Citations for "Money, Income, and Causality"
by Sims, Christopher A
For a complete description of this item,
click here. For a RSS feed for citations of this item,
click here.
- Theodore J. Joyce & Naci H. Mocan, 1993.
"Unemployment and Infant Health: Times-Series Evidence from the State of Tennessee,"
NBER Working Papers
3694, National Bureau of Economic Research, Inc.
- Domenico Giannone & Lucrezia Reichlin, 2006.
"Does information help recovering structural shocks from past observation?,"
ULB Institutional Repository
2013/6403, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia, 2006.
"Does Information Help Recovering Structural Shocks from Past Observations?,"
CEPR Discussion Papers
5725, C.E.P.R. Discussion Papers.
- Domenico Giannone & Lucrezia Reichlin, 2006.
"Does information help recovering structural shocks from past observations?,"
Working Paper Series
632, European Central Bank.
- Domenico Giannone & Lucrezia Reichlin, 2006.
"Does information help recovering structural shocks from past observations?,"
ULB Institutional Repository
2013/10125, ULB -- Universite Libre de Bruxelles.
- Gholami, Roghieh & Lee, Sang-Yong Tom & Heshmati, Almas, 2005.
"The Causal Relationship between ICT and FDI,"
Working Papers
RP2005/26, World Institute for Development Economic Research (UNU-WIDER).
- DROUMAGUET, Matthieu, 2012.
"Markov-Switching Vector Autoregressive Models: Monte Carlo experiment, impulse response analysis, and Granger-Causal analysis,"
Open Access publications from European University Institute
urn:hdl:1814/25135, European University Institute.
- Judith Giles & Cara Williams, 2001.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 2,"
Journal of International Trade & Economic Development,
Taylor and Francis Journals, vol. 9(4), pages 445-470.
- Judith A. Giles & Cara L. Williams, 2000.
"Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 1,"
Econometrics Working Papers
0001, Department of Economics, University of Victoria.
- Judith A. Giles & Cara L. Williams, 2000.
"Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2,"
Econometrics Working Papers
0002, Department of Economics, University of Victoria.
- Uhlig, Harald, 1999.
"What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure,"
CEPR Discussion Papers
2137, C.E.P.R. Discussion Papers.
- Joshua Aizenman & Ilan Noy, 2005.
"FDI and Trade – Two Way Linkages?,"
Working Papers
200505, University of Hawaii at Manoa, Department of Economics.
- Christina D. Romer & David H. Romer, 1994.
"What Ends Recessions?,"
NBER Chapters,
in: NBER Macroeconomics Annual 1994, Volume 9, pages 13-80
National Bureau of Economic Research, Inc.
- Wu, Chunchi & Su, Youg-Chern, 1998.
"Dynamic relations among international stock markets,"
International Review of Economics & Finance,
Elsevier, vol. 7(1), pages 63-84.
- John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots,"
NBER Technical Working Papers
0100, National Bureau of Economic Research, Inc.
- Campbell, John & Perron, Pierre, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots,"
Scholarly Articles
3374863, Harvard University Department of Economics.
- Campbell, J.Y. & Perron, P., 1991.
"Pitfalls and Opportunities: What Macroeconomics should know about unit roots,"
Papers
360, Princeton, Department of Economics - Econometric Research Program.
- Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2009.
"A nonparametric copula based test for conditional independence with applications to granger causality,"
Economics Working Papers
we093419, Universidad Carlos III, Departamento de Economía.
- Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, .
"A nonparametric copula based test for conditional independence with applications to granger causality,"
Open Access publications from Universidad Carlos III de Madrid
info:hdl:10016/4491, Universidad Carlos III de Madrid.
- Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009.
"A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality,"
CIRANO Working Papers
2009s-28, CIRANO.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009.
"A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality,"
Cahiers de recherche
0927, CIRPEE.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009.
"A nonparametric copula based test for conditional independence with applications to Granger causality,"
CORE Discussion Papers
2009041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Tomasz Wozniak, 2012.
"Testing Causality Between Two Vectors in Multivariate GARCH Models,"
Department of Economics - Working Papers Series
1139, The University of Melbourne.
- Abbas, Kalbe & Fazal, Husain, 2006.
"Money, Income and Prices in Pakistan: A Bi-variat and Tri-varate Causility,"
MPRA Paper
4892, University Library of Munich, Germany.
- Bernd Hayo, 1999.
"Money-output Granger causality revisited: an empirical analysis of EU countries,"
Applied Economics,
Taylor and Francis Journals, vol. 31(11), pages 1489-1501.
- Takada, Hirokazu & Bass, Frank M., 1998.
"Multiple Time Series Analysis of Competitive Marketing Behavior,"
Journal of Business Research,
Elsevier, vol. 43(2), pages 97-107, October.
- Gabriella Legrenzi, 2006.
"The Permanent Effect of Domestic Income on the Growth of Governments,"
Keele Economics Research Papers
KERP 2006/19, Centre for Economic Research, Keele University.
- Robert B. Litterman & Laurence M. Weiss, 1984.
"Money, real interest rates, and output: a reinterpretation of postwar U.S. data,"
Staff Report
89, Federal Reserve Bank of Minneapolis.
- Litterman, Robert B & Weiss, Laurence M, 1985.
"Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data,"
Econometrica,
Econometric Society, vol. 53(1), pages 129-56, January.
- Bandyopadhyay, Sanghamitra, 2003.
"Convergence Club Empirics: Some Dynamics and Explanations of Unequal Growth across Indian States,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
- Mehrara, Mohsen, 2007.
"Energy consumption and economic growth: The case of oil exporting countries,"
Energy Policy,
Elsevier, vol. 35(5), pages 2939-2945, May.
- Dreger, Christian & Herzer, Dierk, 2011.
"A further examination of the export-led growth hypothesis,"
Discussion Papers
305, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Christian Dreger & Dierk Herzer, 2011.
"A Further Examination of the Export-Led Growth Hypothesis,"
Discussion Papers of DIW Berlin
1149, DIW Berlin, German Institute for Economic Research.
- Christian Dreger & Dierk Herzer, 2012.
"A further examination of the export-led growth hypothesis,"
FIW Working Paper series
084, FIW.
- Dierk Herzer, 2010.
"A further examination of the export-led growth hypothesis,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
200, Ibero-America Institute for Economic Research.
- René Garcia & Richard Luger & Eric Renault, 2000.
"Asymmetric Smiles, Leverage Effects and Structural Parameters,"
Working Papers
2000-57, Centre de Recherche en Economie et Statistique.
- GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001.
"Asymmetric Smiles, Leverage Effects and Structural Parameters,"
Cahiers de recherche
2001-09, Universite de Montreal, Departement de sciences economiques.
- Garcia, R. & Luger, R. & Renault, E., 2001.
"Asymmetric Smiles, Leverage Effects and Structural Parameters,"
Cahiers de recherche
2001-09, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia & Richard Luger & Éric Renault, 2001.
"Asymmetric Smiles, Leverage Effects and Structural Parameters,"
CIRANO Working Papers
2001s-01, CIRANO.
- Ramesh Mohan, 2006.
"Causal Relationship Between Savings And Economic Growth In Countries With Different Income Levels,"
Economics Bulletin,
AccessEcon, vol. 5(3), pages 1-12.
- Julius Horvath & Magda Kandil & Subhash Sharma, 1998.
"On the European monetary system: the spillover effects of German shocks and disinflation,"
Applied Economics,
Taylor and Francis Journals, vol. 30(12), pages 1585-1593.
- David A. Jaeger & M. Daniele Paserman, 2005.
"The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict,"
Working Papers
22, Department of Economics, College of William and Mary.
- Jaeger, David A. & Paserman, Daniele, 2005.
"The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict,"
IZA Discussion Papers
1808, Institute for the Study of Labor (IZA).
- Jaeger, David A & Paserman, Marco Daniele, 2005.
"The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict,"
CEPR Discussion Papers
5320, C.E.P.R. Discussion Papers.
