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Causality and the independence phenomenon
16 references·0 citing·33 second hop
Causality and the independence phenomenon (1981)Causality and the independence phenomenonStatistical Analysis of Econometric Models (1979)Statistical Analysis of Econo…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION (1977)THE FORWARD EXCHANGE RATE, EX…The Demand for Money during Hyperinflations under Rational Expectations: I (1977)The Demand for Money during H…Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships—and the Lack Th…Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships--and the Lack T…The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics (1976)The Observational Equivalence…Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy? (1976)Economically Rational Expecta…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)The Prediction Performance of…Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…Statistical Inference in Dynamic Economic Models (1950)Statistical Inference in Dyna…MONEY, INCOME, AND CAUSALITY (1972)Causality in temporal systems (1977)A causality-in-variance test and its application to financial market prices (1996)ARMA Models and the Box-Jenkins Methodology (1997)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Business Cycles, Financial Crises, and Stock Volatility (1989)Invited review combining forecasts—twenty years later (1989)On the limitations of comparing mean square forecast errors (1993)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)An overview of structural equation modeling: its beginnings, historical development, usefulness and controversies in the social sciences (2017)Effects of model specification on tests for unit roots in macroeconomic data (1987)Shifting endpoints in the term structure of interest rates (2001)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Long memory relationships and the aggregation of dynamic models (1980)Understanding spurious regressions in econometrics (1986)25 years of time series forecasting (2006)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Diagnostic Expectations and Credit Cycles (2017)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1957Studies in the Quantity Theory of Money.825 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1950Statistical Inference in Dynamic Economic Models454 cited
  • 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
  • 1977Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates307 cited
  • 1976Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?294 cited
  • 1976The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics289 cited
  • 1977THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION269 cited
  • 1977The Demand for Money during Hyperinflations under Rational Expectations: I174 cited

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1979
Statistical Analysis of Econometric Models
173 cited
  • 1977Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates146 cited
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