This study uses Poskitt and Tremayne's (1987) posterior odds ratio test and the associated model portfolio approach to measure the strength of the evidence from cointegration and Granger-causality tests. As an illustration of the methodology, the bivariate relationship between money and income in Canada is re-examined using historical data.
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Article provided by Taylor and Francis Journals in its journal Applied Economics.
Volume (Year): 37 (2005) Issue (Month): 14 (August) Pages: 1607-1614 Download reference. The following formats are available: HTML,
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