sustainable development of mineral resources by combining the benefit of economy from mineral resources with the introduction of concept of circular economic development.

基于时变传染网络和分位数Granger因果检验的系统性风险传染研究

基于18个经济体760家金融机构SRISK系统性风险数据,采用时变参数向量自回归模型和广义方差分解法测度全球系统性风险的时变传染网络,进而采用分位数Granger因果检验考察各经济体对中国高分位段系统性风险的影响。研究结果表明,结合SRISK数据和时变传染网络能有效识别重大风险事件的发生;发达和新兴经济体均会产生风险净输出效应,且会通过直接输出或香港地区间接输出风险至中国内地;在全样本与2008年金融危机、欧债危机、中美贸易战和新冠疫情重大风险事件期间,中国皆为风险净溢入国且新冠疫情期间溢入效应达历史最高;美英两国在重大风险事件期间均对中国高分位段系统性风险产生显著影响,新冠疫情期间中国高分位段系统性风险遭受外部冲击的形势最为严峻。

Granger Causality Analyses for Climatic Attribution

This review paper focuses on the application of the Granger causality technique to the study of the causes of recent global warming (a case of climatic attribution). A concise but comprehensive review is performed and particular attention is paid to the direct role of anthropogenic and natural forcings, and to the influence of patterns of natural variability. By analyzing both in-sample and out-of-sample results, clear evidences are obtained (e.g., the major role of greenhousegases radiative forcing in driving temperature, a recent causal decoupling between solar irradiance and temperature itself) together with interesting prospects of further research.

Correlation analysis and causality test between Ludong-Huanghai block and South Japan

In this paper, we make a comparative analysis and correlation test for the seismic activities in the South Japan and the Ludong-Huanghai block （a secondary tectonic unit in the North China） and approach the relationship between the energy release processes of these two areas by using co-integration analysis and Granger causality test for the time series of random variables. The results show that the seismic activities in these two areas are correlative and synchronous to a certain extent, and their release series of cumulative strain energy are contemporaneously correlative. Both energy series are first-order difference stationary processes and there is secular and steady co-integration between them. We make a positive analysis on the first-order difference energy series through Granger causality test based on vector error correction （VEC） model and find there is unilateral Granger causality and prominent co-integration between the two energy release processes.

Using granger-geweke causality model to evaluate the effective connectivity of primary motor cortex, supplementary motor area and cerebellum

Currently, Granger-Geweke causality models have been widely applied to investigate the dynamic direction relationships among brain regions. In a previous study, we have found that the right hand finger-tapping task can produce relatively reliable brain response. As an extension of our previous study, we developed an algorithm based on the classical Granger- Geweke causality model to further investigate the effective connectivity of three brain regions (left primary motor cortex (M1), supplementary motor area (SMA) and right cerebellum) that showed the most robust brain activations. Our computational results not only confirm the strong linear feedback among SMA, M1 and right cerebellum, but also demonstrate that M1 is the hub of these three regions indicated by the anatomy research. Moreover, the model predicts the high intermediate node density existing in the area between SMA and M1, which will stimulate the imaging experimentalists to carry out new experiments to validate this postulation.

The Impact of US Stock Market on the Co-Movements of BRIC Stock Markets—Evidence from Linear Conditional Granger Causality

This paper investigates the impact of the US stock market on the co-movements among the BRIC stock markets using conditional Granger causality which allows a comprehensive exploration on direct and indirect causality. The results from linear conditional causality test show a strong influence of the US stock market on the co-movements of BRIC. Our findings identify the US stock market which is the main inner factor making major contributions to the co-movements among the BRIC stock markets. Further, this study provides robust evidence that the co-movements cannot be significantly influenced by the common information factor. These findings show a more complete picture of the relationships between the US and the BRIC stock markets, offering important implications for policymakers and investors.

Insurance market density and economic growth in Eurozone countries:the granger causality approach

Background:This study examines the relationship between insurance market density(IMD)and economic growth.Methods:We employed Granger causality technique in 19 Eurozone countries for the period 1980-2014.We use three different indicators of IMD,namely life insurance density,non-life insurance density,and total insurance density.We particularly emphasize on whether Granger causality runs between IMD and economic growth both ways,one way,or not at all.Results:Our empirical result recognizes the presence of both unidirectional and bidirectional causality between insurance market density and economic growth.However,these results are mostly non-uniform across Eurozone countries.Conclusions:This study holds important policy implications-economic policies should recognize the differences in the insurance market density and economic growth in order to maintain sustainable economic growth in the Eurozone.

Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility

This paper compares the statistical properties of time-varying causality tests when errors of variables have multivariate stochastic volatility (SV). The time-varying causal-ity tests in this paper are based on a logistic smooth transition autoregressive model. The compared time-varying causality tests include asymptotic tests, heteroskedasticity-robust tests, and tests using wild bootstrap. Our simulation results show that asymptotic tests and heteroskedasticity-robust counterparts have size distortions under multivariate SV, whereas tests using wild bootstrap have better size properties regardless of type of error. In particular, the time-varying causality test with first-order Taylor approximation using wild bootstrap has better statistical properties.

