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Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

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  1. Aaltonen, J. & Östermark, R., 1997. "A rolling test of granger causality between the Finnish and Japanese security markets," Omega, Elsevier, vol. 25(6), pages 635-642, December.
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  7. Satya Paul & Colm Kearney & Kabir Chowdhury, 1997. "Inflation and economic growth: a multi-country empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1387-1401.
  8. 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.
  9. Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
  10. Sapp, Stephen, 2004. "Are all Central Bank interventions created equal? An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 443-474, March.
  11. Sunil Kanwar, 1998. "Are production risk and labour market risk covariant?," Journal of International Development, John Wiley & Sons, Ltd., vol. 10(1), pages 129-146.
  12. Michael A. Conte & Ali F. Darrat, 1993. "Testing Alternative Views Of Government Budgeting," Review of Financial Economics, John Wiley & Sons, vol. 3(1), pages 19-40, September.
  13. Per-Ola Maneschiöld, 2008. "A Note on the Export-Led Growth Hypothesis: A Time Series Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 293-302.
  14. MULOWAYI, Francis K. & PINSHI, Christian P., 2023. "Lucas Paradox, Institutional Quality and Corruption: Evidence from D.R. Congo," MPRA Paper 117370, University Library of Munich, Germany.
  15. Green, Richard K., 2002. "Stock prices and house prices in California: new evidence of a wealth effect?," Regional Science and Urban Economics, Elsevier, vol. 32(6), pages 775-783, November.
  16. James E. Payne, 2003. "A Survey of the International Empirical Evidence on the Tax-Spend Debate," Public Finance Review, , vol. 31(3), pages 302-324, May.
  17. 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.
  18. David Dupuis & David Tessier, 2000. "Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U," Staff Working Papers 00-22, Bank of Canada.
  19. John S. Gruidl & Glen C. Pulver, 1991. "A Dynamic Analysis Of Net Migration And State Employment Change," The Review of Regional Studies, Southern Regional Science Association, vol. 21(1), pages 21-38, Spring.
  20. 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.
  21. Diebolt, Claude & Parent, Antoine, 2008. "Bimetallism: The "rules of the game"," Explorations in Economic History, Elsevier, vol. 45(3), pages 288-302, July.
  22. Yoo, Seung-Hoon, 2005. "Electricity consumption and economic growth: evidence from Korea," Energy Policy, Elsevier, vol. 33(12), pages 1627-1632, August.
  23. Mongkolporn, Veerasak & Yin, Xiangkang, 2005. "How does the entry of new firms change demand? An empirical estimation for a Thai telecommunications company," Journal of Asian Economics, Elsevier, vol. 16(4), pages 688-703, August.
  24. Kurt Rotthoff & Danielle Zanzalari & John Jasina, 2011. "What are the odds? A measure of the small sample problems," Applied Economics Letters, Taylor & Francis Journals, vol. 18(12), pages 1139-1143.
  25. 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.
  26. Mookerjee, Rajen & Peebles, Gavin, 1998. "Endogenous money in China: Evidence and insights on recent policies," Journal of Asian Economics, Elsevier, vol. 9(1), pages 139-158.
  27. Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M., 1998. "On the relationship between stock returns and exchange rates: Tests of granger causality," Global Finance Journal, Elsevier, vol. 9(2), pages 241-251.
  28. Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2022. "Decarbonized energies and the wealth of three European nations: a comparative nexus study using Granger and Toda-Yamamoto approaches," LSE Research Online Documents on Economics 113688, London School of Economics and Political Science, LSE Library.
  29. Beutler, Martin K. & Brorsen, B. Wade, 1984. "Price Discovery In The Soybean Complex," 1984 Annual Meeting, August 5-8, Ithaca, New York 278959, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  30. Brorsen, B. Wade & Bailey, DeeVon & Richardson, James W., 1984. "Investigation Of Price Discovery And Efficiency For Cash And Futures Cotton Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-7, July.
  31. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.
  32. Teppo Martikainen & Vesa Puttonen, 1996. "Sequential information arrival in the Finnish stock index derivatives markets," The European Journal of Finance, Taylor & Francis Journals, vol. 2(2), pages 207-217.
