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True Versus Spurious Instantaneous Causality

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Author Info
Renault, E.
Szafarz, A.

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Abstract

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Publisher Info
Paper provided by Universite Libre de Bruxelles - C.E.M.E. in its series Papers with number 9103.

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Length: 40 pages
Date of creation: 1991
Date of revision:
Handle: RePEc:fth:ulbeme:9103

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Postal: UNIVERSITE LIBRE DE BRUXELLES, CENTRE D'ECONOMIE MATHEMATIQUE ET D'ECONOMETRIE, C.P. 139, 50 AVE F.D. ROOSEVELT 1050 BRUXELLES.
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Web page: http://resu3.ulb.ac.be//cgi-bin/nawcgi.exe?p_ctx=219700021d08eb4e00000008&p_tmpl=unite.html&p_NUnit=ULB097
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Related research
Keywords: statistical analysis ; economic models ; econometrics;

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  1. Jonathan B. Hill, 2007. "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 747-765. [Downloadable!]
    Other versions:
  2. Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited," Working Papers 0403, Florida International University, Department of Economics. [Downloadable!]
  3. Norman R. Swanson & C. W.J. Granger, 1992. "Impulse Response Functions Based on a Causal Approach to Residual Orthogonalizaton in Vector Autoregressions," University of California at San Diego, Economics Working Paper Series 92-50, Department of Economics, UC San Diego. [Downloadable!]
  4. Jonathan B. Hill, 2005. "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics 0503016, EconWPA, revised 23 Mar 2005. [Downloadable!]
  5. Christian M. Hafner, 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings 538, Econometric Society. [Downloadable!]
    Other versions:
  6. Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 01 Mar 2004. [Downloadable!]
Statistics
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This page was last updated on 2009-12-16.

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