- Chowdhury, Abdur R. & Mavrotas, George, 2005.
"FDI and Growth: A Causal Relationship,"
Working Papers
RP2005/25, World Institute for Development Economic Research (UNU-WIDER).
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012.
"Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience,"
Working Papers
1211, University of Nevada, Las Vegas , Department of Economics.
- Salvador Navarro, 2011.
"Using Observed Choices to Infer Agent's Information: Reconsidering the Importance of Borrowing Constraints, Uncertainty and Preferences in College Attendance,"
University of Western Ontario, CIBC Centre for Human Capital and Productivity Working Papers
20118, University of Western Ontario, CIBC Centre for Human Capital and Productivity.
- Don Bredin & Gerard O'Reilly, 2004.
"An analysis of the transmission mechanism of monetary policy in Ireland,"
Applied Economics,
Taylor and Francis Journals, vol. 36(1), pages 49-58.
- Thomas J. Sargent, 1981.
"The ends of four big inflations,"
Working Papers
158, Federal Reserve Bank of Minneapolis.
- Renault, Eric & Sekkat, Khalid & Szafarz, Ariane, 1998.
"Testing for spurious causality in exchange rates,"
Journal of Empirical Finance,
Elsevier, vol. 5(1), pages 47-66, January.
- Thai-Ha LE & Youngho CHANG, 2011.
"The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies,"
Economic Growth centre Working Paper Series
1103, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
- Thai-Ha Le & Youngho Chang, 2011.
"The impact of oil price fluctuations on stock markets in developed and emerging economies,"
Working Papers
23, Development and Policies Research Center (DEPOCEN), Vietnam.
- Le, Thai-Ha & Chang, Youngho, 2011.
"The impact of oil price fluctuations on stock markets in developed and emerging economies,"
MPRA Paper
31753, University Library of Munich, Germany.
- Huo, Teh-Ming, 1995.
"Stationary sunspot equilibrium in a cash-in-advance economy,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 19(4), pages 831-843, May.
- Yannick L'horty & Christophe Rault, 2004.
"Inflation, minimum wage and other wages: an econometric study on French macroeconomic data,"
Applied Economics,
Taylor and Francis Journals, vol. 36(4), pages 277-290.
- Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011.
"Causal relationship between stock prices and exchange rates,"
Journal of International Trade & Economic Development,
Taylor and Francis Journals, vol. 20(1), pages 67-86.
- Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010.
"Causal Relationship between Stock Prices and Exchange Rates,"
Stirling Economics Discussion Papers
2010-05, University of Stirling, Division of Economics.
- Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010.
"Causal Relationship between Stock Prices and Exchange Rates,"
Discussion Paper Series
2010_01, Department of Economics, University of Macedonia, revised Jan 2010.
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
"Econometrics: A Bird’s Eye View,"
CESifo Working Paper Series
1870, CESifo Group Munich.
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006.
"Econometrics: A Bird’s Eye View,"
Cambridge Working Papers in Economics
0655, Faculty of Economics, University of Cambridge.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
"Econometrics: A Bird's Eye View,"
IZA Discussion Papers
2458, Institute for the Study of Labor (IZA).
- Pardey, Philip G. & Craig, Barbara J., 1987.
"Dynamics Of The Agricultural Research And Output Relationship,"
Staff Papers
13515, University of Minnesota, Department of Applied Economics.
- Nazma Latif-Zaman & Maria N. DaCosta, 1990.
"The Budget Deficit and the Trade Deficit: Insights into This Relationship,"
Eastern Economic Journal,
Eastern Economic Association, vol. 16(4), pages 349-354, Oct-Dec.
- Zamani, Mehrzad, 2007.
"Energy consumption and economic activities in Iran,"
Energy Economics,
Elsevier, vol. 29(6), pages 1135-1140, November.
- Roghieh Gholami & Sang-Yong Tom Lee & Almas Heshmati, 2006.
"The Causal Relationship Between Information and Communication Technology and Foreign Direct Investment,"
The World Economy,
Wiley Blackwell, vol. 29(1), pages 43-62, 01.
- Qichun He, 2010.
"Does Financial Reform Promote the Inflow of FDI? Evidence from China's Panel Data,"
CEMA Working Papers
410, China Economics and Management Academy, Central University of Finance and Economics.
- Charles Evans & Kenneth Kuttner, 1998.
"Can VARs describe monetary policy?,"
Research Paper
9812, Federal Reserve Bank of New York.
- Michaud, P.C. & Soest, A.H.O. van, 2004.
"Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models,"
Discussion Paper
2004-81, Tilburg University, Center for Economic Research.
- Michaud, P.C. & Soest, A.H.O. van, 2008.
"Health and wealth of elderly couples: Causality tests using dynamic panel data models,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-3133117, Tilburg University.
- Pierre-Carl Michaud & Arthur van Soest, 2004.
"Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models,"
Working Papers
191, RAND Corporation Publications Department.
- Michaud, Pierre-Carl & van Soest, Arthur, 2004.
"Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models,"
IZA Discussion Papers
1312, Institute for the Study of Labor (IZA).
- Benjamin M. Friedman, 1984.
"The Roles of Money and Credit in Macroeconomic Analysis,"
NBER Working Papers
0831, National Bureau of Economic Research, Inc.
- Gail E. Makinen & G. Thomas Woodward, 1988.
"The Transition from Hyperinflation to Stability: Some Evidence,"
Eastern Economic Journal,
Eastern Economic Association, vol. 14(1), pages 19-26, Jan-Mar.
- Cleveland, Cutler J. & Kaufmann, Robert K. & Stern, David I., 2000.
"Aggregation and the role of energy in the economy,"
Ecological Economics,
Elsevier, vol. 32(2), pages 301-317, February.
- Asafu-Adjaye, John, 1999.
"The relationship between energy consumption, energy prices and economic growth: Time series evidence from Asian developing countries,"
1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand
123754, Australian Agricultural and Resource Economics Society.
- Gillman, Max & Nakov, Anton, 2005.
"Granger Causality of the Inflation-Growth Mirror in Accession Countries,"
CEPR Discussion Papers
4845, C.E.P.R. Discussion Papers.
- Yochanan Shachmurove, 2001.
"Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets,"
Penn CARESS Working Papers
ddffc4204cf90a8523fb64134, Penn Economics Department.
- Yunus Aksoy & Henriqu S Basso, 2012.
"Liquidity, Term Spreads and Monetary Policy,"
Birkbeck Working Papers in Economics and Finance
1211, Birkbeck, Department of Economics, Mathematics & Statistics.
- Udape Udape, 1998.
"Determinantes del spread en las tasas de interés bancarias en Bolivia,"
Research Department Publications
3034, Inter-American Development Bank, Research Department.
- Khan, Abdul Qayyum Khan & Khattak, Naeem Ur Rehman Khattak & Hussain, Anwar Hussain, 2008.
"Inter-dependencies and Causality in the Macroeconomic Variables: Evidence from Pakistan (1960-2005). Sarhad J. Agric. 24 (1): 199-205,"
MPRA Paper
42034, University Library of Munich, Germany.
- Ghali, Khalifa H. & El-Sakka, M. I. T., 2004.
"Energy use and output growth in Canada: a multivariate cointegration analysis,"
Energy Economics,
Elsevier, vol. 26(2), pages 225-238, March.
- John W. Dawson & John J. Seater, 2005.
"The Macroeconomic Effects of Federal Regulation,"
Working Papers
05-02, Department of Economics, Appalachian State University.
- Ni, Shawn & Sun, Dongchu, 2003.
"Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models,"
Journal of Econometrics,
Elsevier, vol. 115(1), pages 159-197, July.
- Wang, Zijun & Kutan, Ali M. & Yang, Jian, 2005.
"Information flows within and across sectors in Chinese stock markets,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 45(4-5), pages 767-780, September.
- McCrorie, J.R. & Chambers, M.J., 2004.
