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Money-output Granger causality revisited: an empirical analysis of EU countries
16 references·16 citing·38 second hopsampled
Money-output Granger causality revisited: an empirical analysis of EU countries (1999)Money-output Granger causality revisited:…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…MORE EVIDENCE ON THE MONEY‐OUTPUT RELATIONSHIP (1997)MORE EVIDENCE ON THE MONEY‐OU…Making wald tests work for cointegrated VAR systems (1996)Making wald tests work for co…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Subsample instability and asymmetries in money-income causality (1994)Subsample instability and asy…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Money does Granger-cause output in the bivariate money-output relation (1988)Money does Granger-cause outp…Interpreting Evidence on Money-Income Causality (1987)Interpreting Evidence on Mone…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1985)Lag-Length Selection and Test…MONEY, CREDIT, AND PRICES IN REAL BUSINESS CYCLE (1984)MONEY, CREDIT, AND PRICES IN …Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYBest Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…A Bootstrap Method to Test Granger-Causality in the Frequency Domain (2021)A Bootstrap Method to Test Gr…New empirics of monetary policy dynamics: evidence from the CFA franc zones (2016)New empirics of monetary poli…How Would Monetary Policy Matter in the Proposed African Monetary Unions? 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Plenumsvortrag zur Jahrestagung des Vereins fur Socialpolitik (2004)Hat die Geldmenge ausgedient?…Detrending and the Money-Output Link: International Evidence (2002)Detrending and the Money-Outp…CONSUMERS' INFLATION EXPECTATIONS AND MONETARY POLICY IN EUROPE (2002)CONSUMERS' INFLATION EXPECTAT…How would monetary policy matter in the proposed African monetary unions? Evidence from output and prices (1976)How would monetary policy mat…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)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)Testing for a Unit Root in Time Series Regression (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Bounds testing approaches to the analysis of level relationships (2001)Macroeconomics and Reality (1980)New Indexes of Coincident and Leading Economic Indicators (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Monthly Estimates of Certain National Product Components, 1946-49 (1951)The Interpolation of Time Series by Related Series (1962)A Monthly Recursive Econometric Model of United States: A Test of Feasibility (1969)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Inference in Linear Time Series Models with some Unit Roots (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Testing for short- and long-run causality: A frequency-domain approach (2005)Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application (2006)Survey of the international evidence on the causal relationship between energy consumption and growth (2010)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)Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autoregressive Unit Root (1996)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? 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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,761 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,585 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1996Making wald tests work for cointegrated VAR systems906 cited
  • 1991Critical Values for Cointegratio11 Tests*762 cited
  • 1987Interpreting Evidence on Money-Income Causality559 cited
  • 1984MONEY, CREDIT, AND PRICES IN REAL BUSINESS CYCLE552 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
  • 1994Subsample instability and asymmetries in money-income causality282 cited
  • 1988Money does Granger-cause output in the bivariate money-output relation

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177 cited
  • 1997MORE EVIDENCE ON THE MONEY‐OUTPUT RELATIONSHIP51 cited
  • Cited by

    • 2007Explaining de facto judicial independence227 cited
    • 2014Does money matter in Africa?32 cited
    • 2010News and correlations of CEEC-3 financial markets30 cited
    • 2002CONSUMERS' INFLATION EXPECTATIONS AND MONETARY POLICY IN EUROPE29 cited
    • 2008Granger-Causality in the presence of structural breaks26 cited
    • 2008Does money still matter for U.S. output?20 cited
    • 2021A Bootstrap Method to Test Granger-Causality in the Frequency Domain18 cited
    • 2004Hat die Geldmenge ausgedient?. Plenumsvortrag zur Jahrestagung des Vereins fur Socialpolitik17 cited
    • 2002Detrending and the Money-Output Link: International Evidence16 cited
    • 1976How would monetary policy matter in the proposed African monetary unions? Evidence from output and prices16 cited
    • 2007Why U.S. money does not cause U.S. output, but does cause Hong Kong output15 cited
    • 2016New empirics of monetary policy dynamics: evidence from the CFA franc zones14 cited
    • 2006A bootstrap-corrected causality test: another look at the money–income relationship13 cited
    • 2007CAUSALITY LINK BETWEEN MONEY, OUTPUT AND PRICES IN MALAYSIA: AN EMPIRICAL RE-EXAMINATION12 cited
    • 2014How Would Monetary Policy Matter in the Proposed African Monetary Unions? Evidence from Output and Prices12 cited
    • 2008Co-integrated money in the production function–evidence and implications8 cited