THE METHODOLOGY OF TESTING THE CAUSALITY BETWEEN THE ROMANIAN MUTUAL FUNDS MARKET AND THE ECONOMY’S DYNAMICS

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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Bibliographic Details
Main Author: Ioana RADU
Format: Article
Language:English
Published: Romanian Foundation for Business Intelligence 2013-06-01
Series:Network Intelligence Studies
Subjects:
Investment market
Economic growth
Causality
Granger
Romania
Online Access: http://seaopenresearch.eu/Journals/articles/NIS_1_11.pdf

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