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A comparison of lag–length selection techniques in tests of Granger causality between money growth and inflation: evidence for the US, 1959–86
9 references·16 citing·38 second hop
A comparison of lag–length selection techniques in tests of Granger causality between money growth and inflation: evidence for the US, 1959–86 (1989)A comparison of lag–length selection tech…The theory and practice of econometrics (1986)The theory and practice of ec…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1985)Lag-Length Selection and Test…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…The General Equivalence of Granger and Sims Causality (1982)The General Equivalence of Gr…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Testing the exogeneity specification in the complete dynamic simultaneous equation model (1978)Testing the exogeneity specif…Seasonal Adjustment and Relations between Variables (1974)Seasonal Adjustment and Relat…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYThe Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries (2022)The Impact of the Real Intere…The Butterfly “Affect”: impact of development practices on cryptocurrency prices (2020)The Butterfly “Affect”: impac…Exploring the role of risk and corruption on bank stability: evidence from Pakistan (2019)Exploring the role of risk an…Does Bank Size and Funding Risk Effect Banks’ Stability? A Lesson from Pakistan (2018)Does Bank Size and Funding Ri…Determinants of Exchange Rate in Pakistan: Revisited with Structural Break Testing (2017)Determinants of Exchange Rate…Contribution of International Trade in Human Development of Pakistan (2017)Contribution of International…Does Inward Foreign Direct Investment Lead Export Performance in Pakistan? (2016)Does Inward Foreign Direct In…Trade Openness and Economic Growth (2014)Trade Openness and Economic G…Effects of terms of trade on growth performance of India (2013)Effects of terms of trade on …Causality between Economic Growth, Export, and External Debt Servicing: The Case of Lebanon (2012)Causality between Economic Gr…The effects of oil prices on inflation, interest rates and money (2011)The effects of oil prices on …The effect of economic freedom on growth revisited: New evidence on causality from a panel of countries 1970–1999 (2008)The effect of economic freedo…Economic growth and tax components: an analysis of tax changes in OECD (2005)Economic growth and tax compo…Economic Growth, Export, and External Debt Causality: The Case of Asian Countries (2000)Economic Growth, Export, and …Economic growth, export and external debt causality: the case of African countries (1996)Economic growth, export and e…Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia (1995)Monetary policy and inflation…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)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)The X-11 variant of the census method II seasonal adjustment program (1965)The Typical Spectral Shape of an Economic Variable (1966)Cointegration tests of energy consumption, income, and employment (1992)Issues Involved With the Seasonal Adjustment of Economic Time Series (2002)Advertising and Aggregate Consumption: An Analysis of Causality (2010)Distributed Lags: A Survey (1967)Granger Causality and the Times Series Analysis of Political Relationships (1983)Evolution in dynamic linkages across daily national stock indexes (1991)Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach (1993)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)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach (1997)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship* (2019)A Contribution to the Theory of Economic Growth (1956)Specification Tests in Econometrics (1978)Increasing Returns and Long-Run Growth (1986)Impact of Tax Reforms and Economic Growth of Nigeria: A Time Series Analysis (2012)The relationship between tax revenue, government expenditure, and economic growth in G7 countries: new evidence from time and frequency domain approaches (2020)Tax revenue-economic growth relationship and the role of trade openness in developing countries (2023)Institutions, Institutional Change and Economic Performance (1991)Econometric Analysis of Cross Section and Panel Data (2001)Can the internet reduce corruption? A cross-country study based on dynamic panel data models (2010)Is there a relationship between public expenditures in energy R&D and carbon emissions per GDP? An empirical investigation (2010)E-Government, Internet Adoption, and Corruption: An Empirical Investigation (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)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)
this work references cited by second hop

References

  • 1986The theory and practice of econometrics4,342 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1974Seasonal Adjustment and Relations between Variables327 cited
  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 1985Lag-Length Selection and Tests of Granger Causality Between Money and Income285 cited
  • 1978Testing the exogeneity specification in the complete dynamic simultaneous equation model167 cited
  • 1982The General Equivalence of Granger and Sims Causality133 cited

Cited by

  • 2008The effect of economic freedom on growth revisited: New evidence on causality from a panel of countries 1970–1999238 cited
  • 2005Economic growth and tax components: an analysis of tax changes in OECD143 cited
  • 1996Economic growth, export and external debt causality: the case of African countries92 cited
  • 2018Does Bank Size and Funding Risk Effect Banks’ Stability? A Lesson from Pakistan78 cited
  • 2014Trade Openness and Economic Growth69 cited
  • 2000

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Economic Growth, Export, and External Debt Causality: The Case of Asian Countries
69 cited
  • 2011The effects of oil prices on inflation, interest rates and money68 cited
  • 2012Causality between Economic Growth, Export, and External Debt Servicing: The Case of Lebanon55 cited
  • 2016Does Inward Foreign Direct Investment Lead Export Performance in Pakistan?49 cited
  • 2019Exploring the role of risk and corruption on bank stability: evidence from Pakistan46 cited
  • 2020The Butterfly “Affect”: impact of development practices on cryptocurrency prices46 cited
  • 2017Contribution of International Trade in Human Development of Pakistan45 cited
  • 2022The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries43 cited
  • 2017Determinants of Exchange Rate in Pakistan: Revisited with Structural Break Testing40 cited
  • 2013Effects of terms of trade on growth performance of India36 cited
  • 1995Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia35 cited