-
2
-
-
0038771853
-
Causal analysis and multivariate autoregressive modelling with an application to super-market analysis
-
Caines, P.E., Keng, C.W. and Sethi, S.P. (1981) Causal analysis and multivariate autoregressive modelling with an application to super-market analysis, Journal of Economic Dynamics and Control, 3, 267-98.
-
(1981)
Journal of Economic Dynamics and Control
, vol.3
, pp. 267-298
-
-
Caines, P.E.1
Keng, C.W.2
Sethi, S.P.3
-
3
-
-
38249021961
-
Monetary aggregates and macroeconomic performance in mainland China
-
Chen, C.H. (1989) Monetary aggregates and macroeconomic performance in mainland China, Journal of Comparative Economics, 13, 314-24.
-
(1989)
Journal of Comparative Economics
, vol.13
, pp. 314-324
-
-
Chen, C.H.1
-
4
-
-
0022826359
-
China's inflation, 1979-1983: Measurement and analysis
-
Chen, N.R. and Hou, C. (1986) China's inflation, 1979-1983: measurement and analysis, Economic Development and Cultural Change, 34, 811-35.
-
(1986)
Economic Development and Cultural Change
, vol.34
, pp. 811-835
-
-
Chen, N.R.1
Hou, C.2
-
5
-
-
0001377601
-
Money and price level determination in China
-
Chow, G.C. (1987) Money and price level determination in China, Journal of Comparative Economics, 11, 319-33.
-
(1987)
Journal of Comparative Economics
, vol.11
, pp. 319-333
-
-
Chow, G.C.1
-
6
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A. and Fuller, W.A. (1979) Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427-31.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
7
-
-
0000013567
-
Cointegration and error correction: Representation, estimation, and testing
-
Engle, R.F. and Granger, C.W.J. (1987) Cointegration and error correction: representation, estimation, and testing, Econometrica, 55, 251-94.
-
(1987)
Econometrica
, vol.55
, pp. 251-294
-
-
Engle, R.F.1
Granger, C.W.J.2
-
8
-
-
45949119851
-
Forecasting and testing in cointegrated systems
-
Engle, R.F. and Yoo, B.S. (1987) Forecasting and testing in cointegrated systems, Journal of Econometrics, 35, 143-59.
-
(1987)
Journal of Econometrics
, vol.35
, pp. 143-159
-
-
Engle, R.F.1
Yoo, B.S.2
-
10
-
-
0000091158
-
Money, income, prices and interest rates
-
Friedman, B.M. and Kuttner, K.H. (1992) Money, income, prices and interest rates, American Economic Review, 82, 472-92.
-
(1992)
American Economic Review
, vol.82
, pp. 472-492
-
-
Friedman, B.M.1
Kuttner, K.H.2
-
12
-
-
0000351727
-
Investigating causal relations by econometric models and cross-spectral methods
-
Granger, C.W.J. (1969) Investigating causal relations by econometric models and cross-spectral methods, Econometrica, 34, 541-51.
-
(1969)
Econometrica
, vol.34
, pp. 541-551
-
-
Granger, C.W.J.1
-
13
-
-
5844348956
-
Autoregressive modelling and money-income causality detection
-
Hisao, C. (1981) Autoregressive modelling and money-income causality detection, Journal of Monetary Economics, 7, 85-106.
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 85-106
-
-
Hisao, C.1
-
14
-
-
0028581825
-
Causal relationships among economic aggregates in China
-
Li, K.W. and Leung, W.S.C. (1994) Causal relationships among economic aggregates in China, Applied Economics, 26, 1189-96.
-
(1994)
Applied Economics
, vol.26
, pp. 1189-1196
-
-
Li, K.W.1
Leung, W.S.C.2
-
15
-
-
0000304188
-
Money, real interest rates and output: A reinterpretation of postwar US data
-
Litterman, R.B. and Weiss, L. (1985) Money, real interest rates and output: a reinterpretation of postwar US data, Econometrica, 53, 129-56.
-
(1985)
Econometrica
, vol.53
, pp. 129-156
-
-
Litterman, R.B.1
Weiss, L.2
-
16
-
-
0000685408
-
Non causality due to omitted variables
-
Lutkepohl, H. (1982) Non causality due to omitted variables, Journal of Econometrics, 19, 367-78.
-
(1982)
Journal of Econometrics
, vol.19
, pp. 367-378
-
-
Lutkepohl, H.1
-
19
-
-
0002814040
-
Effects of model specification on tests for unit roots in macroeconomic data, Journal of
-
Schwert, G.W. (1987) Effects of model specification on tests for unit roots in macroeconomic data, Journal of Monetary Economics, 20, 73-103.
-
(1987)
Monetary Economics
, vol.20
, pp. 73-103
-
-
Schwert, G.W.1
-
20
-
-
0037937846
-
The empirical relationship between money, prices, and income revisited
-
Serletis, A. (1988) The empirical relationship between money, prices, and income revisited, Journal of Business and Economic Statistics, 6, 351-58.
-
(1988)
Journal of Business and Economic Statistics
, vol.6
, pp. 351-358
-
-
Serletis, A.1
-
21
-
-
0001721508
-
Comparison of interwar and postwar business cycles: Monetarism reconsidered
-
Sims, C.A. (1980) Comparison of interwar and postwar business cycles: Monetarism reconsidered, American Economic Review, 70, 250-57.
-
(1980)
American Economic Review
, vol.70
, pp. 250-257
-
-
Sims, C.A.1
-
22
-
-
0000246372
-
Interpreting the evidence of money-income causality
-
Stock, J.H. and Watson, M.W. (1989) Interpreting the evidence of money-income causality, Journal of Econometrics, 40, 161-81.
-
(1989)
Journal of Econometrics
, vol.40
, pp. 161-181
-
-
Stock, J.H.1
Watson, M.W.2
|