"Granger Causality and the Sampling of Economic Processes,"
Discussion Paper
2004-39, Tilburg University, Center for Economic Research.
- Hakan Berument & Nergiz Dinçer, 2005.
"Denomination Composition of Trade and Trade Balance : Evidence from Turkey,"
Departmental Working Papers
0510, Bilkent University, Department of Economics.
- Ramon Moreno, 1986.
"Monetary control without a central bank: the case of Hong Kong,"
Economic Review,
Federal Reserve Bank of San Francisco, issue Spr, pages 17-37.
- Poskitt, Russell, 2008.
"The truth about interest rate futures and forwards: Evidence from high frequency data,"
Global Finance Journal,
Elsevier, vol. 18(3), pages 319-336.
- Joseph G. Altonji & John C. Ham, 1986.
"Variation in Employment Growth in Canada: The Role of External, National, Regional and Industrial Factors,"
NBER Working Papers
1816, National Bureau of Economic Research, Inc.
- Altonji, Joseph G & Ham, John C, 1990.
"Variation in Employment Growth in Canada: The Role of External, National, Regional, and Industrial Factors,"
Journal of Labor Economics,
University of Chicago Press, vol. 8(1), pages S198-236, January.
- Carrasco, R., 1998.
"Binary Choice with Binary Endogenous Regressors in Panel Data: Estimating the Effect of Fertility on Female Labour Participation,"
Papers
9805, Centro de Estudios Monetarios Y Financieros-.
- Chen, Chung & Wu, Chunchi, 1999.
"The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling,"
Journal of Empirical Finance,
Elsevier, vol. 6(1), pages 29-58, January.
- Sang-Yong Tom Lee & Xiao Jia Guo, 2004.
"Information and Communications Technology (ICT) and Spillover: A Panel Analysis,"
Econometric Society 2004 Far Eastern Meetings
722, Econometric Society.
- Masih, Abul M. M. & Masih, Rumi, 1996.
"Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach,"
Journal of Policy Modeling,
Elsevier, vol. 18(5), pages 531-560, October.
- Joseph Friedman & Yochanan Shachmurove, .
""Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets'',"
CARESS Working Papres
97-04, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Richard K. Lyons, 1991.
"Floating Exchange Rates in Peru, 1950-54,"
NBER Working Papers
3775, National Bureau of Economic Research, Inc.
- Mansfield, Peter, 1997.
"The relationship between the trading activities of the Reserve Bank of Australia and movements in the value of the Australian dollar,"
International Review of Financial Analysis,
Elsevier, vol. 6(1), pages 49-61.
- Gourieroux, Christian & Jasiak, Joanna, 1999.
"Nonlinear innovations and impulse responses,"
CEPREMAP Working Papers (Couverture Orange)
9906, CEPREMAP.
- Jorge Guillén, 2009.
"A lesson to learn from developed countries: The Case of State Branching Deregulation in the US,"
Estudios de Economia,
University of Chile, Department of Economics, vol. 36(1 Year 20), pages 67-95, June.
- Athanasios Papadopoulos & Gregory Papanikos, .
"Exchange Rates Regimes And The Linkage Between Money And Output In Greece,"
Working Papers
9605, University of Crete, Department of Economics.
- Scott Freeman & Finn E. Kydland, 1998.
"Monetary aggregates and output,"
Working Papers
1998-013, Federal Reserve Bank of St. Louis.
- Cunha, Flavio & Heckman, James & Navarro, Salvador, 2004.
"Separating uncertainty from heterogeneity in life cycle earnings,"
Working Paper Series
2005:6, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Cunha, Flavio & Heckman, James J. & Navarro, Salvador, 2004.
"Separating Uncertainty from Heterogeneity in Life Cycle Earnings,"
IZA Discussion Papers
1437, Institute for the Study of Labor (IZA).
- Flavio Cunha & James J. Heckman & Salvador Navarro, 2005.
"Separating Uncertainty from Heterogeneity in Life Cycle Earnings,"
NBER Working Papers
11024, National Bureau of Economic Research, Inc.
- Hidalgo, J., 2005.
"A bootstrap causality test for covariance stationary processes,"
Journal of Econometrics,
Elsevier, vol. 126(1), pages 115-143, May.
- 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.
- Abhijit Sharma & Theodore Panagiotidis, 2003.
"An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001),"
Working Papers
2003004, The University of Sheffield, Department of Economics, revised Nov 2003.
- Nikolaos Dritsakis, 2004.
"Exports, investments and economic development of pre-accession countries of the European Union: an empirical investigation of Bulgaria and Romania,"
Applied Economics,
Taylor and Francis Journals, vol. 36(16), pages 1831-1838.
- John Coleman, Wilbur II & Gilles, Christian & Labadie, Pamela, 1992.
"The liquidity premium in average interest rates,"
Journal of Monetary Economics,
Elsevier, vol. 30(3), pages 449-465, December.
- Odhiambo, Nicholas M., 2009.
"Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach,"
Energy Policy,
Elsevier, vol. 37(2), pages 617-622, February.
- Victor Zarnowitz, 1987.
"The Record and Improvability of Economic Forecasting,"
NBER Working Papers
2099, National Bureau of Economic Research, Inc.
- Ariel Pakes, 1985.
"Patents, R and D, and the Stock Market Rate of Return,"
NBER Working Papers
0786, National Bureau of Economic Research, Inc.
- Ben Bernanke, 1990.
"The Federal Funds Rate and the Channels of Monetary Transnission,"
NBER Working Papers
3487, National Bureau of Economic Research, Inc.
- Lee, H.S. & Siklos, P.L., 1997.
"The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data,"
Working Papers
97-1, Wilfrid Laurier University, Department of Economics.
- Robert T. Michael, 1978.
"Causation Among Socioeconomic Time-Series,"
NBER Working Papers
0246, National Bureau of Economic Research, Inc.
- Lundberg, Shelly J, 1985.
"Tied Wage-Hours Offers and the Endogeneity of Wages,"
The Review of Economics and Statistics,
MIT Press, vol. 67(3), pages 405-10, August.
- Huzaimi Hussain & Venus Khim-Sen Liew, 2004.
"Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil,"
International Finance
0405015, EconWPA.
- Jonathan B. Hill, 2004.
"Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited,"
Econometrics
0402002, EconWPA, revised 01 Mar 2004.
- James H. Stock & Mark W. Watson, 1998.
"Business Cycle Fluctuations in U.S. Macroeconomic Time Series,"
NBER Working Papers
6528, National Bureau of Economic Research, Inc.
- Stock, James H. & Watson, Mark W., 1999.
"Business cycle fluctuations in us macroeconomic time series,"
Handbook of Macroeconomics,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64
Elsevier.
- Svatopluk Kapounek, 2011.
"Monetary Policy Implementation in the Eurozone - the Concept of Endogenous Money,"
MENDELU Working Papers in Business and Economics
2011-12, Mendel University in Brno, Faculty of Business and Economics.
- Moosa, Imad A., 1997.
"Testing the long-run neutrality of money in a developing economy: the case of India,"
Journal of Development Economics,
Elsevier, vol. 53(1), pages 139-155, June.
- Joshua Aizenman & Ilan Noy, 2004.
"Endogenous Financial and Trade Openness,"
NBER Working Papers
10496, National Bureau of Economic Research, Inc.
- Calderon, Cesar & Liu, Lin, 2003.
"The direction of causality between financial development and economic growth,"
Journal of Development Economics,
Elsevier, vol. 72(1), pages 321-334, October.
- Mougoue, Mbodja & Noula, Armand Gilbert & Ajayi, Richard A., 2008.
"Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates,"
Review of Applied Economics,
Review of Applied Economics, vol. 4(1-2).
- Judith Giles & Cara Williams, 2001.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 1,"
Journal of International Trade & Economic Development,
Taylor and Francis Journals, vol. 9(3), pages 261-337.
- Judith A. Giles & Cara L. Williams, 2000.
"Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 1,"
Econometrics Working Papers
0001, Department of Economics, University of Victoria.
