Browsing The Library by Subject "Granger causality"

Now showing items 1-2 of 2

    • The effects of oil price shocks on inflation in Malaysia 

      Mohd Shahidan, Shaari; Nor Ermawati, Hussain; Hussin, Abdullah (Universiti Malaysia Perlis (UniMAP), 2012-06-18)
      The objective of this study is to examine the effect of oil price shock on inflation in Malaysia using monthly data from 2005 until 2011. The data on exchange rate, consumer price index and oil price were collected. Granger ...

    • A method based on the granger causality and graph kernels for discriminating resting state from attentional task 

      Danesh Shahnazian; Fatemeh, Mokhtari; Hossein-Zadeh, Gholam-Ali (Institute of Electrical and Electronics Engineers (IEEE), 2012-02-27)
      Exploring the directional connections between brain regions is of great importance in understanding the brain function. As a method of this exploration, Granger causality is defined in terms of the amount of improvement ...