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Causality and the independence phenomenon

  • Published:1981-02 Issue:2 Volume:15 Page:247-263
  • ISSN:0304-4076
  • Container-title:Journal of Econometrics
  • language:en
  • Short-container-title:Journal of Econometrics

Author:

Hernández-Iglesias C.,Hernández-Iglesias F.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference26 articles.

1. Time series analysis, forecasting and control;Box,1970

2. The monetary dynamics of hyperinflation;Cagan,1956

3. The predictive performance of quarterly econometric models of the United States;Cooper,1972

4. Economically rational expectations: Are innovations in the rate of inflation independent of innovations in measures of monetary and fiscal policy?;Feige;Journal of Political Economy,1976

5. The forward exchange rate, expectations, and the demand for money: The German hyperinflation;Frenkel;The American Economic Review,1977

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1. Sixty Years of Economics: Some Lessons for the Future;Lecture Notes in Management and Industrial Engineering;2017

2. Structural econometric modeling and time series analysis: an integrated approach (1983);The Structural Econometric Time Series Analysis Approach;2004-10-21

3. Causality tests and observationally equivalent representations of econometric models;Journal of Econometrics;1988-09

4. Causality between money and prices in Indonesia;Empirical Economics;1984-12

5. Granger Causality and the Times Series Analysis of Political Relationships;American Journal of Political Science;1983-05
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