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TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS · Study

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ChapterTIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS

Clive W. J. Granger1983

Chapter1983

TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS

Clive W. J. Granger

327 citations·0/0 files stored·Elsevier eBooks

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1971Time Series Analysis, Forecasting and Control.1981Fractional Differencing 1981Some properties of time series data and their use in econometric model specification 2000Forecasting Economic Time Series 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom 1977Forecasting Economic Time Series 1971Econometric Analysis for National Economic Planning

Cited by

1991IS THE BUDGET DEFICIT “TOO LARGE?”1999Cointegration and causality between macroeconomic variables and stock market returns 2008Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis 1992Cointegration, exogeneity, and policy analysis: An overview 2017Investigating the multivariate Granger causality between energy consumption, economic growth and CO 2 emissions in Ghana 1988

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Year1983

Typechapter

Published1983-01-01

VenueElsevier eBooks

Languageen

Citations327

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/b978-0-12-398750-1.50018-8

openalex_workW118515679

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