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Tests for Predictive Relationships Between Time Series Variables: A Monte Carlo Investigation
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1970Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables1,184 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1977Causality in temporal systems600 cited
  • 1976A Classical Macroeconometric Model for the United States553 cited
  • 1979Autoregressive Modeling of Canadian Money and Income Data366 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
  • 1979The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis250 cited
  • 1982Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System241 cited
  • 1979DIFFICULTIES WITH TESTING FOR CAUSATION160 cited

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Cited by

  • 1985Political Parties, World Demand, and Unemployment: Domestic and International Sources of Economic Activity212 cited
  • 1986Government Spending and Taxation: What Causes What?193 cited
  • 1988Co-Integration and Causality Testing of the Energy–GDP Relationship: A Cross-Country Study130 cited
  • 1984Economics, politics, and the cycle of presidential popularity99 cited
  • 1991A Test of Tariff Endogeneity in the United States90 cited
  • 1985Quantitative Forecasting-The State of the Art: Econometric Models87 cited
  • 1985Government Growth in the United States78 cited
  • 1983Macroeconomic Conditions and Fluctuations of Presidential Popularity: The Question of Lagged Effects73 cited
  • 1990Dominant‐satellite relationships between live cattle cash and futures markets70 cited
  • 1985The empirical determination of technology and expectations68 cited
  • 1984Monetary vs. Credit Aggregates: An Evaluation of Monetary Policy Targets63 cited
  • 1987Autoregressive Modeling of Earnings-Investment Causality51 cited
  • 1990The impact of stochastic and deterministic trends on money–output causality39 cited
  • 2021Using Wi-Fi probe requests from mobile phones to quantify the impact of pedestrian flows on retail turnover36 cited
  • 1990A Varma Test on the Gibson Paradox32 cited
  • 1986The cyclical behavior of prices and quantities: The case of the automobile market24 cited