- Judith A. Giles & Cara L. Williams, 2000.
"Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2,"
Econometrics Working Papers
0002, Department of Economics, University of Victoria.
- Jacques Mairesse & Alan K. Siu, 1984.
"An Extended Accelerator Model of R&D and Physical Investment,"
NBER Chapters,
in: R & D, Patents, and Productivity, pages 271-298
National Bureau of Economic Research, Inc.
- Robert E. Lucas Jr. & Nancy L. Stokey, 1984.
"Money and Interest in Cash-In-Advance Economy,"
Discussion Papers
628, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Yang, Jian, 2005.
"International bond market linkages: a structural VAR analysis,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 15(1), pages 39-54, January.
- Sims, Christopher A., 1992.
"Interpreting the macroeconomic time series facts : The effects of monetary policy,"
European Economic Review,
Elsevier, vol. 36(5), pages 975-1000, June.
- Feridun, M. & Adebiyi, M.A., 2006.
"Forecasting Inflation in Developing Economies: The Case of Nigeria, 1986-1998,"
International Journal of Applied Econometrics and Quantitative Studies,
Euro-American Association of Economic Development, vol. 3(1), pages 55-84.
- Garcia, R. & Renault, E., 2000.
"Letent Variable Models for Stochastic Discount Factors,"
Cahiers de recherche
2000-01, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Pindyck, Robert S., 1986.
"Capital risk and models of investment behavior,"
Working papers
1819-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Yao, Feng & Hosoya, Yuzo, 2000.
"Inference on one-way effect and evidence in Japanese macroeconomic data,"
Journal of Econometrics,
Elsevier, vol. 98(2), pages 225-255, October.
- Basu, Sandip & Phelps, Corey & Kotha, Suresh, 2011.
"Towards understanding who makes corporate venture capital investments and why,"
Journal of Business Venturing,
Elsevier, vol. 26(2), pages 153-171, March.
- Duo Qin, 2006.
"VAR Modelling Approach and Cowles Commission Heritage,"
Working Papers
557, Queen Mary, University of London, School of Economics and Finance.
- Fazal Husain & Kalbe Abbas, 2000.
"Money, Income, Prices, and Causality in Pakistan. A Trivariate Analysis,"
PIDE-Working Papers
2000:178, Pakistan Institute of Development Economics.
- Yunus Aksoy & Miguel A. Leon-Ledesma, 2004.
"Interest Rates and Output in the Long Run,"
Money Macro and Finance (MMF) Research Group Conference 2004
92, Money Macro and Finance Research Group.
- Kim, Kun Ho, 2011.
"Density forecasting through disaggregation,"
International Journal of Forecasting,
Elsevier, vol. 27(2), pages 394-412, April.
- Patricio Rojas, 1993.
"El Dinero como un Objetivo Intermedio de Política Monetaria en Chile: Un Análisis Empírico,"
Latin American Journal of Economics-formerly Cuadernos de Economía,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(90), pages 139-178.
- Hafer, R. W., 1985.
"Choosing between M1 and debt as an intermediate target for monetary policy,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 22(1), pages 89-132, January.
- Ali M. Parhizgari, Duong Nguyen, 2011.
"M1, M2, and the U.S. Equity Exchanges,"
Frontiers in Finance and Economics,
SKEMA Business School, vol. 8(2), pages 112-135, October.
- Lee, Bong-Soo & Rui, Oliver M., 2002.
"The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence,"
Journal of Banking & Finance,
Elsevier, vol. 26(1), pages 51-78, January.
- Theologos Dergiades & Georgios Martinopoulos & Lefteris Tsoulfidis, 2011.
"Energy Consumption and Economic Growth:Parametric and Non-Parametric Causality Testing for the Case of Greece,"
Discussion Paper Series
2011_16, Department of Economics, University of Macedonia, revised Nov 2011.
- Robert J. Gordon, 1985.
"The Conduct of Domestic Monetary Policy,"
NBER Working Papers
1221, National Bureau of Economic Research, Inc.
- repec:ebl:ecbull:v:3:y:2008:i:61:p:1-14 is not listed on IDEAS
- Chontanawat, Jaruwan & Hunt, Lester C. & Pierse, Richard, 2008.
"Does energy consumption cause economic growth?: Evidence from a systematic study of over 100 countries,"
Journal of Policy Modeling,
Elsevier, vol. 30(2), pages 209-220.
- Haldenbilen, Soner & Ceylan, Halim, 2005.
"Genetic algorithm approach to estimate transport energy demand in Turkey,"
Energy Policy,
Elsevier, vol. 33(1), pages 89-98, January.
- Stephen G. Cecchetti, 1996.
"Inflation Indicators and Inflation Policy,"
NBER Working Papers
5161, National Bureau of Economic Research, Inc.
- Sargent, Thomas J, 1978.
"Estimation of Dynamic Labor Demand Schedules under Rational Expectations,"
Journal of Political Economy,
University of Chicago Press, vol. 86(6), pages 1009-44, December.
- Xiaming Liu & Haiyan Song & Peter Romilly, 1997.
"An empirical investigation of the causal relationship between openness and economic growth in China,"
Applied Economics,
Taylor and Francis Journals, vol. 29(12), pages 1679-1686.
- Kim, Jinbang & De Marchi, Neil & Morgan, Mary S., 1995.
"Empirical model particularities and belief in the natural rate hypothesis,"
Journal of Econometrics,
Elsevier, vol. 67(1), pages 81-102, May.
- Hume, Michael & Sentance, Andrew, 2009.
"The global credit boom: challenges for macroeconomics and policy,"
Discussion Papers
27, Monetary Policy Committee Unit, Bank of England.
- Sargent, Thomas J, 1976.
"The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics,"
Journal of Political Economy,
University of Chicago Press, vol. 84(3), pages 631-40, June.
- Glasure, Yong U., 2002.
"Energy and national income in Korea: further evidence on the role of omitted variables,"
Energy Economics,
Elsevier, vol. 24(4), pages 355-365, July.
- Al-Iriani, Mahmoud A., 2006.
"Energy-GDP relationship revisited: An example from GCC countries using panel causality,"
Energy Policy,
Elsevier, vol. 34(17), pages 3342-3350, November.
- David I. Stern, 1998.
"A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy,"
Working Papers in Ecological Economics
9803, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
- Tanner, J. Ernest & Pescatrice, Donn, 1998.
"Was Monetary Policy Impotent or Simply Contracyclical in the 1980s?,"
Journal of Macroeconomics,
Elsevier, vol. 20(1), pages 55-80, January.
- repec:iza:izadps:dp861 is not listed on IDEAS
- Anders Forslund & Oskar Nordström Stans, 2006.
"Swedish Youth Labour Market Policies Revisited,"
Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research,
DIW Berlin, German Institute for Economic Research, vol. 75(3), pages 168-185.
- Kemal Bagzibagli, 2012.
"Monetary Transmission Mechanism and Time Variation in the Euro Area,"
Discussion Papers
12-12, Department of Economics, University of Birmingham.
- Katja Drechsel & Rolf Scheufele, 2010.
"Should We Trust in Leading Indicators? Evidence from the Recent Recession,"
IWH Discussion Papers
10, Halle Institute for Economic Research.
- Jonsson, Gunnar & Klein, Paul, 1996.
"Stochastic fiscal policy and the Swedish business cycle,"
Journal of Monetary Economics,
Elsevier, vol. 38(2), pages 245-268, October.
- Christian Bordes & Samuel Maveyraud, 2008.
"The Friedman's and Mishkin's Hypotheses (Re)Considered,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00308571, HAL.
- Committee, Nobel Prize, 2011.
"Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics,"
Nobel Prize in Economics documents
2011-2, Nobel Prize Committee.
- Sargent, Thomas J., 1979.
"A note on maximum likelihood estimation of the rational expectations model of the term structure,"
Journal of Monetary Economics,
Elsevier, vol. 5(1), pages 133-143, January.
