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Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
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  • 2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window601 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 2004Small sample properties of forecasts from autoregressive models under structural breaks409 cited
  • 1994Vector autoregression and causality: a theoretical overview and simulation study404 cited
  • 2011A consistent nonparametric test for nonlinear causality—Specification in time series regression314 cited
  • 2000A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems275 cited
  • 2012The export-output growth nexus in Japan: a bootstrap rolling window approach

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264 cited
  • 2005Monitoring structural change in dynamic econometric models213 cited
  • 2006Evidence for chaotic dependence between US inflation and commodity prices183 cited
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