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Testing for short- and long-run causality: A frequency-domain approach · Study

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ArticleTesting for short- and long-run causality: A frequency-domain approach

Jörg Breitung2005

Article2005

Testing for short- and long-run causality: A frequency-domain approach

Jörg Breitung · Bertrand Candelon

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

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 945 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1995Statistical inference in vector autoregressions with possibly integrated processes 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 1988Some recent development in a concept of causality 1990Inference in Linear Time Series Models with some Unit Roots

Cited by

2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*2022Analyze the environmental sustainability factors of China: The role of fossil fuel energy and renewable energy 2020Do renewable energy consumption and financial development matter for environmental sustainability? New global evidence 2020How do technological innovation and fiscal decentralization affect the environment? A story of the fourth industrial revolution and sustainable growth 2020Environmental cost of natural resources utilization and economic growth: Can China shift some burden through globalization for sustainable development?2020The imperativeness of environmental quality in the United States transportation sector amidst biomass-fossil energy consumption and growth 2020Is technological innovation making world "Greener"? An evidence from changing growth story of China 2018The relationship between energy consumption, economic growth, and CO2 emission in MENA countries: Causality analysis in the frequency domain

Details

Year2005

Typearticle

Published2005-04-19

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations945

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jeconom.2005.02.004

openalex_workW1991004523

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