- Joshua Aizenman & Ilan Noy, 2004.
"Endogenous Financial and Trade Openness: Political Economy Considerations,"
Economics Study Area Working Papers
72, East-West Center, Economics Study Area, revised Sep 2004.
- Patrick Massey, 2000.
"Market Definition and Market Power in Competition Analysis - Some Practical Issues,"
The Economic and Social Review,
Economic and Social Studies, vol. 31(4), pages 309-328.
- Freebairn, John W., 1984.
"Farm and Retail Food Prices,"
Review of Marketing and Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 52(02), August.
- Allan D. Brunner, 1994.
"The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function,"
International Finance Discussion Papers
466, Board of Governors of the Federal Reserve System (U.S.).
- Michael A. Kouparitsas, 1998.
"Are international business cycles different under fixed and flexible exchange rate regimes?,"
Economic Perspectives,
Federal Reserve Bank of Chicago, issue Q I, pages 46-64.
- Jacobs, Rodney L & Leamer, Edward E & Ward, Michael P, 1979.
"Difficulties with Testing for Causation,"
Economic Inquiry,
Western Economic Association International, vol. 17(3), pages 401-13, July.
- Kanwar, Sunil, 2007.
"Intellectual Property Protection and Technology Transfer: Evidence From US Multinationals,"
University of California at San Diego, Economics Working Paper Series
qt606508js, Department of Economics, UC San Diego.
- Rusdu Saracoglu & Thomas J. Sargent, 1976.
"Seasonality and portfolio balance under rational expectations,"
Working Papers
58, Federal Reserve Bank of Minneapolis.
- Stefania Villa, 2005.
"Determinants of growth in Italy. A time series analysis,"
Quaderni DSEMS
24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
- Sargent, Thomas J, 1978.
"Rational Expectations, Econometric Exogeneity, and Consumption,"
Journal of Political Economy,
University of Chicago Press, vol. 86(4), pages 673-700, August.
- Peter Adams & Michael D. Hurd & Daniel L. McFadden & Angela Merrill & Tiago Ribeiro, 2004.
"Healthy, Wealthy, and Wise? Tests for Direct Causal Paths between Health and Socioeconomic Status,"
NBER Chapters,
in: Perspectives on the Economics of Aging, pages 415-526
National Bureau of Economic Research, Inc.
- Adams, Peter & Hurd, Michael D. & McFadden, Daniel & Merrill, Angela & Ribeiro, Tiago, 2003.
"Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status,"
Journal of Econometrics,
Elsevier, vol. 112(1), pages 3-56, January.
- Thomas J. Sargent, 1979.
"Estimating vector autoregressions using methods not based on explicit economic theories,"
Quarterly Review,
Federal Reserve Bank of Minneapolis, issue Sum.
- Denis Larocque & Michel Normandin, 2004.
"Econometric Inference, Cyclical Fluctuations, and Superior Information,"
Cahiers de recherche
0434, CIRPEE.
- Ben-Zion, Uri & Ruttan, Vernon W., 1974.
"Aggregate Demand And Technological Changes: A Macro-Economic Model Of Induced Innovations,"
Staff Papers
13685, University of Minnesota, Department of Applied Economics.
- David I. Stern & Kerstin Enflo, 2013.
"Causality Between Energy and Output in the Long-Run,"
CAMA Working Papers
2013-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Neibergs, J. Shannon, 1998.
"Macroeconomic Conditions And Agribusiness Profitability: An Analysis Using Pooled Data,"
International Food and Agribusiness Management Review,
International Food and Agribusiness Management Association (IAMA), vol. 1(01).
- Sonsoles Castillo & Fernando C. Ballabriga, 2003.
"BBVA-ARIES: a forecasting and simulation model for EMU,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 22(5), pages 411-426.
- Plosser, C.I., 1989.
"Money And Business Cycles A Real Business Cycle Interpretation,"
RCER Working Papers
210, University of Rochester - Center for Economic Research (RCER).
- Benjamin M. Friedman, 1997.
"Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?,"
NBER Working Papers
5212, National Bureau of Economic Research, Inc.
- Timothy F. Harris & Yannis M. Ioannides, 2000.
"History versus Expectations: an Empirical Investigation,"
Discussion Papers Series, Department of Economics, Tufts University
0014, Department of Economics, Tufts University.
- Riechers, Robin & Hinson, Roger A., 1988.
"Price Relationships Between Regionally Important Fresh Vegetable Markets,"
Journal of Food Distribution Research,
Food Distribution Research Society, vol. 19(2), September.
- Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman, 2004.
"Stock Market Development And Economic Growth: The Causal Linkage,"
Journal of Economic Development,
Chung-Ang Unviersity, Department of Economics, vol. 29(1), pages 33-50, June.
- Ansgar Belke & Christian Dreger & Frauke de Haan, 2010.
"Energy Consumption and Economic Growth – New Insights into the Cointegration Relationship,"
Ruhr Economic Papers
0190, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Bernardo Bortolotti & Carlo Cambini & Laura Rondi & Yossi Spiegel, 2011.
"Capital Structure and Regulation: Do Ownership and Regulatory Independence Matter?,"
Journal of Economics & Management Strategy,
Wiley Blackwell, vol. 20(2), pages 517-564, 06.
- Chiang, Thomas C. & Nelling, Edward & Tan, Lin, 2008.
"The speed of adjustment to information: Evidence from the Chinese stock market,"
International Review of Economics & Finance,
Elsevier, vol. 17(2), pages 216-229.
- Emerick, Paula A. & Willett, Lois Schertz & Novakovic, Andrew M., 1993.
"Incorporating Price Regulation in Causality Tests for Dairy Markets,"
Staff Papers
121338, Cornell University, Department of Applied Economics and Management.
- Starr, Martha A., 2005.
"Does money matter in the CIS? Effects of monetary policy on output and prices,"
Journal of Comparative Economics,
Elsevier, vol. 33(3), pages 441-461, September.
- Paul A. Anderson, 1979.
"A test of the exogeneity of national variables in a regional econometric model,"
Working Papers
124, Federal Reserve Bank of Minneapolis.
- Scott Schuh & Robert K. Triest, 1998.
"Job reallocation and the business cycle: new facts for an old debate,"
Conference Series ; [Proceedings],
Federal Reserve Bank of Boston, issue Jun, pages 271-357.
- Moersch, Mathias, 1996.
"Predicting output with a money market spread,"
Journal of Economics and Business,
Elsevier, vol. 48(2), pages 185-199, May.
- Lemmens, A. & Croux, C. & Dekimpe, M.G., 2004.
"On The Predictive Content Of Production Surveys: A Pan-European Study,"
Research Paper
ERS-2004-017-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- John W. Dawson, 2001.
"Causality in the Freedom-Growth Relationship,"
Working Papers
01-04, Department of Economics, Appalachian State University.
- Dudley, L., 1980.
"Macroeconomic Interdependence and the Terms of Trade,"
Cahiers de recherche
8014, Universite de Montreal, Departement de sciences economiques.
- László Kónya & Jai Pal Singh, 2007.
"Causality between Indian Exports, Imports, and Agricultural, Manufacturing GDP,"
Working Papers
2007.02, School of Economics, La Trobe University.
- Cha, Heung-Joo & Kim, Jaebeom, 2010.
"Stock returns and investment trust flows in the Japanese financial market: A system approach,"
Journal of Asian Economics,
Elsevier, vol. 21(4), pages 327-332, August.
- Jonathan B. Hill, 2004.
"Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited,"
Working Papers
0403, Florida International University, Department of Economics.
- Se Kyu Choi-Ha & Luis Felipe Lagos, 2003.
"El Dinero como Indicador Líder,"
Latin American Journal of Economics-formerly Cuadernos de Economía,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 259-283.
- Paul, Sunil & Ramachandran, M., 2011.
"Currency equivalent monetary aggregates as leading indicators of inflation,"
Economic Modelling,
Elsevier, vol. 28(4), pages 2041-2048, July.
