True Versus Spurious Instantaneous Causality
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Bibliographic InfoPaper provided by Universite Libre de Bruxelles - C.E.M.E. in its series Papers with number 9103.
Length: 40 pages
Date of creation: 1991
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- Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited," Working Papers 0403, Florida International University, Department of Economics.
- Hafner, C.M., 2004.
"Temporal aggregation of multivariate GARCH processes,"
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EI 2004-29, Erasmus University Rotterdam, Econometric Institute.
- Hafner, Christian M., 2008. "Temporal aggregation of multivariate GARCH processes," Journal of Econometrics, Elsevier, vol. 142(1), pages 467-483, January.
- Christian M. Hafner, 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings 538, Econometric Society.
- Eric Renault & Khalid Sekkat & Ariane Szafarz, 1998.
"Testing for Spurious Causality in Exchange Rates,"
ULB Institutional Repository
2013/709, ULB -- Universite Libre de Bruxelles.
- Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 01 Mar 2004.
- Jonathan B. Hill, 2004.
"Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship,"
0413, Florida International University, Department of Economics.
- 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.
- Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics 0407013, EconWPA, revised 17 May 2005.
- 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.
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