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Vector autoregressions for causal inference?

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Cited by:

  1. Marin, Dalia, 1992. "Is the Export-Led.Growth Hypothesis Valid for Industrialized Countries?," The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 678-688, November.
  2. Gossé, Jean-Baptiste & Guillaumin, Cyriac, 2013. "L’apport de la représentation VAR de Christopher A. Sims à la science économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 309-319, Décembre.
  3. Peter Hans Matthews, 2005. "Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle," Review of Political Economy, Taylor & Francis Journals, vol. 17(1), pages 1-28.
  4. Orso, Cristina, 2011. "Microcredit and poverty. An overview of the principal statistical methods used to measure the program net impacts," POLIS Working Papers 154, Institute of Public Policy and Public Choice - POLIS.
  5. Madden, Gary & Savage, Scott J., 1998. "CEE telecommunications investment and economic growth," Information Economics and Policy, Elsevier, vol. 10(2), pages 173-195, June.
  6. Hoag, John H. & Wheeler, Mark, 1996. "Oil price shocks and employment: the case of Ohio coal mining," Energy Economics, Elsevier, vol. 18(3), pages 211-220, July.
  7. Jin, Jang C., 2006. "Can openness be an engine of sustained high growth rates and inflation?: Evidence from Japan and Korea," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 228-240.
  8. Liesbet Okkerse, 2008. "How To Measure Labour Market Effects Of Immigration: A Review," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 1-30, February.
  9. Finn E. Kydland & Scott Freeman, 2000. "Monetary Aggregates and Output," American Economic Review, American Economic Association, vol. 90(5), pages 1125-1135, December.
  10. Greg Hannsgen, 2004. "Gibson’s Paradox, Monetary Policy, and the Emergence of Cycles," Macroeconomics 0407029, University Library of Munich, Germany.
  11. Kevin Hoover, 2005. "Economic Theory and Causal Inference," Working Papers 257, University of California, Davis, Department of Economics.
  12. Eduardo Borensztein & Carmen M. Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 236-261, June.
  13. Akhand Akhtar Hossain, 2014. "Inflation and Inflation Volatility in Australia," Economic Papers, The Economic Society of Australia, vol. 33(2), pages 163-185, June.
  14. Cordelia Omodero, 2022. "The Role Of Corporate Tax, Earnings And Debt In Determining Dividend Policy Of Firms," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 46-69.
  15. Hossain, Akhand Akhtar, 2010. "Monetary targeting for price stability in Bangladesh: How stable is its money demand function and the linkage between money supply growth and inflation?," Journal of Asian Economics, Elsevier, vol. 21(6), pages 564-578, December.
  16. Selva Demiralp & Kevin D. Hoover, 2003. "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 745-767, December.
  17. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
  18. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, vol. 4(2), pages 141-155.
  19. Caroline Flammer, 2015. "Does Corporate Social Responsibility Lead to Superior Financial Performance? A Regression Discontinuity Approach," Management Science, INFORMS, vol. 61(11), pages 2549-2568, November.
  20. Titus O. Awokuse & David A. Bessler, 2003. "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Taylor & Francis Journals, vol. 6(1), pages 1-24, May.
  21. Robert H. Rasche, 1993. "Monetary aggregates, monetary policy and economic activity," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 1-35.
  22. Miller, Stephen M. & Russek, Frank S., 1996. "Do federal deficits affect interest rates? Evidence from three econometric methods," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 403-428.
  23. Pekarčíková, Kateřina & Vaněk, Michal & Sousedíková, Radmila, 2022. "Determinants of economic growth: Panel data analysis of OPEC," Resources Policy, Elsevier, vol. 79(C).
  24. Angus Deaton, 2010. "Instruments, Randomization, and Learning about Development," Journal of Economic Literature, American Economic Association, vol. 48(2), pages 424-455, June.
  25. Angus Deaton, 2009. "Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development," Working Papers 1128, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing..
