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Modelling money, price and output in India: a vector autoregressive and moving average (VARMA) approach
16 references·1 citing·34 second hop
Modelling money, price and output in India: a vector autoregressive and moving average (VARMA) approach (2003)Modelling money, price and output in Indi…Economic and Political Weekly (2017)Economic and Political WeeklyMonetary economics for India (1994)Monetary economics for IndiaTests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Testing for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Causality tests and functional form sensitivity (1985)Causality tests and functiona…SOME ASPECTS OF MODELLING AND FORECASTING MULTIVARIATE TIME SERIES (1981)SOME ASPECTS OF MODELLING AND…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Macroeconomics and Reality (1980)Macroeconomics and RealityThree aspects of policy and policymaking: Knowledge, data and institutions (1979)Three aspects of policy and p…Causality in temporal systems (1977)Causality in temporal systemsThe Role of Money in the Canadian Economy: An Empirical Test (1974)The Role of Money in the Cana…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Monetary Policy, Trade Openness and Economic Growth in India Under Monetary-targeting and Multiple-indicator Approach Regimes (2019)Monetary Policy, Trade Openne…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Sample Splitting and Threshold Estimation (2000)Dealing with Structural Breaks (2005)Exploring the international linkages of the euro area: a global VAR analysis (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)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 note on the causal relationship between energy and GDP in Taiwan (2000)DOES FOREIGN DIRECT INVESTMENT PROMOTE ECONOMIC GROWTH? EVIDENCE FROM EAST ASIA AND LATIN AMERICA (2001)Causal Relationship between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)Livelihoods and poverty: The role of migration ‐ a critical review of the migration literature (1999)The Education for All and inclusive education debate: conflict, contradiction or opportunity? (2009)Labor Market Outcomes and Reforms in China (2012)
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References

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  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 2017Economic and Political Weekly2,065 cited
  • 1988Testing for Common Trends1,894 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1977Causality in temporal systems600 cited
  • 1981SOME ASPECTS OF MODELLING AND FORECASTING MULTIVARIATE TIME SERIES142 cited
  • 1979Three aspects of policy and policymaking: Knowledge, data and institutions60 cited
  • 1974The Role of Money in the Canadian Economy: An Empirical Test53 cited
  • 1985Causality tests and functional form sensitivity46 cited
  • 1994Monetary economics for India

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32 cited

Cited by

  • 2019Monetary Policy, Trade Openness and Economic Growth in India Under Monetary-targeting and Multiple-indicator Approach Regimes17 cited