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The Link between the Rate of Growth of Stock Prices and the Rate of Growth of GNP in the United States: A Granger Causality Test
10 references·4 citing·38 second hop
The Link between the Rate of Growth of Stock Prices and the Rate of Growth of GNP in the United States: A Granger Causality Test (1991)The Link between the Rate of Growth of St…Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…The Stabilization of the U.S. Economy Evidence From the Stock Market (1988)The Stabilization of the U.S.…The theory and practice of econometrics (1986)The theory and practice of ec…Monetary vs. Credit Aggregates: An Evaluation of Monetary Policy Targets (1984)Monetary vs. Credit Aggregate…Macroeconomics and finance: The role of the stock market (1984)Macroeconomics and finance: T…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System (1982)Small Sample Properties of Th…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Fitting autoregressive models for prediction (1969)Fitting autoregressive models…Forecasting Economic Growth with V4 Countries’ Composite Stock Market Indexes – a Granger Causality Test (2023)Forecasting Economic Growth w…Evolution of corporate governance in India and its impact on the growth of the financial market: an empirical analysis (1995-2014) (2019)Evolution of corporate govern…Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain (2012)Do stock prices contain predi…Volatility relationship between stock performance and real output (2006)Volatility relationship betwe…MONEY, INCOME, AND CAUSALITY (1972)Oil and the Macroeconomy since World War II (1983)Measuring the Information Content of Stock Trades (1991)Macroeconomics and Reality (1980)A note on the causal relationship between energy and GDP in Taiwan (2000)DOES FOREIGN DIRECT INVESTMENT PROMOTE ECONOMIC GROWTH? EVIDENCE FROM EAST ASIA AND LATIN AMERICA (2001)Causal Relationship between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach (2008)Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)An investigation of co-integration and causality between energy consumption and economic activity in Taiwan (1997)Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand (2003)Electricity consumption and economic growth: evidence from Korea (2004)Monetary and Fiscal Actions: A Test of Their Relative Importance in Economic Stabilization (1968)Autoregressive Modeling of Canadian Money and Income Data (1979)Government Spending and Taxation: What Causes What? (1986)Public and private investment: Are there causal linkages? (1995)“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix (2010)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Tourism development and economic growth: a panel Granger causality analysis in the frequency domain (2015)Does Governance Quality Moderate the Finance-Renewable Energy-Growth Nexus?: Evidence from Five Major Regions in the World (2019)The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market (2021)The General Theory of Employment, Interest and Money. (1936)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)International Stock Price Movements: Links and Messages (1989)Accounting Earnings and Gross Domestic Product (2013)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)The Influence of Top Management Team Heterogeneity on Firms' Competitive Moves (1996)The analysis of household surveys (1997)Veto Players. How Political Institutions Work (2003)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Tourism as a long-run economic growth factor: the Spanish case (2002)Estimation of Panel Vector Autoregression in Stata (2016)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1969Fitting autoregressive models for prediction2,483 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1984Macroeconomics and finance: The role of the stock market360 cited
  • 1982Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System241 cited
  • 1984Monetary vs. Credit Aggregates: An Evaluation of Monetary Policy Targets63 cited
  • 1988The Stabilization of the U.S. Economy Evidence From the Stock Market49 cited

Cited by

  • 2012Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain88 cited
  • 2019Evolution of corporate governance in India and its impact on the growth of the financial market: an empirical analysis (1995-2014)29 cited
  • 2006Volatility relationship between stock performance and real output27 cited
  • 2023Forecasting Economic Growth with V4 Countries’ Composite Stock Market Indexes – a Granger Causality Test

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16 cited