Citations for "Causality in temporal systems : Characterization and a survey"
by Pierce, David A. & Haugh, Larry D.
- repec:dgr:kubcen:200439 is not listed on IDEAS
- Jean-Marie Dufour & Denis Pelletier & Éric Renault, 2003.
"Short Run and Long Run Causality in Time Series: Inference,"
CIRANO Working Papers
- Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006. "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
- 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.
- DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
- Stevenson, Alan & Boyd, Milton, 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.
- Berndsen, R.J. & Daniels, H.A.M., 1990.
"Qualitative dynamics and causality in a Keynesian model,"
Other publications TiSEM
b104f420-e06c-46ad-9ba4-0, Tilburg University, School of Economics and Management.
- 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.
- Winker, Peter, 1995.
"Identification of multivariate AR-models by threshold accepting,"
Computational Statistics & Data Analysis,
Elsevier, vol. 20(3), pages 295-307, September.
- 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".
- 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.
- 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.
- 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.
- 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.
- Christian M. HAFNER & Helmut HERWARTZ, 2008.
"Testing for Causality in Variance Usinf Multivariate GARCH Models,"
Annales d'Economie et de Statistique,
ENSAE, issue 89, pages 215-241.
- Hafner, Christian M. & Herwartz, Helmut, 2004. "Testing for Causality in Variance using Multivariate GARCH Models," Economics Working Papers 2004,03, Christian-Albrechts-University of Kiel, Department of Economics.
- 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.
- Uri, Noel D., 1996. "Changing crude oil price effects on US agricultural employment," Energy Economics, Elsevier, vol. 18(3), pages 185-202, July.
- repec:cte:werepe:we1212 is not listed on IDEAS
- 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, vol. 117(2), pages 326-351, June.
- 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.
- Utku Utkulu & Durmus Özdemir, 2005.
"Does Trade Liberalization Cause a Long Run Economic Growth in Turkey,"
Economic Change and Restructuring,
Springer, vol. 37(3), pages 245-266, 09.
- Utku Utkulu & Durmus Özdemir, 2004. "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey," Economic Change and Restructuring, Springer, vol. 37(3), pages 245-266, 09.
- UTKULU Utku & OZDEMIR Durmus, . "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey?," EcoMod2003 330700147, EcoMod.
- Wu, Chunchi & Su, Youg-Chern, 1998. "Dynamic relations among international stock markets," International Review of Economics & Finance, Elsevier, vol. 7(1), pages 63-84.
- 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.
- Javier Ruiz-Castillo, 2012. "From the “European Paradox” to a European Drama in citation impact," Economics Working Papers we1211, Universidad Carlos III, Departamento de Economía.
- Abderrahim Taamouti & Taoufik Bouezmarni & Anouar El Ghouch, 2012. "Nonparametric estimation and inference for Granger causality measures," Economics Working Papers we1217, Universidad Carlos III, Departamento de Economía.
- Martens, Martin & Kofman, Paul, 1998. "The inefficiency of Reuters foreign exchange quotes," Journal of Banking & Finance, Elsevier, vol. 22(3), pages 347-366, March.
- 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.
- 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.
- 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.
- Michele Fratianni & Mustapha Nabli, 1979. "Money stock control in the EEC countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 115(3), pages 401-424, September.
- Thomas M Fullerton Jr & Richard L Sprinkle & Roberto Tinajero, 2004. "El Paso Customs District Cross-Border Trade Flows," International Trade 0406001, EconWPA.
- 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.
- Cheng Hsiao, 1977. "Money And Income, Causality Detection," NBER Working Papers 0167, National Bureau of Economic Research, Inc.
- Salih Gurcan Gulen, 1996.
"Is OPEC a Cartel? Evidence from Cointegration and Causality Tests,"
Boston College Working Papers in Economics
318., Boston College Department of Economics.
- 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.
- Jacques Mairesse & Alan K. Siu, 1984.
"An Extended Accelerator Model of R&D and Physical Investment,"
in: R&D, Patents, and Productivity, pages 271-298
National Bureau of Economic Research, Inc.
- Jacques Mairesse & Alan K. Siu, 1982. "An Extended Accelerator Model of R&D and Physical Investment," NBER Working Papers 0968, National Bureau of Economic Research, Inc.
- David Maddison, 2004. "Causality and Museum Subsidies," Journal of Cultural Economics, Springer, vol. 28(2), pages 89-108, May.
- 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.
- 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.
- 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.
- 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.
- Thomas M Fullerton Jr, 2004. "Currency Movements and International Border Crossings," Urban/Regional 0407008, EconWPA.
- Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 119(1), pages 64-83, March.
- 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.
- 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.
- 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.
- 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).
- 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.
- 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).
- Tran Hoa, 1981. "Causality and wage price inflation in West Germany 1964–1979," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 117(1), pages 110-124, March.
- Thomas M Fullerton Jr & Richard A Hirth & Mark B Smith, 2004. "Inflationary Dynamics and the Angell-Johnson Proposals," Macroeconomics 0409009, EconWPA.
- 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.
- 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), October.
- 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.
- 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.
- 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.
- McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Discussion Paper 2004-39, Tilburg University, Center for Economic Research.
- Magdalena Osinska, 2011. "On the Interpretation of Causality in Granger’s Sense," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 129-140.
- 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.
- 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.