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Tests of Granger causality by the selection of the orders of a bivariate autoregressive model

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  • Odaki, Mitsuhiro

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  • Odaki, Mitsuhiro, 1986. "Tests of Granger causality by the selection of the orders of a bivariate autoregressive model," Economics Letters, Elsevier, vol. 22(2-3), pages 223-227.
    • Handle: RePEc:eee:ecolet:v:22:y:1986:i:2-3:p:223-227
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    Cited by:

    1. Jen-Chi Cheng & Larry W. Taylor & Wenlong Weng, 2007. "Exchange rates and prices: revisiting Granger causality tests," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., vol. 29(2), pages 259-283, January.
    2. Jen-Chi Cheng & Larry Taylor & Wenlong Weng, 2010. "The links between international parity conditions and Granger causality: a study of exchange rates and prices," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3491-3501.
    3. Winker, Peter, 1995. "Identification of multivariate AR-models by threshold accepting," Computational Statistics & Data Analysis, Elsevier, vol. 20(3), pages 295-307, September.
    4. Fry, Maxwell J. & Claessens,Constantijn A. & Burridge, Peter & Blanchet, Marie-Christine, 1995. "Foreign direct investment, other capital flows, and current account deficits : what causes what?," Policy Research Working Paper Series 1527, The World Bank.
    5. Chan, Leo & Lien, Donald & Weng, Wenlong, 2008. "Financial interdependence between Hong Kong and the US: A band spectrum approach," International Review of Economics & Finance, Elsevier, vol. 17(4), pages 507-516, October.
    6. Lukasz Marc, 2014. "The Causal Links between Aid and Government Expenditures," Tinbergen Institute Discussion Papers 14-012/V, Tinbergen Institute.
    7. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.

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