A COMPARISON OF LAG-LENGTH SELECTION TECHNIQUES IN TESTS OF GRANGER CAUSALITY BETWEEN MONEY GROWTH AND INFLATION - EVIDENCE FOR THE UNITED-STATES, 1959-86

被引：49

作者：

JONES, JD

机构：

来源：

关键词：

D O I：

10.1080/758520275

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：809 / 822

页数：14

共 15 条

[1] STATISTICAL PREDICTOR IDENTIFICATION [J].

AKAIKE, H .

[2]

Batten D. S., 1983, FED RES BANK ST LOUI, V65, P13

[3] THE GENERAL EQUIVALENCE OF GRANGER AND SIMS CAUSALITY [J].

CHAMBERLAIN, G .

[4] ESTIMATING REGRESSION-MODELS OF FINITE BUT UNKNOWN ORDER [J].

GEWEKE, J ;

MEESE, R .

GEWEKE, J ;

MEESE, R ;

DENT, W .

[6]

Geweke J., 1978, J ECONOMETRICS, V7, P163, DOI DOI 10.1016/0304-4076(78)90067-2

[7]

Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]

[8]

HSAIO C, 1981, J MONETARY ECON, V7, P85

[9]

Judge G.G., 1985, THEORY PRACTICE ECON, V2nd ed

MCMILLIN, WD ;

FACKLER, JS .