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The spurious effects of unit roots on vector autoregressions · Study

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ArticleThe spurious effects of unit roots on vector autoregressions

Lee E. Ohanian1988

Article1988

The spurious effects of unit roots on vector autoregressions

78 citations·0/0 files stored·Journal of Econometrics

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1980Macroeconomics and Reality 1982Trends and random walks in macroeconmic time series 1972MONEY, INCOME, AND CAUSALITY 1990Inference in Linear Time Series Models with some Unit Roots 1986Alternative Explanations of the Money-Income Correlation 1982Policy Analysis with Econometric Models 1984Exchange Rate Theory and Practice

Cited by

2010The relationship between tourism receipts, real effective exchange rate and economic growth in Tunisia 2004Does OPEC Matter? An Econometric Analysis of Oil Prices 2014Energy consumption and economic growth in the next 11 countries: The bootstrapped autoregressive metric causality approach 1995The causal relationship between taxes and expenditures in the G7 countries: cointegration and error-correction models 2013Causality between energy and output in the long-run 1999Attention to Issues in a System of Separated Powers: The Macrodynamics of American Policy Agendas

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1995Progressive Modeling of Macroeconomic Time Series The LSE Methodologychapter · 10 shared references 2010RISE OF VAR MODELLING APPROACH*article · 9 shared references 2012Christopher A. Sims and Vector Autoregressions*article · 8 shared references 1990The impact of stochastic and deterministic trends on money–output causalityarticle · 8 shared references 1998Unit roots and long-run causality: investigating the relationship between output, money and interest ratesarticle · 7 shared references 1991Money and Business Cycles: A Real Business Cycle Interpretationchapter · 7 shared references

Details

Year1988

Typearticle

Published1988-11-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations78

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-4076(88)90058-9

openalex_workW1509987205

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2011The Role of Energy in Economic Growth,

1993The spurious effect of unit roots on vector autoregressions