- Peter C.B. Phillips, 1992.
"Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy,"
Cowles Foundation Discussion Papers
1025, Cowles Foundation for Research in Economics, Yale University.
- Michael Kouparitsas, 2003.
"International business cycles under fixed and flexible exchange rate regimes,"
Working Paper Series
WP-03-28, Federal Reserve Bank of Chicago.
- Jensen, Gerald R. & Mercer, Jeffrey M. & Johnson, Robert R., 1996.
"Business conditions, monetary policy, and expected security returns,"
Journal of Financial Economics,
Elsevier, vol. 40(2), pages 213-237, February.
- Niloy Bose & M. Emranul Haque, 2005.
"Causality Between Public Investment In Transport And Communication And Economic Growth,"
Journal of Economic Development,
Chung-Ang Unviersity, Department of Economics, vol. 30(1), pages 95-106, June.
- Joseph Friedman & Yochanan Shachmurove, 2005.
"European Stock Market Dynamics Before and After the Introduction of the Euro,"
PIER Working Paper Archive
05-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Cheng, Benjamin S. & Lai, Tin Wei, 1997.
"An investigation of co-integration and causality between energy consumption and economic activity in Taiwan,"
Energy Economics,
Elsevier, vol. 19(4), pages 435-444, October.
- Karim Chalak & Halbert White, 2008.
"Causality, Conditional Independence, and Graphical Separation in Settable Systems,"
Boston College Working Papers in Economics
689, Boston College Department of Economics, revised 04 Jul 2010.
- António Afonso & João Tovar Jalles, 2012.
"Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries,"
Working Paper Series
1465, European Central Bank.
- Yin, Runsheng & Xu, Jintao, 2003.
"Identifying the inter-market relationships of forest products in the Pacific Northwest with cointegration and causality tests,"
Forest Policy and Economics,
Elsevier, vol. 5(3), pages 305-315, September.
- Kadima D. Kalonji & Jan Gottschalk & Ken Miyajima, 2008.
"Analyzing Determinants of Inflation When There Are Data Limitation:The Case of Sierra Leone,"
IMF Working Papers
08/271, International Monetary Fund.
- Willem H. Buiter, 1981.
"Macroeconometric Modelling for Policy Evaluation and Design,"
NBER Technical Working Papers
0013, National Bureau of Economic Research, Inc.
- Preston J. Miller, 1978.
"Forecasting with econometric methods: a comment,"
Working Papers
104, Federal Reserve Bank of Minneapolis.
- Lucas, Jr., Robert E., 1995.
"Monetary Neutrality,"
Nobel Prize in Economics documents
1995-1, Nobel Prize Committee.
- Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998.
"Trade, Investment, and Growth: Nexus, Analysis, and Prognosis,"
NBER Working Papers
6861, National Bureau of Economic Research, Inc.
- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
"Trade, investment and growth: nexus, analysis and prognosis,"
Journal of Development Economics,
Elsevier, vol. 70(2), pages 479-499, April.
- Hatemi-J, Abdulnasser, 2002.
"Export performance and economic growth nexus in Japan: a bootstrap approach,"
Japan and the World Economy,
Elsevier, vol. 14(1), pages 25-33, January.
- Ardeni, Pier-Giorgio & Rausser, Gordon C., 1992.
"Interactions among money, exchange rates, and commodity prices,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt8bg30713, Department of Agricultural & Resource Economics, UC Berkeley.
- Lars Peter Hansen & Thomas J. Sargent, 1981.
"Exact linear rational expectations models: specification and estimation,"
Staff Report
71, Federal Reserve Bank of Minneapolis.
- Manuel Bengolea & Francisco Rosende, 1984.
"Teoría de los Ciclos y la Crisis Económica Actual,"
Latin American Journal of Economics-formerly Cuadernos de Economía,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 21(63), pages 207-226.
- Naci H. Mocan, 1991.
"Business Cycles and Fertility Dynamics in the U.S.: A Vector-Autoregressive Model,"
NBER Working Papers
3177, National Bureau of Economic Research, Inc.
- repec:hal:journl:hal-00308571 is not listed on IDEAS
- Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008.
"Granger-Causality in the presence of structural breaks,"
Economics Bulletin,
AccessEcon, vol. 3(61), pages 1-14.
- Jordan Shan & Jianhong Qi, 2006.
"Does Financial Development 'Lead' Economic Growth? The Case of China,"
Annals of Economics and Finance,
Society for AEF, vol. 7(1), pages 197-216, May.
- Bhargava, Vivek & Malhotra, D.K., 2007.
"The relationship between futures trading activity and exchange rate volatility, revisited,"
Journal of Multinational Financial Management,
Elsevier, vol. 17(2), pages 95-111, April.
- Love, Jim & Chandra, Ramesh, 2005.
"Testing export-led growth in Bangladesh in a multivarate VAR framework,"
Journal of Asian Economics,
Elsevier, vol. 15(6), pages 1155-1168, January.
- Bellod Redondo, José Francisco, 1999.
"Prueba de causalidad y determinación de la NAIRU,"
El Trimestre Económico,
Fondo de Cultura Económica, vol. 0(264), pages 663-692, octubre-d.
- Ridhwan, M.M. & Nijkamp, P. & Rietveld, P. & Groot, H.L.F. de, 2008.
"Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects,"
Serie Research Memoranda
0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Suleman Moosa, 1982.
"Money, Inflation, and the Monetarist Explanation: Evidence from the Postwar U.S. Experience,"
Eastern Economic Journal,
Eastern Economic Association, vol. 8(2), pages 101-119, Apr-Jun.
- Lien, Donald & Yang, Li, 2003.
"Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market,"
International Review of Economics & Finance,
Elsevier, vol. 12(4), pages 495-512.
- De Loo,Ivo & Ziesemer,Thomas, 1999.
"Determinants Of Sectoral Average Wage and Employment Growth Rates in a Specific Factors Model with Production Externalities and International Capital Movements,"
Research Memoranda
006, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
- Yochanan Shachmurove, .
"Dynamic Daily Returns Among Latin Americans and Other Major World Stock Markets,"
Penn CARESS Working Papers
e5ba8f857b7ab5742bd6c3467, Penn Economics Department.
- Benjamin M. Friedman, 1985.
"The Value of Intermediate Targets in Implementing Monetary Policy,"
NBER Working Papers
1487, National Bureau of Economic Research, Inc.
- García Lara, Juan Manuel & García Osma, Beatriz & Penalva, Fernando, 2009.
"Accounting conservatism and corporate governance,"
Open Access publications from Universidad Carlos III de Madrid
info:hdl:10016/7606, Universidad Carlos III de Madrid.
- Lawrence J. Christiano, 1981.
"Rational expectations, hyperinflation, and the demand for money,"
Working Papers
163, Federal Reserve Bank of Minneapolis.
- 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.
- Feige, Edgar L., 2011.
"New estimates of U.S. currency abroad, the domestic money supply and the unreported Economy,"
MPRA Paper
34778, University Library of Munich, Germany.
- Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996.
"The credibility of monetary policy: a survey of the literature with some simple applications to Caanda,"
Meeting papers
9610001, EconWPA.
- Mau-Ting Lin, 2004.
"Measuring the effect of money: test, estimation and identification,"
Money Macro and Finance (MMF) Research Group Conference 2003
53, Money Macro and Finance Research Group.
- JONATHAN D. JONES & NASIR M. KHIUl, 1988.
"Money Growth, Inflation, and Causality (EmpiricalEvidence for Pakistan, 1973-1985),"
The Pakistan Development Review,
Pakistan Institute of Development Economics, vol. 27(1), pages 45-58.
- Matteo Ciccarelli & Alessandro Rebucci, 2003.
"Bayesian VARs: A Survey of the Recent Literature with an Application to the European Monetary System,"
IMF Working Papers
03/102, International Monetary Fund.
- Duo Qin, 2010.
"Econometric Studies of Business Cycles in the History of Econometrics,"
Working Papers
669, Queen Mary, University of London, School of Economics and Finance.
