Guisan, M. Carmen - In: International Journal of Applied Econometrics and … 1 (2004) 1, pp. 115-130
This article compares several methodologies for analysing unidirectional and bi-directional causality between Consumption and GDP in the USA, Mexico and other countries during the period 1960-2000. Bilateral causality is analysed comparing Granger´s test, a modified version of Granger´s test...