Unit roots and long-run causality: investigating the relationship between output, money and interest rates
- 1 January 1998
- journal article
- Published by Elsevier in Economic Modelling
- Vol. 15 (1) , 91-112
- https://doi.org/10.1016/s0264-9993(97)00017-5
Abstract
No abstract availableKeywords
This publication has 31 references indexed in Scilit:
- Causality in the Long RunEconometric Theory, 1995
- A critique of the application of unit root testsJournal of Economic Dynamics and Control, 1991
- Pitfalls and Opportunities: What Macroeconomists Should Know About Unit RootsPublished by National Bureau of Economic Research ,1991
- Unit roots in real GNP: Do we know, and do we care?Carnegie-Rochester Conference Series on Public Policy, 1990
- Chapter 22 Targets and instruments of monetary policyPublished by Elsevier ,1990
- How Big Is the Random Walk in GNP?Journal of Political Economy, 1988
- Money does Granger-cause output in the bivariate money-output relationJournal of Monetary Economics, 1988
- Are Output Fluctuations Transitory?The Quarterly Journal of Economics, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969