  33. Walter C. Labys & Alfred Maizels, 1990. "Commodity Price Fluctuations and Macro-economic Adjustments in the Developed Countries," WIDER Working Paper Series wp-1990-088, World Institute for Development Economic Research (UNU-WIDER).
  34. Saeid Mahdavi & Ahmad Sohrabian, 1991. "The Link between the Rate of Growth of Stock Prices and the Rate of Growth of GNP in the United States: A Granger Causality Test," The American Economist, Sage Publications, vol. 35(2), pages 41-48, October.
  35. Rajen Mookerjee, 1997. "Export volume, exchange rates and global economic growth: the Indian experience," Applied Economics Letters, Taylor & Francis Journals, vol. 4(7), pages 425-429.
  36. Cheng, Benjamin S., 1999. "Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates," Journal of International Money and Finance, Elsevier, vol. 18(6), pages 911-924, December.
  37. 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.
  38. David Joulfaian & Rajen Mookeriee, 1990. "The Government Revenue-Expenditure Nexus: Evidence from a State," Public Finance Review, , vol. 18(1), pages 92-103, January.
  39. Muhammad Shahbaz & Mehmet Balcilar & Mantu Kumar Mahalik & Seyi Saint Akadiri, 2023. "Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1939-1964, April.
  40. Gamber, Edward N. & Hudson, Michael A., 1984. "Causality Testing With Messy Data: Some Preliminary Experimental Evidence," 1984 Annual Meeting, August 5-8, Ithaca, New York 278982, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  41. N M Odhiambo, 2008. "Financial Development in Kenya: a Dynamic Test of the Finance-led Growth Hypothesis," Economic Issues Journal Articles, Economic Issues, vol. 13(2), pages 21-36, September.
  42. Ahmad, Jaleel & Harnhirun, Somchai, 1995. "Unit roots and cointegration in estimating causality between exports and economic growth: Empirical evidence from the ASEAN countries," Economics Letters, Elsevier, vol. 49(3), pages 329-334, September.
  43. Dufour, Jean-Marie & Tessier, David, 1997. "La causalité entre la monnaie et le revenu : une analyse fondée sur un modèle VARMA-échelon," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 351-366, mars-juin.
  44. Jose L. Tongzon, 2002. "The Economies of Southeast Asia, Second Edition," Books, Edward Elgar Publishing, number 2029.
  45. Raymond M. Leuthold & Philip Garcia & Nabil Chaherli, 1992. "Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 27-33, December.
  46. Bailey, DeeVon & Brorsen, B. Wade, 1985. "Dynamics Of Regional Fed Cattle Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 10(1), pages 1-8, July.
  47. Zapata, Hector O. & Hudson, Michael A. & Garcia, Philip, 1988. "Identifying Causal Relationships Between Nonstationary Stochastic Processes: An Examination Of Alternative Approaches In Small Samples," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-14, December.
  48. Michele Salvi & Christoph A. Schaltegger, 2023. "Tax more or spend less? Historical evidence from Switzerland’s federal budget plans," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(3), pages 678-705, June.
  49. Zhao, Xiaoli & Ma, Qian & Yang, Rui, 2013. "Factors influencing CO2 emissions in China's power industry: Co-integration analysis," Energy Policy, Elsevier, vol. 57(C), pages 89-98.
  50. Giuseppe Conti & Luciano Fanti, 2020. "Alternative monetary approaches and causal nexus breakdown in rate of interest and currency reserves in Italy, 1961-1990," Discussion Papers 2020/264, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  51. McCullough, B. D., 1997. "An analysis of stock market transactions data," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 887-903.
  52. Fatai, K & Oxley, Les & Scrimgeour, F.G, 2004. "Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 431-445.
  53. Claude Diebolt & Antoine Parent, 2006. "Were there Anomalies in the Sterling-Franc Exchange Rate Regulation during the Mid-19th Century?," Working Papers 06-08, Association Française de Cliométrie (AFC).
  54. Seung-Hoon Yoo, 2007. "Urban Water Consumption and Regional Economic Growth: The Case of Taejeon, Korea," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 21(8), pages 1353-1361, August.
  55. Knapp, Tom & Mookerjee, Rajen, 1996. "Population growth and global CO2 emissions : A secular perspective," Energy Policy, Elsevier, vol. 24(1), pages 31-37, January.
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