  26. Joyce, Theodore & Grossman, Michael, 1990. "The dynamic relationship between low birthweight and induced abortion in New York City : An aggregate time-series analysis," Journal of Health Economics, Elsevier, vol. 9(3), pages 273-288, November.
  27. Jordan Shan, 1999. "Immigration and Unemployment: New evidence from Australia and New Zealand," International Review of Applied Economics, Taylor & Francis Journals, vol. 13(2), pages 253-260.
  28. Garrone Giovanna & Marchionatti Roberto, 2007. "The appropriate style of economic discourse. Keynes on Economics and Econometrics," CESMEP Working Papers 200702, University of Turin.
  29. Kunst, Robert M & Marin, Dalia, 1989. "On Exports and Productivity: A Causal Analysis," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 699-703, November.
  30. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, vol. 83(Jul), pages 113-144.
  31. Wen-Den Chen, 2008. "Is it a short-memory, long-memory, or permanently Granger-causation influence?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 607-620.
  32. Judea Pearl, 1998. "Graphs, Causality, and Structural Equation Models," Sociological Methods & Research, , vol. 27(2), pages 226-284, November.
  33. 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.
  34. Hoover, Kevin D., 2003. "Some causal lessons from macroeconomics," Journal of Econometrics, Elsevier, vol. 112(1), pages 121-125, January.
  35. Saarenheimo, Tuomas, 1995. "Credit crunch caused investment slump? An empirical analysis using Finnish data," Bank of Finland Research Discussion Papers 6/1995, Bank of Finland.
  36. Shamshad Begum & Abul Shamsuddin, 1998. "Exports and economic growth in Bangladesh," Journal of Development Studies, Taylor & Francis Journals, vol. 35(1), pages 89-114.
  37. Jordan Shan & Fiona Sun, 1998. "Domestic Saving and Foreign Investment in Australia: A Granger Causality Test," International Economic Journal, Taylor & Francis Journals, vol. 12(4), pages 79-87.
  38. Defina, Robert H. & Stark, Thomas C. & Taylor, Herbert E., 1996. "The long-run variance of output and inflation under alternative monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 235-251.
  39. Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 433-453.
  40. Wen-Den Chen, 2006. "Estimating the long memory granger causality effect with a spectrum estimator," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 193-200.
  41. Jin, Jang C. & Choi, Jai-Young & Yu, Eden S.H., 2009. "Energy prices, energy conservation, and economic growth: Evidence from the postwar United States," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 691-699, October.
  42. James J. Heckman, 2000. "Causal Parameters and Policy Analysis in Economics: A Twentieth Century Retrospective," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(1), pages 45-97.
  43. Benjamin M. Friedman, 1995. "Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?," NBER Working Papers 5212, National Bureau of Economic Research, Inc.
  44. M. Nagy Eltony, "undated". "Oil Price Fluctuations and their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model," API-Working Paper Series 9908, Arab Planning Institute - Kuwait, Information Center.
  45. Jaap Abbring & James Heckman, 2008. "Dynamic policy analysis," CeMMAP working papers CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  46. Fackler, Paul L., 1988. "Vector Autoregressive Techniques for Structural Analysis," Department of Economics and Business - Archive 259427, North Carolina State University, Department of Economics.
  47. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
  48. F. T. M. Kilima, 2006. "Are Price Changes in the World Market Transmitted to Markets in Less Developed Countries? A Case Study of Sugar, Cotton, Wheat, and Rice in Tanzania," The Institute for International Integration Studies Discussion Paper Series iiisdp160, IIIS.
  49. Eduardo Borensztein & Carmen M. Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 236-261, June.
  50. Edward E. Leamer, 2010. "Tantalus on the Road to Asymptopia," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 31-46, Spring.
  51. Douglas W. Elmendorf, "undated". "The Effect of Deficit-Reduction Laws on Real Interest Rates," Finance and Economics Discussion Series 1996-44, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
  52. van Zandweghe, Willem & Martinez Rico, Felipe & Gottschalk, Jan, 2000. "Money as an Indicator in the Euro Zone," Kiel Working Papers 984, Kiel Institute for the World Economy (IfW Kiel).
