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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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Bibliographic Info

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

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Cited by:
  1. 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.
  2. 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.
  3. Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 01 Mar 2004.
  4. Rashed, Jamal A. & Samanta, Subarna K., 2005. "The productivity-wage gap and the recent stock price increase: An analysis," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 169-180.

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