- Roelf Bult, Jan & Leeflang, Peter S. H. & Wittink, Dick R., 1997.
"The relative performance of bivariate causality tests in small samples,"
European Journal of Operational Research,
Elsevier, vol. 97(3), pages 450-464, March.
- Petra E. Todd & Kenneth I. Wolpin, 2003.
"On The Specification and Estimation of The Production Function for Cognitive Achievement,"
Economic Journal,
Royal Economic Society, vol. 113(485), pages F3-F33, February.
- Fadiga, Mohamadou L. & Mohanty, Samarendu & Chaudhary, Jagadanand, 2003.
"Price Dynamics In The U.S. Fiber Markets:Its Implications For Cotton Industry,"
2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama
35071, Southern Agricultural Economics Association.
- repec:ebl:ecbull:v:5:y:2006:i:3:p:1-12 is not listed on IDEAS
- Joshua Aizenman & Ilan Noy, 2004.
"Endogenous Financial and Trade Openness: Efficiency and Political Economy Considerations,"
Working Papers
200404, University of Hawaii at Manoa, Department of Economics.
- Yash Mehra, 1982.
"Real Wages and Employment: Evidence from Disaggregated Data,"
Eastern Economic Journal,
Eastern Economic Association, vol. 8(3), pages 191-196, Jul-Sep.
- S. Gurcan Gulen, 1996.
"Is OPEC a Cartel? Evidence from Cointegration and Causality Tests,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Number 2), pages 43-57.
- Soytas, Ugur & Sari, Ramazan, 2003.
"Energy consumption and GDP: causality relationship in G-7 countries and emerging markets,"
Energy Economics,
Elsevier, vol. 25(1), pages 33-37, January.
- Bjorn Wahlroos, 1984.
"Money and Prices in a Small Economy,"
Discussion Papers
611, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Richard G. Sheehan, 1987.
"Does U. S. money growth determine money growth in other nations?,"
Review,
Federal Reserve Bank of St. Louis, issue Jan, pages 5-14.
- Zapata, Hector O. & Gil, Jose M., 1999.
"Cointegration and causality in international agricultural economics research,"
Agricultural Economics,
Blackwell, vol. 20(1), pages 1-9, January.
- Winker, Peter, 1995.
"Identification of multivariate AR-models by threshold accepting,"
Computational Statistics & Data Analysis,
Elsevier, vol. 20(3), pages 295-307, September.
- William E. Cullison, 1982.
"Money, the monetary base, and nominal GNP,"
Economic Review,
Federal Reserve Bank of Richmond, issue May, pages 3-13.
- Coccorese, Paolo, 2008.
"An investigation on the causal relationships between banking concentration and economic growth,"
International Review of Financial Analysis,
Elsevier, vol. 17(3), pages 557-570, June.
- Benoît Mojon, 1998.
"Monetary Policy Under a Fixed Exchange Rate Regime, the Case of France 1987-1996,"
Working Papers
1998-14, CEPII research center.
- Danny Quah, 1995.
"Convergence Empirics across Economies with (Some) Capital Mobility,"
CEP Discussion Papers
dp0257, Centre for Economic Performance, LSE.
- Valeria Costantini & Chiara Martini, 2009.
"The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data,"
Departmental Working Papers of Economics - University 'Roma Tre'
0102, Department of Economics - University Roma Tre.
- Luis Felipe Lagos, 1991.
"Un Comentario sobre las Reglas Monetarias,"
Latin American Journal of Economics-formerly Cuadernos de Economía,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 28(83), pages 21-28.
- Andersson, Björn, 1999.
"On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity,"
Working Paper Series
1999:18, Uppsala University, Department of Economics.
- Friedman, Joseph & Shachmurove, Yochanan, 1997.
"Co-movements of major European community stock markets: A vector autoregression analysis,"
Global Finance Journal,
Elsevier, vol. 8(2), pages 257-277.
- White, Halbert, 2006.
"Time-series estimation of the effects of natural experiments,"
Journal of Econometrics,
Elsevier, vol. 135(1-2), pages 527-566.
- James H. Stock & Mark W. Watson, 1987.
"Interpreting Evidence on Money-Income Causality,"
NBER Working Papers
2228, National Bureau of Economic Research, Inc.
- Sargent, Thomas J., 1996.
"Expectations and the nonneutrality of Lucas,"
Journal of Monetary Economics,
Elsevier, vol. 37(3), pages 535-548, June.
- Gary R. Skoog, 1976.
"Systematically missing data in econometric models,"
Staff Report
13, Federal Reserve Bank of Minneapolis.
- David I. Stern & Cutler J. Cleveland, 2004.
"Energy and Economic Growth,"
Rensselaer Working Papers in Economics
0410, Rensselaer Polytechnic Institute, Department of Economics.
- Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006.
"Bivariate causality analysis between FDI inflows and economic growth in Ghana,"
MPRA Paper
351, University Library of Munich, Germany, revised 09 Oct 2006.
- Gamber, Edward N. & Hakes, David R., 2005.
"Is monetary policy important for forecasting real growth and inflation?,"
Journal of Policy Modeling,
Elsevier, vol. 27(2), pages 177-187, March.
- Douglas Holtz-Eakin & Whitney K. Newey & Harvey S. Rosen, 1989.
"Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance,"
NBER Technical Working Papers
0048, National Bureau of Economic Research, Inc.
- Barran, Fernando & Kegels, Chantal, 1996.
"Channels of Monetary Policy in a Transition Country: Hungary,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1996016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Salehizadeh, Mehdi, 2003.
"U.S. multinationals and the home bias puzzle: an empirical analysis,"
Global Finance Journal,
Elsevier, vol. 14(3), pages 303-318, December.
- Masih, Abul M. M. & Masih, Rumi, 1996.
"Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques,"
Energy Economics,
Elsevier, vol. 18(3), pages 165-183, July.
- Khan, Abdul Qayyum Khan & Khattak, Naeem Ur Rehman Khattak & Khattak, M Saghir & Hussain, Anwar Hussain, 2008.
"Inter-Dependencies in Budget Deficit and its Financing Sources in Pakistan (1960-2005),"
MPRA Paper
42031, University Library of Munich, Germany.
- Li, Xiaoying & Liu, Xiaming, 2005.
"Foreign Direct Investment and Economic Growth: An Increasingly Endogenous Relationship,"
World Development,
Elsevier, vol. 33(3), pages 393-407, March.
- Berger, Helge & Österholm, Pär, 2008.
"Does money still matter for U.S. output?,"
Discussion Papers
2008/7, Free University Berlin, School of Business & Economics.
- Mete Feridun, 2006.
"Impact of Liquidity on Speculative Pressure in the Exchange Market,"
Discussion Paper Series
2006_24, Department of Economics, Loughborough University, revised Dec 2006.
- Al-Sharkas, A.A. & Lozi, B.M., 2009.
"Effects of Measurement on Inferences: An Application to Money Demand and Related Variables in the United States,"
Applied Econometrics and International Development,
Euro-American Association of Economic Development, vol. 9(1).
- Benjamin M. Friedman & Kenneth N. Kuttner, 1992.
"Money, Income and Prices After the 1980s,"
NBER Working Papers
2852, National Bureau of Economic Research, Inc.
- Barry K. Goodwin & Ted C. Schroeder, 1991.
"Price Dynamics in International Wheat Markets,"
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie,
Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 39(2), pages 237-254, 07.
- Felipe Morandé, 1979.
"Análisis de Causalidad y Pronóstico del Precio del Cobre: Una Aplicación de las Técnicas de Box y Jenkins,"
Latin American Journal of Economics-formerly Cuadernos de Economía,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 16(47), pages 77-112.
- Lau, Evan & Hamzah, Siti Nur Zahara, 2012.
"Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah,"
MPRA Paper
39297, University Library of Munich, Germany.
- Domenico Giannone & Lucrezia Reichlin, 2005.
