Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS

16 references·1 citing·32 second hop

FromToDepth

this work references cited by second hop

References

1988Statistical analysis of cointegration vectors17,038 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
1986Alternative Explanations of the Money-Income Correlation1,501 cited
1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
1985Atheoretical macroeconometrics: A critique714 cited
2001Spatial Market Integration in the Presence of Threshold Effects505 cited
1997Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions454 cited
1994Vector autoregression and causality: a theoretical overview and simulation study404 cited
1977Causal Ordering and Identifiability320 cited
1998Impulse response and forecast error variance asymptotics in nonstationary VARs310 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1995Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model292 cited

1984Futures markets: Their purpose, their history, their growth, their successes and failures190 cited

Cited by

2006Causality in futures markets78 cited