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Citations for "Inference in possibly integrated vector autoregressive models: some finite sample evidence"

by Yamada, Hiroshi & Toda, Hiro Y.

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  1. Soytas, Ugur & Sari, Ramazan, 2006. "Can China contribute more to the fight against global warming?," Journal of Policy Modeling, Elsevier, vol. 28(8), pages 837-846, November.
  2. Tang, Chor Foon, 2010. "The determinants of health expenditure in Malaysia: A time series analysis," MPRA Paper 24356, University Library of Munich, Germany.
  3. Morrone, Henrique, 2015. "Do demand and profitability stimulate capital accumulation? An analysis for Brazil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
  4. Ismail, Mohd Adib & Mawar, Murni Yunus, 2012. "Energy consumption, emissions and economic growth in an oil producing country," MPRA Paper 37535, University Library of Munich, Germany.
  5. Fernando Seabra & Lisandra Flach, 2005. "Foreign direct investment and profit outflows: a causality analysis for the Brazilian economy," Economics Bulletin, AccessEcon, vol. 6(1), pages 1-15.
  6. Liu, Guan-Chun & Lee, Chien-Chiang & Lee, Chi-Chuan, 2016. "The nexus between insurance activity and economic growth: A bootstrap rolling window approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 299-319.
  7. Judith A. Clarke & Sadaf Mirza, 2003. "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers 0305, Department of Economics, University of Victoria.
  8. Pierre St-Amant & David Tessier, 2000. "Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire," Canadian Public Policy, University of Toronto Press, vol. 26(3), pages 295-310, September.
  9. Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh.
  10. Cheng Hsiao & Siyan Wang, 2005. "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers 05.23, Institute of Economic Policy Research (IEPR).
  11. Siyan Wang & Burton A. Abrams, 2011. "Government Outlays, Economic Growth and Unemployment: A VAR Model," Working Papers 11-13, University of Delaware, Department of Economics.
  12. Johann Burgstaller, 2005. "When and why do Austrian companies issue shares?," Economics working papers 2005-03, Department of Economics, Johannes Kepler University Linz, Austria.
  13. Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria.
  14. Jean-Marie Dufour & Tarek Jouini, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," CIRANO Working Papers 2005s-26, CIRANO.
  15. Kumar, Surender & Managi, Shunsuke & Matsuda, Akimi, 2012. "Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis," Energy Economics, Elsevier, vol. 34(1), pages 215-226.
  16. Liu, Guanchun & He, Lei & Yue, Yiding & Wang, Jiying, 2014. "The linkage between insurance activity and banking credit: Some evidence from dynamic analysis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 239-265.
  17. Wolde-Rufael, Yemane, 2010. "Coal consumption and economic growth revisited," Applied Energy, Elsevier, vol. 87(1), pages 160-167, January.
  18. Chor Foon Tang & Soo Y. Chua, 2012. "The savings-growth nexus for the Malaysian economy: a view through rolling sub-samples," Applied Economics, Taylor & Francis Journals, vol. 44(32), pages 4173-4185, November.
  19. Lotfalipour, Mohammad Reza & Falahi, Mohammad Ali & Ashena, Malihe, 2010. "Economic growth, CO2 emissions, and fossil fuels consumption in Iran," Energy, Elsevier, vol. 35(12), pages 5115-5120.
  20. R. Scott Hacker & Abdulnasser Hatemi-J, 2006. "Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application," Applied Economics, Taylor & Francis Journals, vol. 38(13), pages 1489-1500.
  21. Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, 08.
  22. Apergis, Nicholas & Tang, Chor Foon, 2013. "Is the energy-led growth hypothesis valid? New evidence from a sample of 85 countries," Energy Economics, Elsevier, vol. 38(C), pages 24-31.
  23. Ismail, Mohd Adib & Mawar, Murni Yunus, 2012. "Energy use, emissions, economic growth and trade: A Granger non-causality evidence for Malaysia," MPRA Paper 38473, University Library of Munich, Germany.
