On the specification of granger-causality tests using the cointegration methodology
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. A causality test of Canadian money and income: A comment on Baeth and Bennett;Auerback;Canadian Journal of Economics,1978
2. The relationship between money, income and prices: Has money mattered historically?;Brillembourg;Journal of Money, Credit and Banking,1979
3. Cointegration and error correction: Representation, estimation and testing;Engle;Econometrica,1987
4. Introduction to statistical time series;Fuller,1976
5. Investigating causal relations by econometric models and cross-spectral methods;Granger;Econometrica,1969
Cited by 45 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The relationship between sustainable innovation efficiency and economic growth in China;Technology Analysis & Strategic Management;2023-07-24
2. Global warming and urbanization;Journal of Population Economics;2022-10-01
3. Twenty years with the Euro: Eurozone banking market integration revisited;Economic Modelling;2022-09
4. The Dynamic Relationship between Stock Market and Macroeconomy at Sectoral Level: Evidence from Chinese and US Stock Market;Complexity;2021-03-08
5. Population size and the size of government;European Journal of Political Economy;2020-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3