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The causality between budget deficit and interest rates in Japan: an application of time series analysis
15 references·0 citing·42 second hop
The causality between budget deficit and interest rates in Japan: an application of time series analysis (1998)The causality between budget deficit and …Do Large Deficits Produce High Interest Rates (2016)Do Large Deficits Produce Hig…THE TEMPORAL CAUSALITY BETWEEN FISCAL DEFICITS AND INTEREST RATES (1991)THE TEMPORAL CAUSALITY BETWEE…Fiscal Deficits and Long-Term Interest Rates: Further Evidence from Annual Data (1989)Fiscal Deficits and Long-Term…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Some recent development in a concept of causality (1988)Some recent development in a …Government Budget Deficits and Interest Rates: The Evidence since 1971, Using Alternative Deficit Measures (1988)Government Budget Deficits an…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…New Evidence on Deficits and Interest Rates (1986)New Evidence on Deficits and …Federal deficits and short-term interest rates (1986)Federal deficits and short-te…The Measurement and Significance of the Cyclically Adjusted Federal Budget and Debt (1985)The Measurement and Significa…Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits (1983)Real Interest, Money Surprise…Federal Borrowing and Short Term Interest Rates (1983)Federal Borrowing and Short T…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Are Government Bonds Net Wealth? (1974)Are Government Bonds Net Weal…Fitting autoregressive models for prediction (1969)Fitting autoregressive models…On the Determination of the Public Debt (1979)Generational Accounting: A Meaningful Way to Evaluate Fiscal Policy (1994)Fiscal Policy Rules (1998)Chapter 25 Government debt (1999)A Monetary History of the United States, 1867-1960 (2017)Money and Economic Growth (1965)Book Review: Time Series Analysis: Forecasting and Control (1977)Disagreement about Inflation Expectations (2003)Disagreement about Inflation Expectations (2003)Inflation forecast uncertainty (2003)Short- Term Interest Rates as Predictors of Inflation (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis Forecasting and Control. (1971)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)A Simple Macroeconomic Model with a Government Budget Restraint (1968)The Fundamental Determinants of the Interest Rates (1970)Have Large Budget Deficits Caused Rising Trade Deficits? (1988)The Economic Effects of Long-Term Fiscal Discipline (2002)Budget Deficits, National Saving, and Interest Rates (2004)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)Clausulas comparativas do portugues (1975)On the private provision of public goods (1986)Giving with Impure Altruism: Applications to Charity and Ricardian Equivalence (1989)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Factor Analysis and AIC (1987)Tourism as a long-run economic growth factor: the Spanish case (2002)Estimation of Panel Vector Autoregression in Stata (2016)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1974Are Government Bonds Net Wealth?5,990 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1969Fitting autoregressive models for prediction2,483 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 2016Do Large Deficits Produce High Interest Rates395 cited
  • 1986New Evidence on Deficits and Interest Rates271 cited
  • 1983Federal Borrowing and Short Term Interest Rates163 cited
  • 1983Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits160 cited
  • 1988Government Budget Deficits and Interest Rates: The Evidence since 1971, Using Alternative Deficit Measures113 cited
  • 1986Federal deficits and short-term interest rates73 cited
  • 1989Fiscal Deficits and Long-Term Interest Rates: Further Evidence from Annual Data64 cited
  • 1985The Measurement and Significance of the Cyclically Adjusted Federal Budget and Debt60 cited
  • 1991THE TEMPORAL CAUSALITY BETWEEN FISCAL DEFICITS AND INTEREST RATES39 cited

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