On the relationship between impulse response analysis, innovation accounting and Granger causality

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On the relationship between impulse response analysis, innovation accounting and Granger causality

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Dufour, Jean-Marie
Tessier, David

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Jean-Marie Dufour

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 42 (1993)
Issue (Month): 4 ()
Pages: 327-333
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Handle: RePEc:eee:ecolet:v:42:y:1993:i:4:p:327-333

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Paper
- Dufour, J.M. & Tessier, D., 1993. "On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality," Cahiers de recherche 9323, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

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Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics 0407013, EconWPA, revised 17 May 2005. [Downloadable!]
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- Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Working Papers 0413, Florida International University, Department of Economics. [Downloadable!]
- Jonathan B. Hill, 2007. "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 747-765. [Downloadable!]
Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen. [Downloadable!]
Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 01 Mar 2004. [Downloadable!]
Judith A. Giles, Cara L. Williams, 2000. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 1," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 9(3), pages 261-337, September. [Downloadable!] (restricted)
Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, EconWPA. [Downloadable!]
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Helmut LUETKEPOHL & Maike MUELLER, . "Testing for Multi-Step Causality in Time Series," Sonderforschungsbereich 373 1994-3, Humboldt Universitaet Berlin.
P. Rothman & D.J.C. van Dijk & P.H.B.F. Franses, 1999. "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Report 170, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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- Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics. [Downloadable!]
- Rothman, P. & Dijk, D.J.C. van & Franses, Ph.H.B.F., 1999. "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Report EI 9945-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
- Philip Rothman & Dick van Dijk & Philip Hans Franses, 1999. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 9913, East Carolina University, Department of Economics. [Downloadable!]

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