  24. repec:ebl:ecbull:v:6:y:2005:i:1:p:1-15 is not listed on IDEAS
  25. Tang, Chor Foon, 2010. "Savings-led growth theories: A time series analysis for Malaysia using the bootstrapping and time-varying causality techniques," MPRA Paper 27299, University Library of Munich, Germany.
  26. Yamada, Hiroshi, 1998. "A note on the causality between export and productivity:: an empirical re-examination," Economics Letters, Elsevier, vol. 61(1), pages 111-114, October.
  27. Ben Shepherd, 2005. "Market Power in International Commodity Processing Chains: Preliminary Results from the Coffee Market," International Trade 0511013, EconWPA.
  28. David Dupuis & David Tessier, 2000. "Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U," Staff Working Papers 00-22, Bank of Canada.
  29. Ben Shepherd, 2005. "The Impact of US Subsidies on the World Cotton Market: A Reassessment," International Trade 0511012, EconWPA.
  30. Manuchehr Irandoust, 2016. "Structural changes, FDI, and economic growth: evidence from the Baltic states," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-9, December.
  31. Emirmahmutoglu, Furkan & Kose, Nezir, 2011. "Testing for Granger causality in heterogeneous mixed panels," Economic Modelling, Elsevier, vol. 28(3), pages 870-876, May.
  32. Xie, Zixiong & Chen, Shyh-Wei, 2014. "Untangling the causal relationship between government budget and current account deficits in OECD countries: Evidence from bootstrap panel Granger causality," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 95-104.
  33. Ghartey, Edward E., 2008. "The budgetary process and economic growth: Empirical evidence of the Jamaican economy," Economic Modelling, Elsevier, vol. 25(6), pages 1128-1136, November.
  34. Shuping Shi & Stan Hurn & Peter C B Phillips, 2016. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series 113, National Centre for Econometric Research.
  35. 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.
  36. Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006. "Bivariate causality analysis between FDI inflows and economic growth in Ghana," MPRA Paper 351, University Library of Munich, Germany, revised 09 Oct 2006.
  37. Henriques, Irene & Sadorsky, Perry, 2008. "Oil prices and the stock prices of alternative energy companies," Energy Economics, Elsevier, vol. 30(3), pages 998-1010, May.
  38. Judith A. Clarke & Mukesh Ralhan, 2005. "Direct and Indirect Causality Between Exports and Economic Output for Bangladesh and Sri Lanka: Horizon Matters," Econometrics Working Papers 0512, Department of Economics, University of Victoria.
  39. Dufour, Jean-Marie & Jouini, Tarek, 2006. "Finite-sample simulation-based inference in VAR models with application to Granger causality testing," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 229-254.
  40. Qazi Muhammad Adnan Hye & Asghar Ali, 2009. "Money Supply, Food Prices and Manufactured Product Prices: A Causality Analysis for Pakistan Economy," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2009-03, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Feb 2009.
  41. Liu, Guanchun & Zhang, Chengsi, 2016. "The dynamic linkage between insurance activities and banking credit: Some new evidence from global countries," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 40-53.
  42. Trecroci, Carmine & Vega, Juan Luis, 2000. "The information content of M3 for future inflation," Working Paper Series 0033, European Central Bank.
  43. Judith A. Giles, 2000. "Testing for Two-Step Granger Noncausality in Trivariate VAR Models," Econometrics Working Papers 0008, Department of Economics, University of Victoria.
  44. Zhang, Xing-Ping & Cheng, Xiao-Mei, 2009. "Energy consumption, carbon emissions, and economic growth in China," Ecological Economics, Elsevier, vol. 68(10), pages 2706-2712, August.
  45. Choi, In, 2005. "Subsampling vector autoregressive tests of linear constraints," Journal of Econometrics, Elsevier, vol. 124(1), pages 55-89, January.
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