Causality

Does Foreign Direct Investment Accelerate Economic Growth? ArXiv ID: ssrn-314924 “View on arXiv” Authors: Unknown Abstract This paper uses new statistical techniques and two new databases to reassess the relationship between economic growth and FDI. After resolving biases plaguing Keywords: Foreign Direct Investment (FDI), Economic Growth, Panel Data, Causality, Alternative Investments Complexity vs Empirical Score Math Complexity: 4.5/10 Empirical Rigor: 6.0/10 Quadrant: Street Traders Why: The paper employs advanced econometric techniques like GMM panel estimators (Arellano-Bover/Blundell-Bond) but is limited to theoretical and econometric analysis without code, backtests, or proprietary datasets. It relies on publicly available macroeconomic data and focuses on causal inference methodology, making it empirically rigorous for academic policy research but not directly backtest-ready for trading. flowchart TD A["Research Goal Does FDI accelerate economic growth?"] --> B{"Data & Methodology"} B --> C["Panel Data 1970-2010"] B --> D["Method: Alternative Investments & Endogenous Growth Models"] C --> E{"Computational Process"} D --> E E --> F["Statistical Analysis Causality Testing & Bias Resolution"] F --> G["Findings"] G --> H["FDI Impact: Mixed Results"] G --> I["Key Outcome: Context-dependent relationship"]

On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors ArXiv ID: 2401.05414 “View on arXiv” Authors: Unknown Abstract Financial data is generally time series in essence and thus suffers from three fundamental issues: the mismatch in time resolution, the time-varying property of the distribution - nonstationarity, and causal factors that are important but unknown/unobserved. In this paper, we follow a causal perspective to systematically look into these three demons in finance. Specifically, we reexamine these issues in the context of causality, which gives rise to a novel and inspiring understanding of how the issues can be addressed. Following this perspective, we provide systematic solutions to these problems, which hopefully would serve as a foundation for future research in the area. ...