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Money, Equity Values, and Income: Tests for Exogeneity

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
1972MONEY, INCOME, AND CAUSALITY3,013 cited
2017A Monetary History of the United States, 1867-19602,467 cited
1976Asset Markets and the Cost of Capital347 cited
1974Seasonal Adjustment and Relations between Variables327 cited
1973A Distributed Lag Estimator Derived from Smoothness Priors298 cited
1974Money and stock prices194 cited
1976MONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCE116 cited

Cited by

1979"q" and the Theory of Investment33 cited
1992The Responsiveness of Domestic Investment to Foreign Economic Conditions16 cited

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