Money does Granger-cause output in the bivariate output-money relation

Keywords

Bivariate analysis, Granger causality, Economics, Econometrics, Causality (physics)

References

• Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests ReevaluatedYash P. Mehra — 1987
• Why is consumption less volatile than incomeLawrence J. Christiano — 1987
• Interpreting Evidence on Money-Income CausalityJames H. Stock, Mark W. Watson — 1987

Cited by

• L'hypothèse de neutralité monétaire : une application à la Zone FrancEmile Thierry Mvondo — 2011
• Open Access and the Evolution of the U. S. Spot Market for Natural GasMichael J. Doane, Daniel F. Spulber — 1994
• Money, Interest Rates and Output RevisitedJoseph H. Haslag, Xue Li — 2015
• Real business cycle theory: a guide, an evaluation, and new directionAlan C. Stockman — 1988
• Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests ReevaluatedYash P. Mehra — 1987
• The Federal funds rate and the channels of monetary transmissionBen Bernanke — 1992
• Why is consumption less volatile than incomeLawrence J. Christiano — 1987
• The FOMC in 1990: onset of recessionJames B. Bullard — 1991
• Larger crises cost more: Impact of banking sector instability on output growthDobromił Serwa — 2010
• Do the earnings of manufacturing and service workers grow at the same rate over their careersRandall W. Eberts, Erica L. Groshen — 1988
• Interpreting Evidence on Money-Income CausalityJames H. Stock, Mark W. Watson — 1987
• Causality and correlations of output and nominal variables in a real business cycle modelChan Guk Huh — 1993
• Bayesian skepticism on unit root econometricsChristopher A. Sims — 1988
• The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?Lawrence J. Christiano, Richard M. Todd — 2000
• Does endogeneity of the money supply disprove monetary effects on economic activityPhillip Cagan — 1993
• Velocity variability: Directly an interest-rate driven phenomenonGeorge M. Katsimbris, Stephen M. Miller — 1993
• An Out of Sample Test for Granger CausalityJohn C. Chao, Valentina Corradi, Norman R. Swanson — 2000
• The cyclical behavior of pricesThomas F. Cooley, Lee E. Ohanian — 1991
• THE CONVERGENCE OF MULTIVARIATE 'UNIT ROOT' DISTRIBUTIONS TO THEIR ASYMPTOTIC LIMITS The Case of Money-Income CausalityLars Ljungqvist, Myung‐Soo Park, James H. Stock — 1988
• How do Canadian Hours Worked Respond to a Technology ShockLawrence J. Christiano, Martin Eichenbaum, Robert J. Vigfusson — 2003

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