Causality of external population migration intensity and regional socio-economic development of Ukraine

The Carpathian Region (Zakarpattia, Lviv, Chernivtsi, and Ivano-Frankivsk) is inferior to other regions in Ukraine regarding its economic development, which does not contribute to migration stability and, rather, serves as a factor motivating the active part of the population to emigrate. The problem of the labor market disproportions in the Carpathian Region is one of the significant causes of the formation and subsequent implementation of migration intentions, especially in rural areas, less economically developed areas, and district centers, where labor demand is much lower. The research aims to develop an innovative approach to calculating the intensity of the population’s external migration based on the introduction of a correction coefficient, which enables to consider the scale of transit migration in the Carpathian Region. The data presented in the study were collected for the period 2005–2018. Granger causality analysis is used to assess the relationship between migration and socio-economic development of the region. The analysis reveals that in all regions of the Carpathian Region, there is a short-run causal relationship between the intensity of external migration and the share of total household expenditure on food; in the medium run, the real household income, the size of the average monthly wages, and the volume of foreign portfolio investment, the foreign economic activity and retail trade turnover in the region; in the long run, living standards and indicators of economic growth. Future studies may require a more diverse set of indicators to evaluate the causal relationship in other regions of Ukraine, which will provide the integrity of the results of Granger causality analysis. AcknowledgmentThe research has been conducted within the framework of applied research ‘Migration Activity of the Population of the Carpathian Region’ (Dolishniy Institute of Regional Research of National Academy of Sciences of Ukraine, Reg. No. 0119U002010, 2019–2021).

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The causal relationship between Foreign Direct Investment (FDI) and the macro-economy of selected west African countries: Panel ARDL/Granger Causality Analysis

African Research Review ◽

10.4314/afrrev.v12i1.15 ◽

2018 ◽

Vol 12 (1) ◽

pp. 140 ◽

Cited By ~ 3

Author(s):

F.C. Onuoha ◽

I.C. Okonkwo ◽

P Okoro ◽

Kingsley Okere

Keyword(s):

Foreign Direct Investment ◽

Causal Relationship ◽

Granger Causality ◽

Direct Investment ◽

West African ◽

Causality Analysis ◽

African Countries ◽

Granger Causality Analysis ◽

Panel Ardl

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Institutions and economic development: A Granger causality analysis of panel data evidence

Economic Systems ◽

10.1016/j.ecosys.2013.05.005 ◽

2013 ◽

Vol 37 (4) ◽

pp. 610-624 ◽

Cited By ~ 26

Author(s):

Siong Hook Law ◽

Thong Cheen Lim ◽

Normaz Wana Ismail

Keyword(s):

Economic Development ◽

Panel Data ◽

Granger Causality ◽

Causality Analysis ◽

Granger Causality Analysis

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Relationship between Remittance and Credit Disbursement of the Banking Sector: A Study from Bangladesh

Journal of Business and Management Research ◽

10.3126/jbmr.v1i1.14550 ◽

2016 ◽

Vol 1 (1) ◽

pp. 39-52 ◽

Cited By ~ 3

Author(s):

Dewan Muktadir-Al-Mukit ◽

Nazrul Islam

Keyword(s):

Time Series ◽

Economic Development ◽

Granger Causality ◽

Commercial Banks ◽

Positive Relationship ◽

Banking Sector ◽

Causality Analysis ◽

Monthly Data ◽

Granger Causality Analysis ◽

Business And Management

The paper investigates the relationships of remittance with credit disbursement of the banking sector in Bangladesh. The major portion of the remittance in Bangladesh is transferred through different banks as official channel. Besides, remittance recipient families transfer a portion of the remittance in the deposit accounts of different commercial banks. This two-way process helps to increase the liquidity position of the bank that enables them to increase the credit disbursement position of the banks. Moreover, the use of this loan by the business entrepreneurs indirectly helps economic development of Bangladesh. This study uses time series econometric techniques with monthly data spanning from 1976 to 2012 to explore the relationships between the remittances and the credit disbursements of the banks. The findings of the study clearly show that remittances assist to enhance the amount of credit disbursements of the banking sector in Bangladesh. The normalized co-integrating coefficients are found statistically significant and show a stable and positive relationship between the variables under this study. Finally, Granger causality analysis suggests the existence of bidirectional causality between remittances and credit disbursements.Journal of Business and Management Studies Vol.1(1) 2016: 39-52

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Environmental responsibility and financial performance nexus in South Africa: panel Granger causality analysis

