Search Results - subject:"Granger‐causality"

Energy consumption and economic activity in industrialized countries : the dynamic aggregate time series relationship

Beenstock, M.; Willcocks, P. - In: Energy economics 3 (1981) 4, pp. 225-232

Persistent link: https://www.econbiz.de/10001883734

Multivariate causality and the relationship between the free liquid reserves and interest rates

Baillie, Richard T.; McMahon, Patrick C. - In: Zeitschrift für die gesamte Staatswissenschaft : ZgS 137 (1981) 2, pp. 284-288

Persistent link: https://www.econbiz.de/10001855640

Inflation and the distribution of price changes across markets : a causal analysis

Ashley, Richard - In: Economic inquiry : journal of the Western Economic … 19 (1981) 4, pp. 650-660

Persistent link: https://www.econbiz.de/10001861212

Causality and wage price inflation in West Germany, 1964-1979

Tran Van Hoa - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 117 (1981) 1, pp. 110-124

Persistent link: https://www.econbiz.de/10015096190

Granger Causality in the Presence of Structural Changes

Bianchi, Marco - Institut de Recherche Économique et Sociale (IRES), … - 1995

is violated, due to occurrence of structural breaks, Granger causality tests can provide misleading inference about the … underlying relationship of causality. We consider a Bayesian model for the detection of structural breaks which can make Granger … causality tests ‘robust’ to the presence of structural instabilities in the sample. An application of the method to the Canadian …

Persistent link: https://www.econbiz.de/10004985232

Causality Implications of the Public-Finance Approach to Inflation and Seigniorage

Diba, Behzad; Martin, Philippe - C.E.P.R. Discussion Papers - 1995

Recent empirical tests of dynamic optimal seigniorage models focus on their `smoothing' and long-run implications. The models also imply that the optimal policies are forward looking; that is seigniorage revenues depend on expected future government expenditures. We report causality tests of...

Persistent link: https://www.econbiz.de/10005666468

Trade as an engine of growth in Australia

Karunaratne, Neil Dias - 1995

Persistent link: https://www.econbiz.de/10000914747

Dividends and investment : further empirical evidence

Louton, David - In: Quarterly journal of business and economics : QJBE 34 (1995) 2, pp. 53-64

Persistent link: https://www.econbiz.de/10001186195

The relationship between the exchange rate and domestic prices in Korea

Kim, Yoon-chul - In: Quarterly economic review (1995), pp. 19-45

Persistent link: https://www.econbiz.de/10001188198

Sims, Christopher Albert (born 1942)

Boumans, Marcel - Palgrave Macmillan

Christopher Sims is one of the leaders in time-series econometrics and empirical macroeconomics and is well known for introducing the VAR approach to econometrics and macroeconomic modelling. Sims' main contribution to empirical macroeconomics was to show how macro-econometric modeling should be...

Persistent link: https://www.econbiz.de/10011141077