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Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

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  • Guilkey, David K
  • Salemi, Michael K
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    Article provided by MIT Press in its journal Review of Economics & Statistics.

    Volume (Year): 64 (1982)
    Issue (Month): 4 (November)
    Pages: 668-80

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    Handle: RePEc:tpr:restat:v:64:y:1982:i:4:p:668-80

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    Cited by:
    1. Awad Abdel Hameed, Amna & Mohamed Arshad, Fatimah, 2008. "The Impact Of Petroleum Prices On Vegetable Oils Prices: Evidence From Cointegration Tests," Miscellaneous Papers, Agecon Search 46251, Agecon Search.
    2. Daniel L. Thornton, 2010. "Monetizing the debt," Economic Synopses, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis.
    3. Zapata, Hector O. & Gil, Jose M., 1999. "Cointegration and causality in international agricultural economics research," Agricultural Economics, Blackwell, Blackwell, vol. 20(1), pages 1-9, January.
    4. Mongkolporn, Veerasak & Yin, Xiangkang, 2005. "How does the entry of new firms change demand? An empirical estimation for a Thai telecommunications company," Journal of Asian Economics, Elsevier, Elsevier, vol. 16(4), pages 688-703, August.
    5. Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M., 1998. "On the relationship between stock returns and exchange rates: Tests of granger causality," Global Finance Journal, Elsevier, vol. 9(2), pages 241-251.
    6. Roelf Bult, Jan & Leeflang, Peter S. H. & Wittink, Dick R., 1997. "The relative performance of bivariate causality tests in small samples," European Journal of Operational Research, Elsevier, Elsevier, vol. 97(3), pages 450-464, March.
    7. Odhiambo, Nicholas M., 2009. "Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach," Energy Policy, Elsevier, Elsevier, vol. 37(2), pages 617-622, February.
    8. S. Gurcan Gulen, 1996. "Is OPEC a Cartel? Evidence from Cointegration and Causality Tests," The Energy Journal, International Association for Energy Economics, International Association for Energy Economics, vol. 0(Number 2), pages 43-57.
    9. Sapp, Stephen, 2004. "Are all Central Bank interventions created equal? An empirical investigation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(3), pages 443-474, March.
    10. Diebolt, Claude & Parent, Antoine, 2008. "Bimetallism: The "rules of the game"," Explorations in Economic History, Elsevier, Elsevier, vol. 45(3), pages 288-302, July.
    11. Mookerjee, Rajen & Peebles, Gavin, 1998. "Endogenous money in China: Evidence and insights on recent policies," Journal of Asian Economics, Elsevier, Elsevier, vol. 9(1), pages 139-158.
    12. Paul W. Bauer, 1990. "A reexamination of the relationship between capacity utilization and inflation," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q III, pages 2-12.
    13. Green, Richard K., 2002. "Stock prices and house prices in California: new evidence of a wealth effect?," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 32(6), pages 775-783, November.
    14. Dufour, Jean-Marie & Tessier, David, 1997. "La causalité entre la monnaie et le revenu : une analyse fondée sur un modèle VARMA-échelon," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 73(1), pages 351-366, mars-juin.
    15. Zapata, Hector O. & Gil, Jose M., 1999. "Cointegration and causality in international agricultural economics research," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 20(1), January.
    16. Seung-Hoon Yoo, 2007. "Urban Water Consumption and Regional Economic Growth: The Case of Taejeon, Korea," Water Resources Management, Springer, Springer, vol. 21(8), pages 1353-1361, August.
    17. Zhao, Xiaoli & Ma, Qian & Yang, Rui, 2013. "Factors influencing CO2 emissions in China's power industry: Co-integration analysis," Energy Policy, Elsevier, Elsevier, vol. 57(C), pages 89-98.
    18. N M Odhiambo, 2008. "Financial Development in Kenya: a Dynamic Test of the Finance-led Growth Hypothesis," Economic Issues Journal Articles, Economic Issues, Economic Issues, vol. 13(2), pages 21-36, September.

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