References

• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 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
• 1987Interpreting Evidence on Money-Income Causality559 cited
• 1982Non-causality due to omitted variables544 cited
• 1992Is the Export-Led Growth Hypothesis Valid for Industrialized Countries?410 cited
• 1979Autoregressive Modeling of Canadian Money and Income Data366 cited
• 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
• 1987Why Does Money Affect Output? A Survey246 cited
• 1982Autoregressive modeling and causal ordering of economic variables208 cited
• 1984Multivariate subset autoregressive modelling with zero constraints for detecting ‘overall causality’52 cited
• 1989Money, History, and International Finance45 cited
• 1985Small-sample properties of dimensionality statistics for fitting VAR models to aggregate economic data38 cited
• 1989