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THE EMPIRICAL RELATIONSHIP BETWEEN THE MONEY STOCK AND THE PRICE LEVEL IN THE UK: A TEST OF CAUSALITY
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THE EMPIRICAL RELATIONSHIP BETWEEN THE MONEY STOCK AND THE PRICE LEVEL IN THE UK: A TEST OF CAUSALITY (1982)THE EMPIRICAL RELATIONSHIP BETWEEN THE MO…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…Models with Several Regimes and Changes in Exogeneity (1980)Models with Several Regimes a…An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (1980)An Empirical Application and …The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis (1979)The Casual Causal Relationshi…DIFFICULTIES WITH TESTING FOR CAUSATION (1979)DIFFICULTIES WITH TESTING FOR…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships--and the Lack T…Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships--and the Lack T…Causality in temporal systems (1977)Causality in temporal systemsMONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCE (1976)MONEY, INCOME AND CAUSALITY: …Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy? (1976)Economically Rational Expecta…Testing for Fourth Order Autocorrelation in Quarterly Regression Equations (1972)Testing for Fourth Order Auto…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYTime Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Book Review: Time Series Analysis: Forecasting and Control (1977)Testing for causality (1980)Sticky Prices in the United States (1982)Some recent development in a concept of causality (1988)A Monetary History of the United States, 1867-1960 (1964)The Optimum Quantity of Money: and Other Essays (1971)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)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric policy evaluation: A critique (1976)Non-causality due to omitted variables (1982)Atheoretical macroeconometrics: A critique (1985)Export-led growth: a survey of the empirical literature and some non-causality results. Part 1 (2000)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)THE POWER OF COINTEGRATION TESTS (1992)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tie Series Analysis, Forecasting, and Control (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)A causality-in-variance test and its application to financial market prices (1996)Neural network forecasting for seasonal and trend time series (2003)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Dynamic Econometrics (1995)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)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1971Time Series Analysis Forecasting and Control.6,904 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 1977Causality in temporal systems600 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England438 cited
  • 1977Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates347 cited
  • 1976Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?294 cited
  • 1979The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis251 cited
  • 1972Testing for Fourth Order Autocorrelation in Quarterly Regression Equations175 cited
  • 1980An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification170 cited
  • 1979DIFFICULTIES WITH TESTING FOR CAUSATION161 cited
  • 1977

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Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates
146 cited
  • 1980Models with Several Regimes and Changes in Exogeneity139 cited
  • 1976MONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCE116 cited
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