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Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India
16 references·2 citing·27 second hop
Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India (1994)Temporal Causality Between Money and Pric…Some Recent Developments in a Concept of Causality (2010)Some Recent Developments in a…Seasonal integration and cointegration (1990)Seasonal integration and coin…COINTEGRATION AND UNIT ROOTS (1990)COINTEGRATION AND UNIT ROOTSCo-Integration and Error-Correction Models: The Temporal Causality between Government Taxes and Spending (1990)Co-Integration and Error-Corr…A survey of seasonality in UK macroeconomic variables (1990)A survey of seasonality in UK…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis (1979)The Casual Causal Relationshi…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships—and the Lack Th…Causality in temporal systems (1977)Causality in temporal systemsMONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Causality between Prices, Output and Money in India: An Empirical Investigation in the Frequency Domain (2010)Causality between Prices, Out…Does Money matter? Evidence from Vector Error-correction for Mexico (2007)Does Money matter? Evidence f…Time Series Analysis: Forecasting and Control (1977)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for a Unit Root in Time Series Regression (1988)EXCHANGE RATE PASS‐THROUGH (1995)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)The causality relationship between energy consumption and GDP in G-11 countries revisited (2005)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Oil and the Macroeconomy since World War II (1983)Measuring the Information Content of Stock Trades (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for a Unit Root (1993)Dynamic Econometrics (1995)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis (2004)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 2010Some Recent Developments in a Concept of Causality790 cited
  • 1990COINTEGRATION AND UNIT ROOTS638 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1977Causality in temporal systems600 cited
  • 1977Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates307 cited
  • 1990Co-Integration and Error-Correction Models: The Temporal Causality between Government Taxes and Spending263 cited
  • 1979The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis

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250 cited
  • 1990A survey of seasonality in UK macroeconomic variables194 cited
  • Cited by

    • 2007Does Money matter? Evidence from Vector Error-correction for Mexico13 cited
    • 2010Causality between Prices, Output and Money in India: An Empirical Investigation in the Frequency Domain12 cited