A time series causal model
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References listed on IDEAS
- Chen, Pu & Chihying, Hsiao, 2007.
"Learning Causal Relations in Multivariate Time Series Data,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy (IfW), vol. 1, pages 1-43.
- Chihying, Hsiao & Chen, Pu, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers 2007-15, Kiel Institute for the World Economy (IfW).
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- Chen, Pu & Hsiao, Chih-Ying, 2008. "What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth," Japan and the World Economy, Elsevier, vol. 20(4), pages 622-638, December.
- Chen, Pu & Hsiao, Chih-Ying, 2010. "Looking behind Granger causality," MPRA Paper 24859, University Library of Munich, Germany.
More about this item
KeywordsInferred Causation; Automated Learning; VAR; Granger Causality; Wage-Price Spiral;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-09-18 (All new papers)
- NEP-ECM-2010-09-18 (Econometrics)
- NEP-ETS-2010-09-18 (Econometric Time Series)
- NEP-MAC-2010-09-18 (Macroeconomics)
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