The Causality Relationship Between Financial Constructs with State Space Model

Rialdi Azhar (), Sri Suningsih (), Widya Rizki Eka Putri () and Ahmad Efendi Business ()
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Rialdi Azhar: Accounting, University of Lampung
Sri Suningsih: Accounting, University of Lampung
Widya Rizki Eka Putri: Accounting, University of Lampung
Ahmad Efendi Business: Accounting, University of Lampung

A chapter in Proceedings of the International Conference of Economics, Business, and Entrepreneur (ICEBE 2022), 2023, pp 5-10 from Springer

Abstract: Abstract One solution of the state-space model is to see the causal relationship between one and more variables. This model can be used as a statistical basis for modeling movements, for example, carbon variables and other variables that may be related in the form of financial construction. Research looking for this relationship is fascinating to study further. The results show that state space can provide in-depth information about the relationship between constructs. The findings of this study imply that financial construction does not stand alone as a commodity but is also influenced by the sectors above it.

Keywords: State-space; Financial; Causality (search for similar items in EconPapers)
Date: 2023
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DOI: 10.2991/978-2-38476-064-0_2

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