Some Comment on Sims' Test for Exogeneity of Money
AbstractThis paper tests for the exogeneity of money using the causality testing procedure of Sims. Sims' findings are extremely sensitive to whether we use seasonally or unseasonally adjusted data. A further test on residual autocorrelation and stationarity of the series show no reason to prefer one data set over the other.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Queen's University, Department of Economics in its series Working Papers with number 373.
Date of creation: 1980
Date of revision:
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark Babcock).
If references are entirely missing, you can add them using this form.