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Volumn 112, Issue 1, 2003, Pages 121-125

Some causal lessons from macroeconomics

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; ERROR ANALYSIS; HEALTH; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; PARAMETER ESTIMATION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; VECTORS;

EID: 0242452177     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00154-9     Document Type: Article
Times cited : (8)

References (13)
  • 1
    • 0000847273 scopus 로고
    • A theoretical macroeconometrics: A critique
    • Cooley T.F., LeRoy S.F. A theoretical macroeconometrics. a critique Journal of Monetary Economics. 16(3):1985;283-308.
    • (1985) Journal of Monetary Economics , vol.16 , Issue.3 , pp. 283-308
    • Cooley, T.F.1    Leroy, S.F.2
  • 2
    • 0000278336 scopus 로고
    • Testing super exogeneity and invariance in regression models
    • Engle R.F., Hendry D.F. Testing super exogeneity and invariance in regression models. Journal of Econometrics. 56(1-2):1993;119-139.
    • (1993) Journal of Econometrics , vol.56 , Issue.1-2 , pp. 119-139
    • Engle, R.F.1    Hendry, D.F.2
  • 5
    • 84971972604 scopus 로고
    • The logic of causal inference: Econometrics and the conditional analysis of causality
    • Hoover K.D. The logic of causal inference. econometrics and the conditional analysis of causality Economics and Philosophy. 6(2):1990;207-234.
    • (1990) Economics and Philosophy , vol.6 , Issue.2 , pp. 207-234
    • Hoover, K.D.1
  • 6
    • 0001509895 scopus 로고
    • The causal direction between money and prices: An alternative approach
    • Hoover K.D. The causal direction between money and prices. an alternative approach Journal of Monetary Economics. 27(3):1991;381-423.
    • (1991) Journal of Monetary Economics , vol.27 , Issue.3 , pp. 381-423
    • Hoover, K.D.1
  • 8
    • 46549097656 scopus 로고
    • Vector autoregressions for causal inference?
    • Karl, B., Alan, H.M. (Eds.), Understanding Monetary Regimes. North-Holland, Amsterdam
    • Leamer, E., 1985. Vector autoregressions for causal inference? In: Karl, B., Alan, H.M. (Eds.), Understanding Monetary Regimes. Carnegie-Rochester Conference Series on Public Policy, Vol. 22 (Spring). North-Holland, Amsterdam, pp. 225-304.
    • (1985) Carnegie-Rochester Conference Series on Public Policy , vol.22 , Issue.SPRING , pp. 225-304
    • Leamer, E.1
  • 10
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims C.A. Macroeconomics and reality. Econometrica. 48(6):1980;1-48.
    • (1980) Econometrica , vol.48 , Issue.6 , pp. 1-48
    • Sims, C.A.1
  • 13
    • 0031523817 scopus 로고    scopus 로고
    • Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
    • Swanson N.R., Granger C.W.J. Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. Journal of the American Statistical Association. 92(437):1997;357-367.
    • (1997) Journal of the American Statistical Association , vol.92 , Issue.437 , pp. 357-367
    • Swanson, N.R.1    Granger, C.W.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.