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On the specification of granger-causality tests using the cointegration methodology

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  • MacDonald, Ronald
  • Kearney, Colm

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 25 (1987)
Issue (Month): 2 ()
Pages: 149-153

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Handle: RePEc:eee:ecolet:v:25:y:1987:i:2:p:149-153

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. George Kouretas & Leonidas Zarangas, . "Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics," Working Papers 9902, University of Crete, Department of Economics.
  2. Erenburg, S. J. & Wohar, Mark E., 1995. "Public and private investment: Are there causal linkages?," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 1-30.
  3. Diamandis, Panayiotis F. & Drakos, Anastassios A., 2005. "Long-run dynamics of official and black-market exchange rates in Latin America," Global Finance Journal, Elsevier, vol. 15(3), pages 219-237, February.
  4. Salehizadeh, Mehdi, 2003. "U.S. multinationals and the home bias puzzle: an empirical analysis," Global Finance Journal, Elsevier, vol. 14(3), pages 303-318, December.
  5. Dockery, E. & Taylor, K., 1997. "Some tests on the long-run dynamics of black and official exchange rates: evidence for four East European countries," Journal of Multinational Financial Management, Elsevier, vol. 7(4), pages 317-332, December.
  6. Horobet, Alexandra & Lupu, Radu, 2009. "Are Capital Markets Integrated? A Test of Information Transmission within the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 64-80, June.
  7. Sander, Harald & Kleimeier, Stefanie, 2003. "Contagion and causality: an empirical investigation of four Asian crisis episodes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 171-186, April.
  8. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.
  9. AuYong, Hue Hwa & Gan, Christopher & Treepongkaruna, Sirimon, 2004. "Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 479-515.
  10. Theofanis Papageorgiou & Panayotis G. Michaelides & John G. Milios, 2011. "Technology and economic fluctuations in the US food sector (1958-2006): An empirical approach from a political economy perspective," International Journal of Social Economics, Emerald Group Publishing, vol. 38(2), pages 140-164, January.
  11. Salina H. Kassim & M. Shabri Abd. Majid, 2010. "Impact of financial shocks on Islamic banks: Malaysian evidence during 1997 and 2007 financial crises," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 3(4), pages 291-305, November.
  12. Horobet, Alexandra & Ilie, Livia, 2007. "On the dynamic link between stock prices and exchange rates: evidence from Romania," MPRA Paper 6429, University Library of Munich, Germany.

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