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Citations for "Causality in temporal systems : Characterization and a survey"

by Pierce, David A. & Haugh, Larry D.

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  1. Glismann, Hans H. & Horn, Ernst-Jürgen, 1988. "Growth, growth fluctuations, and the stages of technological advance," Kiel Working Papers 327, Kiel Institute for the World Economy (IfW).
  2. Kofman, Paul & Martens, Martin, 1997. "Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 387-414, June.
  3. Thomas M Fullerton Jr & Richard L Sprinkle & Roberto Tinajero, 2004. "El Paso Customs District Cross-Border Trade Flows," International Trade 0406001, EconWPA.
  4. McCrorie, J. Roderick & Chambers, Marcus J., 2006. "Granger causality and the sampling of economic processes," Journal of Econometrics, Elsevier, vol. 132(2), pages 311-336, June.
  5. Bai, Zhidong & Wong, Wing-Keung & Zhang, Bingzhi, 2010. "Multivariate linear and nonlinear causality tests," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 5-17.
  6. Ruiz-Castillo, Javier, 2012. "From the “European Paradox” to a European Drama in citation impact," UC3M Working papers. Economics we1211, Universidad Carlos III de Madrid. Departamento de Economía.
  7. Woo, Chi-Keung & Olson, Arne & Horowitz, Ira & Luk, Stephen, 2006. "Bi-directional causality in California's electricity and natural-gas markets," Energy Policy, Elsevier, vol. 34(15), pages 2060-2070, October.
  8. Odhiambo, Nicholas M., 2009. "Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach," Energy Policy, Elsevier, vol. 37(2), pages 617-622, February.
  9. Berndsen, Ron & Daniels, Hennie, 1990. "Qualitative dynamics and causality in a Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 435-450, May.
  10. Daniel J. Seger & David A. Lins & Michael A. Hudson, 1989. "Lead-lag relationships between interest rates, exchange rates, and agricultural exports to Japan," Agribusiness, John Wiley & Sons, Ltd., vol. 5(2), pages 169-179.
  11. Carter, Colin A. & Rausser, Gordon C., 1983. "Lead-lag price relationships between thinly and heavily traded commodity futures markets," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0xk1k6bd, Department of Agricultural & Resource Economics, UC Berkeley.
  12. Ramon Moreno, 1986. "Monetary control without a central bank: the case of Hong Kong," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 17-37.
  13. UTKULU Utku & OZDEMIR Durmus, "undated". "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey?," EcoMod2003 330700147, EcoMod.
  14. S. Gurcan Gulen, 1996. "Is OPEC a Cartel? Evidence from Cointegration and Causality Tests," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 43-57.
  15. Michele Fratianni & Mustapha Nabli, 1979. "Money stock control in the EEC countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 115(3), pages 401-424, September.
  16. Taamouti, Abderrahim & Bouezmarni, Taoufik, 2012. "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics we1217, Universidad Carlos III de Madrid. Departamento de Economía.
  17. Uri, Noel D., 1996. "Changing crude oil price effects on US agricultural employment," Energy Economics, Elsevier, vol. 18(3), pages 185-202, July.
  18. Ebohon, Obas John, 1996. "Energy, economic growth and causality in developing countries : A case study of Tanzania and Nigeria," Energy Policy, Elsevier, vol. 24(5), pages 447-453, May.
  19. Chen, Chung & Wu, Chunchi, 1999. "The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 29-58, January.
  20. Wu, Xiling & Yao, Xianbin, 1992. "Relationship between agricultural growth and farm imports in LDCs: a Sims' causality test based on 35 countries," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 7(3-4), pages -, October.
  21. Mougoue, Mbodja & Noula, Armand Gilbert & Ajayi, Richard A., 2008. "Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates," Review of Applied Economics, Review of Applied Economics, vol. 4(1-2).
  22. repec:cte:werepe:we1212 is not listed on IDEAS
  23. DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche 14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  24. Uri, Noel D., 1998. "Impact of the price of energy on the use of conservation tillage in agriculture in the USA," Applied Energy, Elsevier, vol. 60(4), pages 225-240, August.
  25. Jacques Mairesse & Alan K. Siu, 1984. "An Extended Accelerator Model of R&D and Physical Investment," NBER Chapters, in: R&D, Patents, and Productivity, pages 271-298 National Bureau of Economic Research, Inc.
  26. Tran Hoa, 1981. "Causality and wage price inflation in West Germany 1964–1979," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 117(1), pages 110-124, March.
  27. Ghassan, Hassan B. & ElHafidi, Miloud, 1999. "Tests de G-causalité et spécification d’un modèle économétrique: Application sur un panel sectoriel marocain
    [G-causality tests and specification of an econometric model: Evidence form Sectoral Mor
    ," MPRA Paper 56433, University Library of Munich, Germany, revised 13 Jan 2000.
  28. Cheung, Yin-Wong & Ng, Lilian K., 1996. "A causality-in-variance test and its application to financial market prices," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 33-48.
  29. Scalia, Antonio, 1998. "Information transmission and causality in the Italian Treasury bond market," Journal of Empirical Finance, Elsevier, vol. 5(4), pages 361-384, October.
  30. Thomas M Fullerton Jr, 2004. "Currency Movements and International Border Crossings," Urban/Regional 0407008, EconWPA.
