THE METHODOLOGY OF TESTING THE CAUSALITY BETWEEN THE ROMANIAN MUTUAL FUNDS MARKET AND THE ECONOMY’S DYNAMICS
The paper tests and evaluates the causality between the dynamics of the Romanian mutual fund market and the economy. Using the Granger causality test, a regression analysis has been developed on quarterly data during 2004Q3 – 2012Q2 for the Romanian economy. Based on this relationship, we can emphas...
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| Format: | Article |
| Language: | English |
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Romanian Foundation for Business Intelligence
2013-06-01
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| Series: | Network Intelligence Studies |
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| Online Access: |
http://seaopenresearch.eu/Journals/articles/NIS_1_11.pdf
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