On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality
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Bibliographic InfoPaper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9323.
Length: 10 pages
Date of creation: 1993
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econometrics ; economic models;
Other versions of this item:
- Dufour, Jean-Marie & Tessier, David, 1993. "On the relationship between impulse response analysis, innovation accounting and Granger causality," Economics Letters, Elsevier, vol. 42(4), pages 327-333.
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- 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.
- Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen.
- Rashed, Jamal A. & Samanta, Subarna K., 2005. "The productivity-wage gap and the recent stock price increase: An analysis," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 169-180.
- Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 01 Mar 2004.
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