A NOTE ON TESTS OF GRANGER CAUSALITY

[1] ADVERTISING AND AGGREGATE CONSUMPTION - AN ANALYSIS OF CAUSALITY [J]. ECONOMETRICA, 1980, 48 (05) : 1149 - 1167

[2] INFLATION AND THE DISTRIBUTION OF PRICE CHANGES ACROSS MARKETS - A CAUSAL-ANALYSIS [J]. ECONOMIC INQUIRY, 1981, 19 (04) : 650 - 660

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] Granger C. W.J., 1977, FORECASTING EC TIME

[5] INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J]. ECONOMETRICA, 1969, 37 (03) : 424 - 438

[6] TESTING FOR CAUSALITY - A PERSONAL VIEWPOINT [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1980, 2 (04) : 329 - 352

[7] GRANGER CWJ, 1981, J ECONOMETRICS, V2, P121

[8] Litterman Robert B., 1979, TECHNIQUES FORECASTI, DOI [10.21034/wp.115, DOI 10.21034/WP.115]

[9] NELSON CR, 1982, J MONETARY EC, V10, P137

[10] Nerlove M., 1979, ANAL EC TIME SERIES

[1] ADVERTISING AND AGGREGATE CONSUMPTION - AN ANALYSIS OF CAUSALITY [J]. ECONOMETRICA, 1980, 48 (05) : 1149 - 1167

[2] INFLATION AND THE DISTRIBUTION OF PRICE CHANGES ACROSS MARKETS - A CAUSAL-ANALYSIS [J]. ECONOMIC INQUIRY, 1981, 19 (04) : 650 - 660

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] Granger C. W.J., 1977, FORECASTING EC TIME

[5] INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J]. ECONOMETRICA, 1969, 37 (03) : 424 - 438

[6] TESTING FOR CAUSALITY - A PERSONAL VIEWPOINT [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1980, 2 (04) : 329 - 352

[7] GRANGER CWJ, 1981, J ECONOMETRICS, V2, P121

[8] Litterman Robert B., 1979, TECHNIQUES FORECASTI, DOI [10.21034/wp.115, DOI 10.21034/WP.115]

[9] NELSON CR, 1982, J MONETARY EC, V10, P137

[10] Nerlove M., 1979, ANAL EC TIME SERIES