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Non-cointegration and causality: Implications for VAR modeling

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  • Shoesmith, Gary L.

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  • Shoesmith, Gary L., 1992. "Non-cointegration and causality: Implications for VAR modeling," International Journal of Forecasting, Elsevier, vol. 8(2), pages 187-199, October.
    • Handle: RePEc:eee:intfor:v:8:y:1992:i:2:p:187-199
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    Cited by:

    1. Blinova, Tatiana, 1999. "Transition Economy and Regional Differentiation at the Russian Agrarian Labor Market," ERSA conference papers ersa99pa328, European Regional Science Association.
    2. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    3. repec:rre:publsh:v:33:y:2003:i:2:p:164-83 is not listed on IDEAS
    4. James P. LeSage & Zheng Pan, 1995. "Using Spatial Contiguity as Bayesian Prior Information in Regional Forecasting Models," International Regional Science Review, , vol. 18(1), pages 33-53, January.
    5. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    6. Won Lee Kyung & James Schmidt & George Rejda, 1999. "Unemployment Insurance and State Economic Activity," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 77-95.
    7. Ahking, Francis, W. & Pattanapancha, Maneechit, 2000. "The Linkage Between State and National Output: A Case Study of Connecticut," The Review of Regional Studies, Southern Regional Science Association, vol. 30(2), pages 137-145, Fall.

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