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Tests of causality : The message in the innovations

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  • William Schwert, G.

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  • William Schwert, G., 1979. "Tests of causality : The message in the innovations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 55-96, January.
    • Handle: RePEc:eee:crcspp:v:10:y:1979:i::p:55-96
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    Cited by:

    1. Guochang Wang & Wai Keung Li & Ke Zhu, 2018. "New HSIC-based tests for independence between two stationary multivariate time series," Papers 1804.09866, arXiv.org.
    2. Buiter, Willem H., 1986. "Granger Causality and Policy Ineffectiveness: A Rejoinder," CEPR Discussion Papers 126, C.E.P.R. Discussion Papers.
    3. Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 119(1), pages 64-83, March.
    4. 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.
    5. Thomas M Fullerton Jr & Richard A Hirth & Mark B Smith, 2004. "Inflationary Dynamics and the Angell-Johnson Proposals," Macroeconomics 0409009, University Library of Munich, Germany.
    6. Louka T. Katseli, 1984. "Real Exchange Rates in the 1970s," NBER Chapters, in: Exchange Rate Theory and Practice, pages 281-334, National Bureau of Economic Research, Inc.
    7. repec:adr:anecst:y:2002:i:67-68:p:16 is not listed on IDEAS
    8. Mariusz Maziarz, 2015. "A review of the Granger-causality fallacy," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, vol. 8(2), May.
    9. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.
    10. Glismann, Hans H. & Horn, Ernst-Jürgen, 1988. "Growth, growth fluctuations, and the stages of technological advance," Kiel Working Papers 327, Kiel Institute for the World Economy (IfW Kiel).
    11. Abeysinghe Tilak & Choy Keen, 2002. "On the Use of Innovation Correlations to Study Cyclical Co-Movements in GDP and Its Components," International Economic Journal, Taylor & Francis Journals, vol. 16(2), pages 37-45.
    12. 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.

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