Browsing by Author "Hatemi-J, Abdulnasser"

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    Multivariate based causality tests of twin deficits in the US
    (University of Gothenburg, 2000-01-01) Hatemi-J, Abdulnasser; Shukur, Ghazi
    This paper provides an alternative methodology for testing the causality direction between Twin deficits in the US. Rao' s multivariate F -test combined with bootstraps simulation technique has appealing properties, especially when the data generating process is characterised by unit roots. In addition the results show that the effect of structural breaks are of paramount importance when the causality tests are conducted.
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    The causal nexus of government spending and revenue in Finland: A bootstrap approach
    (University of Gothenburg, 1998-10-01) Hatemi-J, Abdulnasser; Shukur, Ghazi
    Applying VAR(5), a bootstrap simulation approach and a multivariate Rao's F-test indicate that government revenue Granger causes spending in Finland. This does not agree with Barro's tax smoothing hypothesis. The explanation of this is due to the institutional factors that are specific for Finland.