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The Effects of Detrending in Granger Causality Tests

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  • Kang, Heejoon

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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 3 (1985)
Issue (Month): 4 (October)
Pages: 344-49

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Handle: RePEc:bes:jnlbes:v:3:y:1985:i:4:p:344-49

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Cited by:
  1. Martin Eichenbaum & Kenneth I. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?," NBER Chapters, in: NBER Macroeconomics Annual 1986, Volume 1, pages 91-146 National Bureau of Economic Research, Inc.
  2. Jason Barr & Bruce Mizrach & Kusum Mundra, 2011. "Skyscraper Height and the Business Cycle: International Time Series Evidence," Working Papers Rutgers University, Newark 2011-003, Department of Economics, Rutgers University, Newark.
  3. Shoro Armstrong, 2010. "Interaction Between Trade, Conflict And Cooperation: The Case Of Japan And China," Asia Pacific Economic Papers 386, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
  4. McCullough, B. D., 1997. "An analysis of stock market transactions data," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 887-903.
  5. Satya Paul & Colm Kearney & Kabir Chowdhury, 1997. "Inflation and economic growth: a multi-country empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1387-1401.
  6. Aaltonen, J. & Östermark, R., 1997. "A rolling test of granger causality between the Finnish and Japanese security markets," Omega, Elsevier, vol. 25(6), pages 635-642, December.

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