Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Effects of Detrending in Granger Causality Tests

12 references·13 citing·42 second hop

FromToDepth

this work references cited by second hop

References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
2019American Economic Review10,902 cited
1982Trends and random walks in macroeconmic time series4,670 cited
1972MONEY, INCOME, AND CAUSALITY3,013 cited
1977Causality in temporal systems600 cited
1976A Classical Macroeconometric Model for the United States553 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
1983Pitfalls in the use of Time as an Explanatory Variable in Regression204 cited
1986Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?135 cited
1982Time Series Representations of Economic Variables and Alternative Models of the Labour Market94 cited
1977Money Wages, Prices, and Causality50 cited

Cited by

1996International Trade, Political Conflict/Cooperation, and Granger Causality123 cited
1995Public and private investment: Are there causal linkages?109 cited
2005The Classical Liberals Were Half Right (or Half Wrong): New Tests of the ‘Liberal Peace’, 1960-88

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

107 cited

1993Money, income and prices under fixed exchange rates: Evidence from causality tests and VARs39 cited

1988The Empirical Relationship Between Money, Prices, and Income Revisited35 cited

1986Do Equilibrium Real Business Cycle Theories Explain Postwar U. S. Business Cycles?35 cited

1993On the real estate market efficiency33 cited

1989The optimal lag selection and transfer function analysis in Granger causality tests31 cited

1993A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports29 cited

2014Shifting Demand: Online Music Piracy, Physical Music Sales, and Digital Music Sales27 cited

1989Federal deficits and money growth in the United States25 cited

1992A New Test of Money-Income Causality18 cited

1987Random walk and monetary causality in five exchange markets11 cited