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Volumn 33, Issue 1, 2009, Pages 13-24

Time aggregation and the contradictions with causal relationships: can economic theory come to the rescue?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 63849285000     PISSN: 03796205     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (3)

References (15)
  • 4
    • 0007654065 scopus 로고
    • Time Aggregation and Causality Tests: Results from a Monte Carlo Experiment
    • Cunningham, S R and Vilasuso, R J (1995): "Time Aggregation and Causality Tests: Results from a Monte Carlo Experiment", Applied Economics Letters, 2(10), 403-405.
    • (1995) Applied Economics Letters , vol.2 , Issue.10 , pp. 403-405
    • Cunningham, S.R.1    Vilasuso, R.J.2
  • 5
    • 0031532990 scopus 로고    scopus 로고
    • Time Aggregation and the Money-Real Output Relationship
    • Cunningham, S R and Vilasuso, R J (1997): "Time Aggregation and the Money-Real Output Relationship", Journal of Macroeconomics, 19(4), 675-695.
    • (1997) Journal of Macroeconomics , vol.19 , Issue.4 , pp. 675-695
    • Cunningham, S.R.1    Vilasuso, R.J.2
  • 6
    • 0000013567 scopus 로고
    • Co-integration and Error-Correction: Representation, Estimation, and Testing
    • Engle, R F. and Granger, C W J (1987): "Co-integration and Error-Correction: Representation, Estimation, and Testing", Econometrica, 55(2), 251-276.
    • (1987) Econometrica , vol.55 , Issue.2 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 8
    • 84981566273 scopus 로고
    • Developments in the Study of Co-integrated Economic Variables
    • Granger, C W J (1986): "Developments in the Study of Co-integrated Economic Variables", Oxford Bulletin of Economics and Statistics, 48(3), 213-228.
    • (1986) Oxford Bulletin of Economics and Statistics , vol.48 , Issue.3 , pp. 213-228
    • Granger, C.W.J.1
  • 9
    • 2542418026 scopus 로고    scopus 로고
    • Impact of Systematic Sampling on Causality in the Presence of Unit Roots
    • Gulasekaran, R (2004): "Impact of Systematic Sampling on Causality in the Presence of Unit Roots", Economic Letters, 84(1), 127-132.
    • (2004) Economic Letters , vol.84 , Issue.1 , pp. 127-132
    • Gulasekaran, R.1
  • 10
    • 14644435793 scopus 로고    scopus 로고
    • Revisiting the Temporal Causality between Money and Income
    • Gupta, R (2004): "Revisiting the Temporal Causality between Money and Income", The Indian Economic Journal, 52(1-2), 33-45.
    • (2004) The Indian Economic Journal , vol.52 , Issue.1-2 , pp. 33-45
    • Gupta, R.1
  • 12
    • 0030305828 scopus 로고    scopus 로고
    • Aggregation Over Time, Error Correction Models and Granger Causality: A Monte Carlo Investigation
    • Mamingi, N (1996): "Aggregation Over Time, Error Correction Models and Granger Causality: A Monte Carlo Investigation", Economic Letters, 52(1) 7-14.
    • (1996) Economic Letters , vol.52 , Issue.1 , pp. 7-14
    • Mamingi, N.1
  • 13
    • 0002402594 scopus 로고
    • Discrete Approximations to Continuous Time Distributed Lags in Econometrics
    • Sims, C A (1971): "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, 39(3) 545-563.
    • (1971) Econometrica , vol.39 , Issue.3 , pp. 545-563
    • Sims, C.A.1
  • 14
    • 0017147485 scopus 로고
    • Effects of Temporal Aggregation on the Dynamic Relationship between Two Time Series Variables
    • Tiao, G C and Wei, W S (1976): "Effects of Temporal Aggregation on the Dynamic Relationship between Two Time Series Variables", Biometrica, 63(3) 513-523.
    • (1976) Biometrica , vol.63 , Issue.3 , pp. 513-523
    • Tiao, G.C.1    Wei, W.S.2
  • 15
    • 0007608083 scopus 로고
    • The Effects of Systematic Sampling and Temporal Aggregation on Causality-A Cautionary Note
    • Wei, W S (1982): "The Effects of Systematic Sampling and Temporal Aggregation on Causality-A Cautionary Note", Journal of the American Statistical Association, 77(378), 316-319.
    • (1982) Journal of the American Statistical Association , vol.77 , Issue.378 , pp. 316-319
    • Wei, W.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.