"Does information help recovering fundamental structural shocks from past observations?,"
Macroeconomics
0511017, EconWPA.
- Yong Glasure & Aie-Rie Lee, 1999.
"The export-led growth hypothesis: The role of the exchange rate, money, and government expenditure from Korea,"
Atlantic Economic Journal,
International Atlantic Economic Society, vol. 27(3), pages 260-272, September.
- Theodoros Zachariadis, 2006.
"On the exploration of casual relationship between energy and economy,"
University of Cyprus Working Papers in Economics
5-2006, University of Cyprus Department of Economics.
- Masih, Rumi & Masih, Abul M. M., 1996.
"Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis,"
Economic Modelling,
Elsevier, vol. 13(3), pages 407-426, July.
- Ansari, M. I., 1996.
"Monetary vs. fiscal policy: Some evidence from vector autoregression for India,"
Journal of Asian Economics,
Elsevier, vol. 7(4), pages 677-698.
- Ruhul A. Salim & Shuddhasattwa Rafiq & A. F. M. Kamrul Hassan, 2008.
"Causality And Dynamics Of Energy Consumption And Output: Evidence From Non-Oecd Asian Countries,"
Journal of Economic Development,
Chung-Ang Unviersity, Department of Economics, vol. 33(2), pages 1-26, December.
- Clarke, Roger & Ioannidis, Christos, 1996.
"On the relationship between aggregate merger activity and the stock market: some further empirical evidence,"
Economics Letters,
Elsevier, vol. 53(3), pages 349-356, December.
- Phil Bodman, .
"Are the Effects of Monetary Policy Asymmetric in Australia?,"
MRG Discussion Paper Series
0406, School of Economics, University of Queensland, Australia.
- Chiarini, Bruno & Piselli, Paolo, 2001.
"Identification and dimension of the NAIRU,"
Economic Modelling,
Elsevier, vol. 18(4), pages 585-611, December.
- Ronald K. Chung & Hung-Gay Fung & Gene C. Lai & Robert C. Witt, 1994.
"Causal Relationships Between Premiums and Losses, and Causes of the Underwriting Cycles,"
Risk and Insurance
9407008, EconWPA.
- Hasan, Iftekhar & Tucci, Christopher L., 2010.
"The innovation-economic growth nexus: Global evidence,"
Research Policy,
Elsevier, vol. 39(10), pages 1264-1276, December.
- Carlo Monticelli, 1993.
"'All the money in europe?' An investigation of the economic properties of EC-wide extended monetary aggregates,"
BIS Working Papers
19, Bank for International Settlements.
- Dijk,Machiel,van, 1998.
"Industry Life Cycles in Dutch Manufacturing,"
Research Memoranda
010, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
- Scholl, Almuth & Uhlig, Harald, 2008.
"New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates,"
Journal of International Economics,
Elsevier, vol. 76(1), pages 1-13, September.
- James J. Heckman, 2000.
"Causal Parameters And Policy Analysis In Economics: A Twentieth Century Retrospective,"
The Quarterly Journal of Economics,
MIT Press, vol. 115(1), pages 45-97, February.
- Edgardo Sica, 2007.
"Causality between Energy and Economic Growth: the Italian case,"
Quaderni DSEMS
03-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
- Peter J. Saunders & Basudeb Biswas, 1990.
"The Money Stock, the Price Level and Real Output: A Trivariate Analysis,"
Eastern Economic Journal,
Eastern Economic Association, vol. 16(2), pages 145-150, Apr-Jun.
- Tang, Chor Foon, 2009.
"Does causality technique matter to savings-growth nexus in Malaysia?,"
MPRA Paper
38535, University Library of Munich, Germany.
- Belloumi, Mounir, 2009.
"Energy consumption and GDP in Tunisia: Cointegration and causality analysis,"
Energy Policy,
Elsevier, vol. 37(7), pages 2745-2753, July.
- WOŹNIAK, Tomasz, 2012.
"Granger-Causal Analysis of Conditional Mean and Volatility Models,"
Open Access publications from European University Institute
urn:hdl:1814/25136, European University Institute.
- Azhar Iqbal & Muhammad Sabihuddin Butt, 2003.
"Money-income Link in Developing Countries: a Heterogeneous Dynamic Panel Data Approach,"
The Pakistan Development Review,
Pakistan Institute of Development Economics, vol. 42(4), pages 987-1014.
- Michael A. Kouparitsas, 2001.
"Is the United States an optimum currency area? an empirical analysis of regional business cycles,"
Working Paper Series
WP-01-22, Federal Reserve Bank of Chicago.
- David I. Stern, 2011.
"From Correlation to Granger Causality,"
Crawford School Research Papers
1113, Crawford School of Public Policy, The Australian National University.
- William D. Nordhaus, 1989.
"Risk Analysis in Economics: An Application to University Finances,"
Cowles Foundation Discussion Papers
924, Cowles Foundation for Research in Economics, Yale University.
- AKITOBY, Bernardin, 1997.
"Termes de l'échange endogènes et cycles économiques réels : une application à la Côte-d'Ivoire,"
Cahiers de recherche
9701, Universite de Montreal, Departement de sciences economiques.
- Laurent Clerk & Christian Pfister, 2003.
"The role of financial factors in the transmission of monetary policy,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 192-212
Bank for International Settlements.
- Quah, Danny T, 1996.
" Convergence Empirics across Economies with (Some) Capital Mobility,"
Journal of Economic Growth,
Springer, vol. 1(1), pages 95-124, March.
- Zachariadis, Theodoros, 2007.
"Exploring the relationship between energy use and economic growth with bivariate models: New evidence from G-7 countries,"
Energy Economics,
Elsevier, vol. 29(6), pages 1233-1253, November.
- Tsani, Stela Z., 2010.
"Energy consumption and economic growth: A causality analysis for Greece,"
Energy Economics,
Elsevier, vol. 32(3), pages 582-590, May.
- Palaskas, Theodosios & Varangis, Panos, 1989.
"Primary commodity prices and macroeconomic variables : a long run relationship,"
Policy Research Working Paper Series
314, The World Bank.
- Rachel Male, 2010.
"Developing Country Business Cycles: Revisiting the Stylised Facts,"
Working Papers
664, Queen Mary, University of London, School of Economics and Finance.
- Philip Kofi Adom, 2011.
"Electricity Consumption-Economic Growth Nexus: The Ghanaian Case,"
International Journal of Energy Economics and Policy,
Econjournals, vol. 1(1), pages 18-31, June.
- Carmine Trecroci & Juan Luis Vega-Croissier, 2000.
"The information content of M3 for future inflation,"
Working Paper Series
33, European Central Bank.
- Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998.
"Unit roots and long-run causality: investigating the relationship between output, money and interest rates,"
Economic Modelling,
Elsevier, vol. 15(1), pages 91-112, January.
- Scalia, Antonio, 1998.
"Information transmission and causality in the Italian Treasury bond market,"
Journal of Empirical Finance,
Elsevier, vol. 5(4), pages 361-384, October.
- Luis Lorente, 1991.
"Políticas monetarias e inflación, Colombia 1951-1989,"
REVISTA CUADERNOS DE ECONOMÍA,
UN - RCE - CID.
- John E. Silvia, 1984.
"Monetary Indicators of Economic Activity,"
Eastern Economic Journal,
Eastern Economic Association, vol. 10(1), pages 15-22, Jan-Mar.
- Niu, Shuwen & Ding, Yongxia & Niu, Yunzhu & Li, Yixin & Luo, Guanghua, 2011.
"Economic growth, energy conservation and emissions reduction: A comparative analysis based on panel data for 8 Asian-Pacific countries,"
Energy Policy,
Elsevier, vol. 39(4), pages 2121-2131, April.
- Chebbi, Houssem Eddine, 2009.
"Investigating linkages between economic growth, energy consumption and pollutant emissions in Tunisia,"
2009 Conference, August 16-22, 2009, Beijing, China
50944, International Association of Agricultural Economists.