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A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems
Mantalos, Panagiotis (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10001773109
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Multivariate star analysis of money-output relationship
Rothman, Philip; Dijk, Dick van; Franses, Philip Hans - In: Macroeconomic dynamics 5 (2001) 4, pp. 506-532
Persistent link: https://www.econbiz.de/10001625162
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Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626097
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Granger causality and weak exogeneity in bivariate and trivariate vars
Caporale, Guglielmo Maria; Pittis, Nikitas - 1996
Persistent link: https://www.econbiz.de/10000593180
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Searching for the causal structure of a Vector autoregression
Demiralp, Selva (contributor); Hoover, Kevin D. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001751326
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Analysis of vector autoregressions in the presence of shifts in mean
Ng, Serena; Vogelsang, Timothy J. - In: Econometric reviews 21 (2002) 3, pp. 353-381
Persistent link: https://www.econbiz.de/10001718766
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Testing for two-step Granger noncausality in trivariate VAR models
Giles, Judith A. - In: Handbook of applied econometrics and statistical inference, (pp. 371-399). 2002
Persistent link: https://www.econbiz.de/10001701983
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Selection of the relevant information set for predictive relationships analysis between time series
Triacca, Umberto - In: Journal of forecasting 21 (2002) 8, pp. 595-599
Persistent link: https://www.econbiz.de/10001723979
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Searching for the causal structure of a vector autoregression
Demiralp, Selva; Hoover, Kevin D. - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 745-767
Persistent link: https://www.econbiz.de/10001860169
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The granger non-causality test in cointegrated vector autoregressions
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530560