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Lag-Length Selection and Tests of Granger Causality between Money and Income

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Author Info
Thornton, Daniel L
Batten, Dallas S

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Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 17 (1985)
Issue (Month): 2 (May)
Pages: 164-78
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Handle: RePEc:mcb:jmoncb:v:17:y:1985:i:2:p:164-78

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  22. R.W. Hafer & Richard G. Sheehan, 1987. "On the sensitivity of VAR forecasts to alternative lag structures," Working Papers 1987-004, Federal Reserve Bank of St. Louis. [Downloadable!]
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