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Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates
0 references·16 citing·47 second hopsampled
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  • 2010Estimation of a Time Varying NAIRU for France142 cited
  • 2010Short-Run Assessment of French Economic Activity Using Optim119 cited
  • 2010Forecasting Inflation Using Economic Indicators: The Case of France113 cited
  • 1999La mesure du ratio rendement-risque a partir du marche des euro-devises56 cited
  • 2011Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to Us Data39 cited
  • 2010Financial (Dis)Integration39 cited
  • 2004Interest rate linkages: a Kalman filter approach to detecting structural change36 cited
  • 1999L'investissement en France depuis le debut des annees 198032 cited
  • 2006Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems24 cited
  • 2009Speed of adjustment in cointegrated systems17 cited
  • 2003Is there a bank-lending channel in France? Evidence from bank panel data17 cited
  • 2004Price leadership within a marketing channel: A cointegration study17 cited
  • 2018The Neo-Fisherian hypothesis: empirical implications and evidence?15 cited
  • 2013Geometric and long run aspects of Granger causality12 cited
  • 2006

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The Likelihood Ratio Test for the Rank of a Cointegration Submatrix*
11 cited
  • 2005THE RANK OF A SUBMATRIX OF COINTEGRATION9 cited