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Cross national money-income causality for the floating exchange rate period: Has the influence of U.S. and German money persisted?
16 references·0 citing·37 second hop
Cross national money-income causality for the floating exchange rate period: Has the influence of U.S. and German money persisted? (1991)Cross national money-income causality for…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Investigating Causal Relation…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…Policy Analysis with Econometric Models (1982)Policy Analysis with Economet…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Macroeconomics and Reality (1980)Macroeconomics and RealityThe Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis (1979)The Casual Causal Relationshi…Testing the exogeneity specification in the complete dynamic simultaneous equation model (1978)Testing the exogeneity specif…Determinants of Exchange Rate Practices (1978)Determinants of Exchange Rate…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Causality in temporal systems (1977)Causality in temporal systemsBook Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…MONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCE (1976)MONEY, INCOME AND CAUSALITY: …Seasonal Adjustment and Relations Between Variables (1974)Seasonal Adjustment and Relat…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…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)The X-11 variant of the census method II seasonal adjustment program (1965)The Typical Spectral Shape of an Economic Variable (1966)Ten economic studies in the tradition of Irving Fisher (1967)Measures of Conditional Linear Dependence and Feedback Between Time Series (1984)Dynamic Econometrics (1995)Forecasting Output and Inflation: The Role of Asset Prices (2003)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Some Implications of Endogenous Stabilization Policy (1972)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)The Causal Interpretation of Non-Triangular Systems of Economic Relations (1963)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)To Explain or to Predict? (2010)Testing for Granger non-causality in heterogeneous panels (2012)Testing for causality (1980)Sticky Prices in the United States (1982)Some recent development in a concept of causality (1988)Oil and the Macroeconomy since World War II (1983)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)Generalized autoregressive conditional heteroskedasticity (1986)Using daily stock returns (1985)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1977Time Series Analysis: Forecasting and Control6,592 cited
  • 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods5,188 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,070 cited
  • 1982Policy Analysis with Econometric Models681 cited
  • 1977Causality in temporal systems600 cited
  • 1974Seasonal Adjustment and Relations Between Variables414 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
  • 1979The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis251 cited
  • 1978Testing the exogeneity specification in the complete dynamic simultaneous equation model167 cited
  • 1978Determinants of Exchange Rate Practices118 cited

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  • 1976MONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCE116 cited
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