  53. Leonardo Marinho, 2022. "Causal Impulse Responses for Time Series," Working Papers Series 570, Central Bank of Brazil, Research Department.
  54. Joshua J. Lewer & Hendrik Van den Berg, 2003. "How Large Is International Trade’s Effect on Economic Growth?," Journal of Economic Surveys, Wiley Blackwell, vol. 17(3), pages 363-396, July.
  55. Lee, Keeeun & Kim, Sunhye & Yoon, Byungun, 2022. "A systematic idea generation approach for developing a new technology: Application of a socio-technical transition system," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
  56. Itkonen, Juha, 2011. "Causal misspecifications in econometric models," MPRA Paper 31397, University Library of Munich, Germany.
  57. Troug, Haytem & Murray, Matt, 2015. "The Effects of Asymmetric Shocks in Oil Prices on the Performance of the Libyan Economy," MPRA Paper 68705, University Library of Munich, Germany.
  58. Imad Jabir, 2009. "The dynamic relationship between the US GDP, imports and domestic production of crude oil," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3171-3178.
  59. Julian M. Alston & James A. Chalfant, 1987. "A Note on Causality Between Money, Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, vol. 63(2), pages 115-119, June.
  60. Xingwei Hu, 2021. "Decoding Causality by Fictitious VAR Modeling," Papers 2111.07465, arXiv.org, revised Nov 2021.
  61. Darrat, Ali F & Glascock, John L, 1993. "On the Real Estate Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 7(1), pages 55-72, July.
  62. Anamaria Diana Herte & Monica Cenan, 2020. "Start-Ups And Internationalisation: The Case Of Romania. Part 2. Empirical Research," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 5(2), pages 102-113, September.
  63. Jin, Jang C., 2006. "Openness, growth, and inflation: Evidence from South Korea before the economic crisis," Journal of Asian Economics, Elsevier, vol. 17(4), pages 738-757, October.
  64. Akhand Akhtar Hossain & Popkarn Arwatchanakarn, 2016. "Inflation and inflation volatility in Thailand," Applied Economics, Taylor & Francis Journals, vol. 48(30), pages 2792-2806, June.
  65. Philip Bodman, 1998. "A Contribution on the Empirics of Trade, Migration and Economic Growth for Australia and Canada," International Economic Journal, Taylor & Francis Journals, vol. 12(3), pages 41-62.
  66. van den Berg, Hendrik, 1997. "The relationship between international trade and economic growth in Mexico," The North American Journal of Economics and Finance, Elsevier, vol. 8(1), pages 1-21.
  67. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  68. Chen, Anping, 2010. "Reducing China's regional disparities: Is there a growth cost?," China Economic Review, Elsevier, vol. 21(1), pages 2-13, March.
  69. Kevin Hoover, 2005. "Economic Theory and Causal Inference," Working Papers 64, University of California, Davis, Department of Economics.
  70. Hossain, A., 2005. "Granger-Causality Between Inflation, Money Growth, Currency Devaluation and Economic Growth in Indonesia, 1951-2002," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(3), pages 45-68.
  71. Selva Demiralp & Kevin D. Hoover, 2003. "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 745-767, December.
  72. John D. Levendis, 2018. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-98282-3, August.
  73. Keating, John W., 1996. "Structural information in recursive VAR orderings," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1557-1580.
  74. Chunjuan Luan & Siming Deng & John R. Allison, 2022. "Mutual Granger “causality” between scientific instruments and scientific publications," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(11), pages 6209-6229, November.
  75. Racette, Daniel & Raynauld, Jacques & Lauzon, Simon, 1992. "La règle monétaire de McCallum revue à la lumière de la méthodologie de Litterman," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 262-282, mars et j.
  76. Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo & Marcelo Saavedra, 2001. "Dollarization as an Asymmetric Monetary Union. The Case of Argentina," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 043, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
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