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Causality tests and functional form sensitivity
6 references·11 citing·32 second hop
Causality tests and functional form sensitivity (1985)Causality tests and functional form sensi…DIFFICULTIES WITH TESTING FOR CAUSATION (1979)DIFFICULTIES WITH TESTING FOR…Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships—and the Lack Th…Causality in temporal systems (1977)Causality in temporal systemsA Classical Macroeconometric Model for the United States (1976)A Classical Macroeconometric …MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Variance of graphite import–export volume and price in China for 2003–2012: A time-series analysis (2015)Variance of graphite import–e…A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence (2005)A wavelet filtering based ana…Modelling money, price and output in India: a vector autoregressive and moving average (VARMA) approach (2003)Modelling money, price and ou…Testing the export-growth hypothesis: some parametric and non-parametric for Ghana (1993)Testing the export-growth hyp…Money, inflation and causality in a financially repressed economy: Algeria, 1970—88 (1993)Money, inflation and causalit…A New Test of Money-Income Causality (1992)A New Test of Money-Income Ca…Causality between export growth and industrial development (1989)Causality between export grow…On interest rate innovations and anticipated monetary policy (1988)On interest rate innovations …The causality direction in consumption–income process and sensitivity to lag structures (1987)The causality direction in co…Money, Inflation and Casuality (Another Look at the Empirical Evidence for the USA, 1953–84) (1987)Money, Inflation and Casualit…Are causal relationships sensitive to causality tests? (1987)Are causal relationships sens…Time Series Analysis: Forecasting and Control (1977)The International Crash of October 1987 (1988)Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand (2003)Granger causality in risk and detection of extreme risk spillover between financial markets (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Wavelet-based option pricing: An empirical study (2018)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Causal relationships among economic aggregates in China (1994)A bootstrap-corrected causality test: another look at the money–income relationship (2006)Was it the economy or reform that precipitated the steep decline in the US welfare caseload? (2011)Statistical analysis of cointegration vectors (1988)Monetary Policy, Trade Openness and Economic Growth in India Under Monetary-targeting and Multiple-indicator Approach Regimes (2019)Studies in the Quantity Theory of Money. (1957)INFLATION AND GOVERNMENT DEFICITS (1982)Keynes versus Wagner: public expenditure and national income for three African countries (1997)Causality in the freedom–growth relationship (2003)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)After Keynesian Macroeconomics (1979)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Niche Party Success and Mainstream Party Policy Shifts – How Green and Radical Right Parties Differ in Their Impact (2014)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)A causality-in-variance test and its application to financial market prices (1996)ARMA Models and the Box-Jenkins Methodology (1997)Multiple Time Series Analysis of Competitive Marketing Behavior (1998)The role of geopolitical risks on the Turkish economy opportunity or threat (2019)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1977Causality in temporal systems600 cited
  • 1976A Classical Macroeconometric Model for the United States553 cited
  • 1977Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates307 cited
  • 1979DIFFICULTIES WITH TESTING FOR CAUSATION160 cited

Cited by

  • 1987Are causal relationships sensitive to causality tests?26 cited
  • 2005A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence24 cited
  • 2003Modelling money, price and output in India: a vector autoregressive and moving average (VARMA) approach22 cited
  • 1992A New Test of Money-Income Causality18 cited
  • 1993Money, inflation and causality in a financially repressed economy: Algeria, 1970—8816 cited
  • 1993Testing the export-growth hypothesis: some parametric and non-parametric for Ghana16 cited
  • 1989Causality between export growth and industrial development15 cited
  • 1987The causality direction in consumption–income process and sensitivity to lag structures12 cited
  • 1987

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Money, Inflation and Casuality (Another Look at the Empirical Evidence for the USA, 1953–84)
12 cited
  • 1988On interest rate innovations and anticipated monetary policy12 cited
  • 2015Variance of graphite import–export volume and price in China for 2003–2012: A time-series analysis10 cited