Some Comment on Sims' Test for Exogeneity of Money

This paper tests for the exogeneity of money using the causality testing procedure of Sims. Sims' findings are extremely sensitive to whether we use seasonally or unseasonally adjusted data. A further test on residual autocorrelation and stationarity of the series show no reason to prefer one data set over the other.

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Year of publication:	1980
Authors:	Syed, Saifullah
Institutions:	Economics Department, Queen's University

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	2 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005497215