  31. Hafner, C.M. & Herwartz, H., 2004. "Testing for causality in variance using multivariate GARCH models," Econometric Institute Research Papers EI 2004-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Hong, Yongmiao, 2001. "A test for volatility spillover with application to exchange rates," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 183-224, July.
  33. Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M., 1998. "On the relationship between stock returns and exchange rates: Tests of granger causality," Global Finance Journal, Elsevier, vol. 9(2), pages 241-251.
  34. Zhao, Xiaoli & Ma, Qian & Yang, Rui, 2013. "Factors influencing CO2 emissions in China's power industry: Co-integration analysis," Energy Policy, Elsevier, vol. 57(C), pages 89-98.
  35. Cho-Hoi Hui & Tom Fong, 2011. "Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011," Working Papers 402011, Hong Kong Institute for Monetary Research.
  36. David Maddison, 2004. "Causality and Museum Subsidies," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 28(2), pages 89-108, May.
  37. N M Odhiambo, 2008. "Financial Development in Kenya: a Dynamic Test of the Finance-led Growth Hypothesis," Economic Issues Journal Articles, Economic Issues, vol. 13(2), pages 21-36, September.
  38. Martens, Martin & Kofman, Paul, 1998. "The inefficiency of Reuters foreign exchange quotes," Journal of Banking & Finance, Elsevier, vol. 22(3), pages 347-366, March.
  39. Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae, 2016. "The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series," Journal of Econometrics, Elsevier, vol. 193(1), pages 251-270.
  40. Magdalena Osinska, 2011. "On the Interpretation of Causality in Granger’s Sense," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 129-140.
  41. El Ghouch, Anouar & Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012. "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics 14150, Universidad Carlos III de Madrid. Departamento de Economía.
  42. Cheng Hsiao, 1977. "Money And Income, Causality Detection," NBER Working Papers 0167, National Bureau of Economic Research, Inc.
  43. Glismann, Hans H. & Horn, Ernst-Jürgen, 1988. "Growth, growth fluctuations, and the stages of technological advance," Kiel Working Papers 327, Kiel Institute for the World Economy.
  44. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  45. Wu, Chunchi & Su, Youg-Chern, 1998. "Dynamic relations among international stock markets," International Review of Economics & Finance, Elsevier, vol. 7(1), pages 63-84.
  46. Takada, Hirokazu & Bass, Frank M., 1998. "Multiple Time Series Analysis of Competitive Marketing Behavior," Journal of Business Research, Elsevier, vol. 43(2), pages 97-107, October.
  47. Uri, Noel D., 1999. "Energy and the use of conservation tillage in US agriculture," Energy Policy, Elsevier, vol. 27(5), pages 299-306, May.
  48. Mui, H.W. & Bradford, Garnett L. & Ali, Mukhtar M., 1986. "Modeling The Demand For Durable Inputs: Distributed Lags And Causality," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(02), December.
  49. Garcia, Yolanda T. & Salayo, Nerissa D., 1. "Price Dynamics and Cointegration in the Major Markets of Aquaculture Species in the Philippines," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 6(1), pages -.
  50. Thomas M Fullerton Jr & Richard A Hirth & Mark B Smith, 2004. "Inflationary Dynamics and the Angell-Johnson Proposals," Macroeconomics 0409009, EconWPA.
  51. Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 119(1), pages 64-83, March.
  52. Fatai, K & Oxley, Les & Scrimgeour, F.G, 2004. "Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 431-445.
  53. Marvin B. Lieberman & Lieven Demeester, 1999. "Inventory Reduction and Productivity Growth: Linkages in the Japanese Automotive Industry," Management Science, INFORMS, vol. 45(4), pages 466-485, April.
  54. Mohammed Ibrahim El-Sakka & Naief Hamad Al-Mutairi, 2000. "Exports and Economic Growth: The Arab Experience," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 39(2), pages 153-169.
  55. Stevenson, Alan & Boyd, Milton S., 2001. "Lead Lag Relationships Between Resource Prices and Corresponding Resource Company Share Prices," 2001 Conference (45th), January 23-25, 2001, Adelaide 125959, Australian Agricultural and Resource Economics Society.
  56. Lemmens, Aurélie & Croux, Christophe & Dekimpe, Marnik G., 2008. "Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys," International Journal of Forecasting, Elsevier, vol. 24(3), pages 414-431.
  57. Steven C. Blank, 1985. "Using causality and supply response models in interpreting foreign agricultural policies," Agribusiness, John Wiley & Sons, Ltd., vol. 1(2), pages 177-183.
  58. Breitung, Jörg & Swanson, Norman Rasmus, 1998. "Temporal aggregation and causality in multiple time series models," SFB 373 Discussion Papers 1998,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  59. Ayinde, Opeyemi Eyitayo & Ilori, T. E. & Ayinde, K. & Babatunde, R. O., 2015. "Analysis of the Behaviour of Prices of Major Staple Foods in West Africa: A Case Study of Nigeria," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 7(4), December.
  60. Winker, Peter, 1994. "Identification of multivariate AR-models by threshold accepting," Discussion Papers, Series II 224, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  61. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics 1552, Faculty of Economics, University of Cambridge.
  62. Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang, 2009. "Granger causality in risk and detection of extreme risk spillover between financial markets," Journal of Econometrics, Elsevier, vol. 150(2), pages 271-287, June.
  63. Grant Kirkpatrick, 1981. "Further results on the time series analysis of real wages and employment for U. S. manufacturing, 1948–1977," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 117(2), pages 326-351, June.
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