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ArticleTesting causality using efficiently parametrized vector ARMA models

Paul Newbold1986

Article1986

Testing causality using efficiently parametrized vector ARMA models

Paul Newbold · Steven Michael Hotopp

15 citations·0/0 files stored·Applied Mathematics and Computation

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Monetary Policy and Economic Impact Statistical and numerical algorithms Diverse Scientific and Economic Studies

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1977Time Series Analysis: Forecasting and Control 1972MONEY, INCOME, AND CAUSALITY 1969Fitting autoregressive models for prediction 2000Forecasting Economic Time Series 1980Testing for causality 1983Comparing alternative tests of causality in temporal systems 1982The Employment-Real Wage Relationship: An International Study

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1995BUSINESS CYCLE TRANSMISSION BETWEEN AUSTRALIA AND NEW ZEALAND: A VECTOR AUTOREGRESSION APPROACH*

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Year1986

Typearticle

Published1986-11-01

VenueApplied Mathematics and Computation

ISSN-L0096-3003

Languageen

Citations15

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0096-3003(86)90010-x

openalex_workW2006160970

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