Environmental Economics ◽

10.21511/ee.08(3).2017.03 ◽

2017 ◽

Vol 8 (3) ◽

pp. 29-34 ◽

Cited By ~ 1

Author(s):

Thomas Adomah Worae ◽

Collins C. Ngwakwe

Keyword(s):

Financial Performance ◽

Causal Relationship ◽

Granger Causality ◽

Market Value ◽

Equity Returns ◽

Environmental Responsibility ◽

Causality Analysis ◽

Cross Sectional ◽

Granger Causality Analysis ◽

Emissions Intensity

The authors examined environmental responsibility and financial performance nexus of Johannesburg Stock Exchange’s socially responsible investing manufacturing and mining firms during the period of 2008-2014. The study employs annual panel dataset of fourteen manufacturing and mining companies on the index, and Granger causality analysis using Gcause2 Baum’s version. The paper found unidirectional causal relationship between environmental responsibility, measured by emissions intensity and equity returns, and bidirectional causal relationship between emissions intensity and market value of equity deflated by sales at 1% significant levels. Impliedly, improvements in ‘energy efficient technologies’ to reduce fossil energy consumption (prevention activities) seem to exhibit value destroying tendencies, while improvements in ‘end-of-pipe’ activities seem to estimate a drive market value of equity deflated by sales and equity returns. The Pesaran CD and Breusch-Pagan LM tests confirmed existence of cross-sectional dependence amongst panel members. The authors tend to support institutional and stakeholder theories.

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Analisis hubungan antara literasi keuangan, perilaku keuangan, dan kepuasan keuangan

Jurnal Ekonomi, Bisnis dan Pendidikan ◽

10.17977/um066v1i92021p854-861 ◽

2021 ◽

Vol 1 (9) ◽

pp. 854-861

Author(s):

Fajrin Nur Hidayah ◽

Grisvia Agustin

Keyword(s):

Causal Relationship ◽

Granger Causality ◽

Financial Literacy ◽

Research Data ◽

Financial Behavior ◽

Financial Satisfaction ◽

Causality Analysis ◽

Granger Causality Analysis ◽

Analysis Technique ◽

Causality Relationship

Abstract The purpose of this research is to investigate causal relationship between financial literacy and financial behavior, financial behavior and financial satisfaction, and between financial literacy and financial satisfaction. The analysis technique used was Granger Causality analysis. The research data was obtained using questionnaire distributed to 100 respondents. The repondents are Indonesian citizens in productive age (15-64 years). The results show a one-way causality between financial literacy and financial behavior, between financial behavior and financial satisfaction, but there is no causality relationship (independence) between financial literacy and financial satisfaction. Abstrak Penelitian ini bertujuan untuk mengetahui hubungan sebab akibat dari literasi finansial dan perilaku finansial, perilaku finansial dan kepuasan finansial, serta antara literasi finansial dan kepuasan finansial. Teknik analisis yang digunakan adalah analisa Granger Causality. Data dikumpulkan dengan menggunakn kuesioner yang dibagikan kepada 100 responden. Para responden adalah warga Indonesia berusia produktif (15-64) tahun. Hasil yang didapatkan menunjukkan adanya hubungan sebab akibat antara literasi finansial dengan perilaku financial, serta antara perilaku finansial dankepuasan finansial. Sementara hubungan antar literasi finansial dan kepuasan finansial tidak ditemukan.

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Fraud and Bank Performance in Nigeria – Var Granger Causality Analysis

e-Finanse ◽

10.2478/fiqf-2020-0003 ◽

2020 ◽

Vol 16 (1) ◽

pp. 20-26

Author(s):

Taiwo A. Muritala ◽

Muftau A. Ijaiya ◽

Olatanwa H. Afolabi ◽

Abdulrasheed B. Yinus

Keyword(s):

Control Systems ◽

Granger Causality ◽

Internal Control ◽

Banking Sector ◽

Bank Performance ◽

Causality Analysis ◽

Vector Autoregressive ◽

Granger Causality Analysis ◽

Long Run ◽

Multivariate Cointegration

AbstractThis paper examines the causality between fraud and bank performance in Nigeria over the period 2000-2016 for quarterly financial data using Johansen’s Multivariate Cointegration Model and Vector Autoregressive (VAR) Granger Causality analysis. The results show a long-run relationship between the variables. Bank performance was found to be linked to Granger fraud variables and vice versa at 10% significant level. This study reveals that there was a direct causal relationship between bank performance and fraud because increase in fraudulent activities in the banking sector leads to reduction in bank performance. Hence, this study recommends that internal control systems of banks should be strengthened so as to detect and prevent fraud. In this way, bank assets would be protected.

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