A bootstrap-corrected causality test: another look at the money–income relationship
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Volume (Year): 31 (2006)
Issue (Month): 1 (March)
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W4&91., Economics Group, Nuffield College, University of Oxford.
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- Li, Hongyi & Maddala, G. S., 1997.
"Bootstrapping cointegrating regressions,"
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Elsevier, vol. 80(2), pages 297-318, October.
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- R. Scott Hacker & Abdulnasser Hatemi-J, 2006. "Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application," Applied Economics, Taylor & Francis Journals, vol. 38(13), pages 1489-1500.
- Morten Ravn & Martin Sola, 1996. "A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-supply shocks: Positive vs. Negative or Big vs. Small," Archive Discussion Papers 9606, Birkbeck, Department of Economics, Mathematics & Statistics.
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