On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality
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- Dufour, Jean-Marie & Tessier, David, 1993. "On the relationship between impulse response analysis, innovation accounting and Granger causality," Economics Letters, Elsevier, vol. 42(4), pages 327-333.
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- Rashed, Jamal A. & Samanta, Subarna K., 2005. "The productivity-wage gap and the recent stock price increase: An analysis," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 169-180.
- Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 23 Mar 2005.
- Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775.
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"A Multivariate STAR Analysis of the Relationship Between Money and Output,"
9913, East Carolina University, Department of Economics.
- Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics.
- Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 1999. "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Research Papers EI 9945-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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"Money-output Granger causality revisited: an empirical analysis of EU countries,"
Taylor & Francis Journals, vol. 31(11), pages 1489-1501.
- Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, EconWPA.
- Hayo, Bernd, 1998. "Money-output Granger causality revisited: An empirical analysis of EU countries," ZEI Working Papers B 08-1998, University of Bonn, ZEI - Center for European Integration Studies.
- Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen.
- Jonathan B. Hill, 2007.
"Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship,"
Journal of Applied Econometrics,
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- Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics 0407013, EconWPA, revised 15 Feb 2006.
- repec:eee:dyncon:v:86:y:2018:i:c:p:165-184 is not listed on IDEAS
- Manfred Kremer, 2016.
"Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area,"
International Economics and Economic Policy,
Springer, vol. 13(1), pages 105-138, January.
- Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
- 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.
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Keywordseconometrics ; economic models;
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