Panel Granger causality test under the topic of sustainable energy
The electricity power generation dataset.
| Table | Description | Unit |
|---|---|---|
| total | The total amount of electricity generation per month per province. | |
| thermal | The amount of thermal electricity power generation. | |
| hydraulic | The amount of hydraulic electricity power generation. | |
| nuclear | The amount of nuclear electricity power generation. | |
| wind | The amount of wind electricity power generation. | |
| solar | The amount of solar electricity power generation. |
The finance dataset.
| Table | Description | Unit |
|---|---|---|
| GDP | Gross domestic product (GDP) refers to the final results of production activities of all resident units in a country (or region) within a certain period of time calculated at market prices, calculated at current prices. For a region, it is called regional gross product or regional GDP. |
|
| income | The average disposable income of both urban and rural residents. The amount is accumulated in the same natural year, i.e. the amount in Q4 is the average disposable income of the sum of Q1+Q2+Q3+Q4. | CNY |
| cost | The average consumption expenditure of both urban and rural residents. The amount is accumulated in the same natural year, i.e. the amount in Q4 is the average disposable income of the sum of Q1+Q2+Q3+Q4. | CNY |
Data source: National data of People's Republic of China
[1] Kónya, László. "Exports and growth: Granger causality analysis on OECD countries with a panel data approach." Economic Modelling 23.6 (2006): 978-992.
[2] Haghnejad, A., Samadi, S., Nasrollahi, K., Azarbayjani, K., & Kazemi, I. (2020). Market power and efficiency in the Iranian banking industry. Emerging Markets Finance and Trade, 56(13), 3217-3234.
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Run the following command to install required packages.
pip install -r requirements.txt -
Run scripts starting with numbers in order to repeat the framework.
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Interact by customize settings in code section starting with
# %% Constant.The usage is commented or can be easily inferred from variable names.
Compatibility notes:
File fix_pip_autoremove.bat is only for Windows operation system. However, it's for maintaining the package requirements, and users except me don't have to use it. There is no need to install and there will be no versions for other operation system.