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Temporal aggregation, cointegration and causality inference

Rajaguru, Gulasekaran; Abeysinghe, Tilak - In: Economics Letters 101 (2008) 3, pp. 223-226

Temporal aggregation creates contemporaneous correlations, alters dynamic links and may distort causality inference. Since cointegration is invariant to temporal aggregation and implies Granger causality this paper presents a sign rule for causal inference and contemporaneous conditioning in...

Persistent link: https://www.econbiz.de/10005362187

Estimation of direct and indirect impact of oil price on growth

Abeysinghe, Tilak - In: Economics Letters 73 (2001) 2, pp. 147-153

Persistent link: https://www.econbiz.de/10005270086

Forecasting performance of seasonal-dummy models relative to some alternatives

Abeysinghe, Tilak - In: Economics Letters 44 (1994) 4, pp. 365-370

Persistent link: https://www.econbiz.de/10005275290

An explicit variance formula for the Box-Cox functional form estimator

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics Letters 76 (2002) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10005275662

A score test for Box-Cox functional form

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics Letters 79 (2003) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10005288236

Inappropriate use of seasonal dummies in regression

Abeysinghe, Tilak - In: Economics Letters 36 (1991) 2, pp. 175-179

Persistent link: https://www.econbiz.de/10005307517

The aggregate consumption puzzle in Singapore

Abeysinghe, Tilak; Choy, Keen-Meng - In: Journal of Asian economics 15 (2004) 3, pp. 563-578

Persistent link: https://www.econbiz.de/10002188178

Singapore's recurrent budget surplus : the role of conservative growth forecasts

Abeysinghe, Tilak; Jayawickrama, Ananda - In: Journal of Asian economics 19 (2008) 2, pp. 117-124

Persistent link: https://www.econbiz.de/10003723336

Does mandatory pension savings crowd out private savings? : The experience of Sri Lanka

Karunararthne, Wasana; Abeysinghe, Tilak - In: Journal of Asian economics 16 (2005) 5, pp. 830-846

Persistent link: https://www.econbiz.de/10003231173

Singapore's recurrent budget surplus: The role of conservative growth forecasts

Abeysinghe, Tilak; Jayawickrama, Ananda - In: Journal of Asian economics 19 (2008) 2, pp. 117-124

Persistent link: https://www.econbiz.de/10007991412

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