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Economic Research-Ekonomska Istraživanja Volume 30, 2017 - Issue 1
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Articles

Multivariate Granger causality between macro variables and KSE 100 index: evidence from Johansen cointegration and Toda & Yamamoto causality

Rizwan Raheem AhmedFaculty of Management Sciences, Indus University, Karachi, Pakistan
,
Jolita VveinhardtInstitute of Sport Science and Innovations, Lithuanian Sports University, Kaunas, Lithuania
,
Dalia StreimikieneInstitute of Sport Science and Innovations, Lithuanian Sports University, Kaunas, LithuaniaCorrespondence[email protected]
&
Majid FayyazFaculty of Management Sciences, Indus University, Karachi, Pakistan
Pages 1497-1521 | Received 12 Mar 2016, Accepted 06 Feb 2017, Published online: 09 Jul 2017

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