True versus spurious instantaneous causality

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True versus spurious instantaneous causality

Author Info

Renault, Eric
SZAFARZ, Ariane

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Ariane Szafarz

Abstract

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Paper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 9103.

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Date of creation: 1991
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Handle: RePEc:ulb:ecoulb:info:hdl:2013/2437

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Paper
- Renault, E. & Szafarz, A., 1991. "True Versus Spurious Instantaneous Causality," Papers 9103, Universite Libre de Bruxelles - C.E.M.E..

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

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:
- Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Working Papers 0413, Florida International University, Department of Economics. [Downloadable!]
- 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. [Downloadable!]
Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited," Working Papers 0403, Florida International University, Department of Economics. [Downloadable!]
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!]
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!]
Christian M. Hafner, 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings 538, Econometric Society. [Downloadable!]
Other versions:
- Hafner, C.M., 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Institute Report EI 2004-29 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
- Hafner, Christian M., 2008. "Temporal aggregation of multivariate GARCH processes," Journal of Econometrics, Elsevier, vol. 142(1), pages 467-483, January. [Downloadable!] (restricted)
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!]

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