改进DTW下界约束的Granger多元时序LSTM预测模型

多元时序的因果预测研究是探讨复杂网络响应关系的热点问题。提出一种通过DTW的下界约束组合并改进的层级过滤器,与格兰杰因果验证法相结合验证其因果统计量,挖掘出有效信息实现有效降维,进一步输入LSTM预测模型进行因果预测。仿真实验利用开源的空气质量数据集进行定量和定性对比验证,该方法的损失函数训练曲线和测试曲线有较好的拟合度,表明该因果预测法是可行且有效的。

中国股市的Granger因果关系分析

本文分析了香港、上海和深圳股市的相互关系 .借助 Granger因果关系的思想 ,从收益率与波动性两方面研究了三个股市间的相互联系与互动性 .结果表明 :沪深股市收益率与波动性间存在着很强的相关性 ;沪深股市的变化受香港股市等外来因素的影响很小 ;深圳股市对上海股市存在着显著的

黑龙江省耕地非农化与经济发展的Granger因果关系研究

研究目的:分析黑龙江省耕地非农化过程的内在原因,以助于协调黑龙江省耕地非农化进程与经济发展的关系,使耕地保护工作与未来经济运行相一致。研究方法:运用Granger因果关系检验法,利用Eviews4.1软件分析。研究结果:城市化进程对耕地非农化进程的影响与经济增长对耕地非农化的影响并不一致,城市化进程对耕地非农化的影响更加显著。因此,要从根本上解决耕地非农化与经济发展之间的矛盾须将城市化作为切入点。

Granger因果关系检验在攻击检测中的应用研究

在时态数据挖掘框架下,对基于Granger因果关系检验的攻击检测方法进行了研究。通过计算多个前兆输入时间序列与给定异常输出时间序列之间的因果关联程度,可从描述网络系统安全状态的多元时间序列数据集中检测出网络攻击行为的前兆,进而形成可供实际检测和预警使用的高置信度前兆规则和因果规则。对所提方法的正确性和精度进行了验证,并在设计的攻击检测与预警原型系统中对其进行了应用分析。

基于Granger原因的因果关系检验方法评析

基于协整理论的因果关系研究,是现代计量经济学具有划时代意义的发展。文章对几种主要的因果关系检验方法进行了评析,并针对这些检验方法存在的问题作了深入分析。其主要目的是为进行因果关系实证研究,提供理论依据和方法优化选择。

基于Granger因果检验的地价与房价关系

运用Granger因果关系检验法,研究不同房地产市场发展阶段的地价与房价的互动关系.从地价与房价关系的作用机理出发,建立理论假设体系,以美国、日本、中国的时间序列数据为基础,进行实证研究.结果表明:在美国,房地产市场处于成熟、平稳的发展阶段,地价决定房价;在日本,房地产市场处于异常发展阶段,房价决定地价;在中国,房地产市场尚未达到稳定阶段,地价决定房价.因此,地价与房价的互动关系取决于房地产市场的发展阶段,不可一概而论.

基于Granger检验的地价与房价关系研究

研究目的:探讨地价与房价的因果关系。研究方法:实证研究法与计量经济学分析方法。研究结果:在短期,武汉市房价与地价互为因果,其中地价是房价的Granger原因的程度更大;在长期,房价与地价之间没有显著的因果关系。研究结论:在利用土地政策进行宏观调控时,宜多采用内生的政策工具;继续强化对土地投机的抑制政策,可相应减少政府用来“熨平市场”所需的土地储备量,以缓解土地储备资金不足之困。

我国房价与租金Granger因果关系的实证研究

本文利用1998年第一季度到2006年第三季度的全国房屋销售价格指数和房屋租赁价格指数的时间序列数据,运用单位根检验、协整关系检验和格兰杰因果关系检验等方法,对我国房价与租金之间的关系进行实证分析。研究结果表明,在全国范围内,房价和租金短期相互独立,而房价是租金变动的长期原因。此外,本文还分析了北京、上海、杭州和深圳四个城市房价与租金的关系,结果显示不同城市的房价租金关系也各异。最后,本文分别从模型和经济学的角度对以上结论进行了解释。

价格国际传递链中的“中国因素”研究——基于非线性Granger因果检验

传统的Granger因果检验方法在现代经济学研究领域中得到了广泛的应用,然而,近年来的研究却发现,传统的Granger因果检验方法可能因忽略变量间的非线性关系而导致结论出现显著偏差。有鉴于此,本文首次采用最新发展的非线性Granger因果检验方法——Diks和Panchenko(2006)提出的非参检验方法,对中国在价格国际传递链中的地位与作用展开非线性研究。研究结果表明,通货膨胀在国际传递过程中呈现出显著的非线性动态变化趋势,而进一步的分析则发现在价格水平非线性传递中,作为世界第一大经济实体的美国发挥着主导作用,而中国对贸易伙伴国物价水平的冲击则十分微小,中国既无输出通货紧缩,也无输出通货膨胀。与此同时,本文还发现,现阶段中国物价水平呈现明显的外部"输入性"特征,因此,为了实现物价的长期稳定,我们必须在较好地应对国际冲击的同时,防范"输入型通货紧缩"与"输入型通货膨胀"的引发风险。

陆地边疆省份旅游发展与经济增长的互动效应研究:基于面板数据的Granger因果检验

本文基于1994-2014年的中国陆地边疆九省份的面板数据,通过面板单位根和面板格兰杰(Granger)因果检验,对以旅游收入和游客人数为指标的旅游发展与区域经济增长之间的互动效应进行了系统考察。研究发现,不论从哪个指标角度来看,旅游业的发展都对陆地边疆地区整体的经济拉动作用明显。然而,旅游发展与经济增长互动效应的区域差异明显,东北陆地边疆地区的互动效应显著,而西南和西北陆地边疆地区的互动效应较弱。