Theory and application of the one-way effect causality

  • Posted on: 12 February 2017
  • By: Lan Chunyuan
Image: 
Place: 
A107
Time: 
Friday, February 10, 2017
Speaker: 
Professor Feng YAO , Kagawa University, Japan.
Abstract: 
We first give some topics related on multiple time series causal analysis and Nobel Prize in economic sciences, and then summarize the main results of the one-way effect causal measure and its Wald test. Based on the error correction model, we investigate the stock market causal relationships between the United Kingdom, France, Germany in Europe, and Japan, China, Hong Kong in East Asia in time domain and frequency domain
Bio: 

Feng YAO , Professor, Vice Dean, Faculty of Economics, Kagawa University, Japan Director, Institute of Economics, Kagawa University, Japan .His research area in  Econometrics, Statistics, Regional Science, Chinese and Japanese Economy.His professional started from 1987,and His professional experience is very rich.Economist (1987-1995), SIC, State Planning Commission, China. Lecturer (1996-1997), Faculty of Economics, Kagawa University, Japan Associate Professor (1997-2002), Faculty of Economics, Kagawa University, Japan Professor (2002--), Faculty of Economics, Kagawa University, Japan Chairman (2005-2006), Department of Economics Chair (2007-2008), Public Information Planning Committee Chair (2008-2009), International Affairs Committee Visiting Professor (2008-2009), Department of Economics, USC, U.S.A. Chair (2010-2013), Kagawa University Graduate School of Economics .He wrote a lot of books on economics,  with Chinese or Japanese

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