Search Results - subject:"Super exogeneity"

Control causality in the finance-growth nexus : super-exogeneity test evidence from SAARC countries

Kakar, Mehmood Khan; Mahmood, Tariq; Shahab, Sadaf - In: Pakistan journal of applied economics : PJAE 32 (2022) 2, pp. 205-225

Persistent link: https://www.econbiz.de/10014449918

Policy analysis, forediction, and forecast failure

Castle, Jennifer; Hendry, David F.; Martinez, Andrew B. - 2016

Persistent link: https://www.econbiz.de/10011553720

Ricardian Equivalence and Lucas Critique: An Alternative Test of Ricardian Equivalence Using Super Exogeneity Tests in Simulated Series

Sachsida, Adolfo; Walnut, Fabio Carlucci; Mendonça, … - In: Economia 11 (2010) 4, pp. 15-26

This article considers an alternative methodology nested on super exogeneity tests to verify the occurrence of …

Persistent link: https://www.econbiz.de/10010854734

An Automatic Test of Super Exogeneity

Hendry, David; Santos, Carlos - Department of Economics, Oxford University - 2010

We develop a new automatically-computable test for super exogeneity, using a variant of general-to-specific modeling … rejections for this failure of super exogeneity. An empirical application to UK M1 delivers new results for this much …

Persistent link: https://www.econbiz.de/10008511769

Selection on the basis of prior testing

Santos, Carlos - Faculdade de Economia e Gestão, Universidade Católica … - 2008

fundamental not only in model selection theory, but also for the emerging class of automatically computable super exogeneity tests. …

Persistent link: https://www.econbiz.de/10004968098

AUTOMATIC TESTS for SUPER EXOGENEITY

Hendry, David; Santos, Carlos - Faculdade de Economia e Gestão, Universidade Católica … - 2007

We develop a new automatically-computable test for super exogeneity, using a variant of general-to-specific modelling …

Persistent link: https://www.econbiz.de/10004968106

Modeling Money Demand under the Profit-Sharing Banking Scheme: Evidence on Policy Invariance and Long-Run Stability.

Kia, Amir; Darrat, Ali F. - Carleton University, Department of Economics - 2003

This paper extends the literature on interest-free banking systems by modeling money demand equations for Iran which has followed the profit-sharing scheme since the mid-1980s. Using quarterly data spanning the period 1966-2001, we estimate two alternative demand equations for M1 and...

Persistent link: https://www.econbiz.de/10005627029

Testing for the Lucas Critique: A Quantitative Investigation

Lindé, Jesper - Sveriges Riksbank - 2000

the super exogeneity test, which is used to detect the applicability of the Lucas critique in practice. The results … suggest that the super exogeneity test is not capable of detecting the relevance of Lucas critique in practice in small …

Persistent link: https://www.econbiz.de/10005423743

Testing for the Lucas Critique: A Quantitative Investigation

Lindé, Jesper - 2000

Persistent link: https://www.econbiz.de/10010321356

Testing for the Lucas critique : a quantitative investigation

Lindé, Jesper - 2000

Persistent link: https://www.econbiz.de/10011585378