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Vector autoregressions for causal inference?

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Author Info
Leamer, Edward E.

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File URL: http://www.sciencedirect.com/science/article/B6V8D-4BYSBBK-2X/2/72de5d75f1fe4b962fe45b178c90271b
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Article provided by Elsevier in its journal Carnegie-Rochester Conference Series on Public Policy.

Volume (Year): 22 (1985)
Issue (Month): 1 (January)
Pages: 255-304
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Handle: RePEc:eee:crcspp:v:22:y:1985:i::p:255-304

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  2. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics. [Downloadable!]
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  3. Hoover, Kevin & Demiralp, Selva, 2003. "Searching for the Causal Structure of a Vector Autoregression," Working Papers 03-3, University of California at Davis, Department of Economics. [Downloadable!]
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  4. Jan Gottschalk & Felipe Martinez Rico & Willem Van Zandweghe, 2000. "Money as an Indicator in the Euro Zone," Kiel Working Papers 984, Kiel Institute for the World Economy. [Downloadable!]
  5. Hossain, A., 2005. "Granger-Causality Between Inflation, Money Growth, Currency Devaluation and Economic Growth in Indonesia, 1951-2002," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(3), pages 45-68. [Downloadable!]
  6. Titus O. Awokuse & David A. Bessler, 2003. "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 1-24, May. [Downloadable!]
  7. Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor and Francis Journals, vol. 12(3), pages 433-453, September. [Downloadable!] (restricted)
  8. Jordan Shan, 1999. "Immigration and Unemployment: new evidence from Australia and New Zealand," International Review of Applied Economics, Taylor and Francis Journals, vol. 13(2), pages 253-260, May. [Downloadable!] (restricted)
  9. Garrone Giovanna & Marchionatti Roberto, 2007. "The appropriate style of economic discourse. Keynes on Economics and Econometrics," CESMEP Working Papers 200702, University of Turin. [Downloadable!]
  10. Reinhart, Carmen & Borenzstein, Eduardo, 1994. "The Macroeconomic Determinants of Commodity Prices," MPRA Paper 6979, University Library of Munich, Germany. [Downloadable!]
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  11. Peter Hans Matthews, 2005. "Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle," Review of Political Economy, Taylor and Francis Journals, vol. 17(1), pages 1-28, January. [Downloadable!] (restricted)
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  13. M. Nagy Eltony, . "Oil Price Fluctuations and their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model," API-Working Paper Series 9908, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
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  17. Reinhart, Carmen & Borensztein, Eduardo, 1994. "The determinants of commodity prices," MPRA Paper 13870, University Library of Munich, Germany. [Downloadable!]
  18. Madden, Gary G & Savage, Scott J, 1997. "CEE telecommunications investment and economic growth," MPRA Paper 11843, University Library of Munich, Germany, revised 25 Jul 1997. [Downloadable!]
  19. Douglas W. Elmendorf, 1996. "The effects of deficit-reduction laws on real interest rates," Finance and Economics Discussion Series 96-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  20. Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo & Marcelo Saavedra, 2001. "Dollarization as an Asymmetric Monetary Union. The Case of Argentina," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 043, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
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