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Granger Causality and the Sampling of Economic Processes
16 references·0 citing·41 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1988Testing for Common Trends1,894 cited
  • 1980Testing for causality1,747 cited
  • 1993Vector Autoregressions and Causality867 cited
  • 1998Long memory in continuous‐time stochastic volatility models752 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 1990Simulated Moments Estimation of Markov Models of Asset Prices617 cited
  • 1977Causality in temporal systems600 cited
  • 1987Interpreting Evidence on Money-Income Causality559 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited

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