IDEAS home Printed from https://ideas.repec.org/r/oup/jfinec/v8y2010i2p193-243.html
   My bibliography  Save this item

Granger Causality and Dynamic Structural Systems

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Matteo Iacopini & Dominique Guégan, 2018. "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers 2018:15, Department of Economics, University of Venice "Ca' Foscari".
  2. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
  3. Al-Sadoon, Majid M., 2019. "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
  4. Lorenzo Frattarolo & Dominique Guegan, 2013. "Empirical Projected Copula Process and Conditional Independence an Extended Version," Documents de travail du Centre d'Economie de la Sorbonne 13068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. White, Halbert & Chalak, Karim, 2010. "Testing a conditional form of exogeneity," Economics Letters, Elsevier, vol. 109(2), pages 88-90, November.
  6. Al-Sadoon, Majid M., 2014. "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, vol. 178(P3), pages 558-568.
  7. Al-Sadoon, Majid M., 2018. "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 34(3), pages 628-658, June.
  8. Natera, Jose Miguel & Castellacci, Fulvio, 2021. "Transformational complexity, systemic complexity and economic development," Research Policy, Elsevier, vol. 50(7).
  9. Dominique Guegan & Matteo Iacopini, 2018. "Nonparametric forecasting of multivariate probability density functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01821815, HAL.
  10. Kevin D. Hoover, 2021. "Erratum: Hoover, K.D. 2020. The Discovery of Long-Run Causal Order: A Preliminary Investigation. Econometrics 8: 31," Econometrics, MDPI, vol. 9(1), pages 1-1, February.
  11. White, Halbert & Pettenuzzo, Davide, 2014. "Granger causality, exogeneity, cointegration, and economic policy analysis," Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
  12. Toru Kitagawa & Weining Wang & Mengshan Xu, 2024. "Policy choice in time series by empirical welfare maximization," CeMMAP working papers 27/24, Institute for Fiscal Studies.
  13. Jean-Marie Dufour & Endong Wang, 2025. "Causal mechanism and mediation analysis for macroeconomics dynamics: a bridge of Granger and Sims causality," Papers 2509.05284, arXiv.org.
  14. Shahrier, Nur Ain & Anwer, Zaheer & Hassan, M. Kabir, 2023. "Do different streams of capital flows affect asset prices differently?," Global Finance Journal, Elsevier, vol. 57(C).
  15. Lorenzo Frattarolo & Dominique Guegan, 2013. "Empirical Projected Copula Process and Conditional Independence An Extended Version," Post-Print halshs-00881185, HAL.
  16. Davide Viviano & Jelena Bradic, 2021. "Dynamic covariate balancing: estimating treatment effects over time with potential local projections," Papers 2103.01280, arXiv.org, revised Jan 2024.
  17. Timothy Armstrong & Martin Weidner & Andrei Zeleneev, 2024. "Robust estimation and inference in panels with interactive fixed effects," IFS Working Papers WCWP28/24, Institute for Fiscal Studies.
  18. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
  19. Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015. "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series 1191, The University of Melbourne.
  20. Ashesh Rambachan & Neil Shephard, 2019. "When do common time series estimands have nonparametric causal meaning?," Papers 1903.01637, arXiv.org, revised Jan 2025.
  21. Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Business School, revised Sep 2013.
  22. Brian J. Reich & Shu Yang & Yawen Guan & Andrew B. Giffin & Matthew J. Miller & Ana Rappold, 2021. "A Review of Spatial Causal Inference Methods for Environmental and Epidemiological Applications," International Statistical Review, International Statistical Institute, vol. 89(3), pages 605-634, December.
  23. Wilde Joachim, 2015. "How Large are the Effects of Simultaneity on Testing Granger Causality?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(3), pages 320-328, June.
  24. Dominique Guegan & Matteo Iacopini, 2018. "Nonparametric forecasting of multivariate probability density functions," Post-Print halshs-01821815, HAL.
  25. Dominique Guégan & Matteo Iacopini, 2018. "Nonparameteric forecasting of multivariate probability density functions," Documents de travail du Centre d'Economie de la Sorbonne 18012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  26. Pretis, Felix, 2021. "Exogeneity in climate econometrics," Energy Economics, Elsevier, vol. 96(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.