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Christmas cards, Easter bunnies, and Granger-causality

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  • Erdal Atukeren

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Bibliographic Info

Article provided by Springer in its journal Quality & Quantity.

Volume (Year): 42 (2008)
Issue (Month): 6 (December)
Pages: 835-844

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Handle: RePEc:spr:qualqt:v:42:y:2008:i:6:p:835-844

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Web page: http://www.springer.com/economics/journal/11135

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Related research

Keywords: Semantics of Granger-causality; Granger-Hsiao direct causality; Econometric methodology; B40; C50; A20;

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References

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  1. Hoover,Kevin D., 2001. "The Methodology of Empirical Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521802727, April.
  2. Granger, C. W. J., 1980. "Testing for causality : A personal viewpoint," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 329-352, May.
  3. Hoover,Kevin D., 2001. "Causality in Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521002882, April.
  4. Peter Hans Matthews, 2005. "Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle," Review of Political Economy, Taylor & Francis Journals, vol. 17(1), pages 1-28.
  5. Grahame Thompson, 1993. "Causality in economics: Rhetorical ethic or positivist empiric?," Quality & Quantity: International Journal of Methodology, Springer, vol. 27(1), pages 47-71, February.
  6. Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 433-453.
  7. Shagil Ahmed, 1993. "Does money affect output?," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 13-28.
  8. Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-37, April.
  9. Bishop, Robert V, 1979. "The Construction and Use of Causality Tests," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 4.
  10. Lutkepohl, Helmut, 1982. "Non-causality due to omitted variables," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 367-378, August.
  11. Erdal Atukeren, 2005. "Measuring the strength of cointegration and Granger-causality," Applied Economics, Taylor & Francis Journals, vol. 37(14), pages 1607-1614.
  12. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
  13. Drakopoulos, Stavros A & Torrance, Thomas S, 1994. "Causality and Determinism in Economics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 41(2), pages 176-93, May.
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Citations

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Cited by:
  1. Jochen Hartwig, 2009. "A panel Granger-causality test of endogenous vs. exogenous growth," KOF Working papers 09-231, KOF Swiss Economic Institute, ETH Zurich.
  2. Erdal Atukeren, 2010. "The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests," Economics Bulletin, AccessEcon, vol. 30(1), pages 494-499.
  3. repec:ebl:ecbull:v:30:y:2010:i:1:p:494-499 is not listed on IDEAS
  4. Headey, Derek, 2011. "Rethinking the global food crisis: The role of trade shocks," Food Policy, Elsevier, vol. 36(2), pages 136-146, April.

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