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Supplementary appendix to "noncausal vector autoregression"


  • Lanne, Markku
  • Saikkonen, Pentti


This is a supplementary appendix to "Noncausal Vector Autoregression".

Suggested Citation

  • Lanne, Markku & Saikkonen, Pentti, 2012. "Supplementary appendix to "noncausal vector autoregression"," MPRA Paper 37732, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:37732

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    References listed on IDEAS

    1. Stern, David I. & Common, Michael S., 2001. "Is There an Environmental Kuznets Curve for Sulfur?," Journal of Environmental Economics and Management, Elsevier, vol. 41(2), pages 162-178, March.
    2. Suri, Vivek & Chapman, Duane, 1998. "Economic growth, trade and energy: implications for the environmental Kuznets curve," Ecological Economics, Elsevier, vol. 25(2), pages 195-208, May.
    3. Stern , David I., 1998. "Progress on the environmental Kuznets curve?," Environment and Development Economics, Cambridge University Press, vol. 3(02), pages 173-196, May.
    4. Susmita Dasgupta & Benoit Laplante & Hua Wang & David Wheeler, 2002. "Confronting the Environmental Kuznets Curve," Journal of Economic Perspectives, American Economic Association, vol. 16(1), pages 147-168, Winter.
    5. John Asafu-Adjaye, 2003. "Biodiversity Loss and Economic Growth: A Cross-Country Analysis," Contemporary Economic Policy, Western Economic Association International, vol. 21(2), pages 173-185, April.
    6. A Omer & U Pascual & N Russell, 2003. "Agricultural Intensification and Biodiversity Loss: Is There and Agri-EKC?," The School of Economics Discussion Paper Series 0317, Economics, The University of Manchester.
    7. Roberta De Santis, 2012. "Impact of Environmental Regulations on Trade in the Main EU Countries: Conflict or Synergy?," The World Economy, Wiley Blackwell, vol. 35(7), pages 799-815, July.
    8. Grossman, Gene M. & Krueger, Alan B., 1996. "The inverted-U: what does it mean?," Environment and Development Economics, Cambridge University Press, vol. 1(01), pages 119-122, February.
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    More about this item


    Vector autoregression; Noncausal time series; Non-Gaussian time series;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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