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A Varma Test on the Gibson Paradox
16 references·3 citing·31 second hop
A Varma Test on the Gibson Paradox (1990)A Varma Test on the Gibson ParadoxThe influence of the rate of interest on prices. (2024)The influence of the rate of …Gibson's Paradox and the Gold Standard (1985)Gibson's Paradox and the Gold…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…Tests for Predictive Relationships Between Time Series Variables: A Monte Carlo Investigation (1982)Tests for Predictive Relation…Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System (1982)Small Sample Properties of Th…The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis (1979)The Casual Causal Relationshi…Autoregressive Modeling of Canadian Money and Income Data (1979)Autoregressive Modeling of Ca…The Gibson Paradox and Historical Movements in Real Interest Rates (1977)The Gibson Paradox and Histor…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 systemsOUR NEW MONETARY STANDARD: THE MEASUREMENT AND EFFECTS OF PRICE UNCERTAINTY, 1880-1973 (1975)OUR NEW MONETARY STANDARD: TH…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYA Treatise on Money (1971)A Treatise on MoneyInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Interest Rates and Price Level Changes, 1952-69 (1969)Interest Rates and Price Leve…The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling (1999)The dynamics of dividends, ea…Multiple Time Series Analysis of Competitive Marketing Behavior (1998)Multiple Time Series Analysis…Interest rates, banking spreads and credit supply: the real effects (1997)Interest rates, banking sprea…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)Econometric policy evaluation: A critique (1976)Markup Pricing in a Dynamic Model of the Food Industry (1980)Granger Causality and the Times Series Analysis of Political Relationships (1983)Causality in the freedom–growth relationship (2003)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Time Series Analysis, Forecasting and Control. (1971)Effects of model specification on tests for unit roots in macroeconomic data (1987)Shifting endpoints in the term structure of interest rates (2001)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Oil and the Macroeconomy since World War II (1983)Measuring the Information Content of Stock Trades (1991)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)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Tourism and Economic Growth: The Case of Mauritius (2004)Corn Cash Price Forecasting (2020)An investigation of co-integration and causality between energy consumption and economic activity in Taiwan (1997)Electricity consumption and economic growth: evidence from Korea (2004)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The use of technical analysis in the foreign exchange market (1992)Facts and Fantasies about Commodity Futures (2006)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1971A Treatise on Money1,728 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1977Causality in temporal systems600 cited
  • 1979Autoregressive Modeling of Canadian Money and Income Data366 cited
  • 1977Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates307 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
  • 2024The influence of the rate of interest on prices.156 cited
  • 1975OUR NEW MONETARY STANDARD: THE MEASUREMENT AND EFFECTS OF PRICE UNCERTAINTY, 1880-1973126 cited
  • 1977The Gibson Paradox and Historical Movements in Real Interest Rates104 cited
  • 1982Tests for Predictive Relationships Between Time Series Variables: A Monte Carlo Investigation98 cited
  • 1969Interest Rates and Price Level Changes, 1952-69

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91 cited
  • 1985Gibson's Paradox and the Gold Standard78 cited
  • Cited by

    • 1999The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling39 cited
    • 1998Multiple Time Series Analysis of Competitive Marketing Behavior20 cited
    • 1997Interest rates, banking spreads and credit supply: the real effects18 cited