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ArticleTesting for Granger non-causality using the autoregressive metric

Francesca Di Iorio2013

Article2013

Testing for Granger non-causality using the autoregressive metric

Francesca Di Iorio · Umberto Triacca

9 citations·0/0 files stored·Economic Modelling

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

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1995Statistical inference in vector autoregressions with possibly integrated processes 1990Inference in Linear Time Series Models with some Unit Roots 2006Energy consumption, income, and carbon emissions in the United States 1996Making wald tests work for cointegrated VAR systems 1988Statistical Inference in Regressions with Integrated Processes: Part 1 1987Interpreting Evidence on Money-Income Causality 1989Statistical Inference in Regressions with Integrated Processes: Part 2

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Year2013

Typearticle

Published2013-04-25

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations9

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econmod.2013.03.023

openalex_workW2007465281

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