SOME RECENT DEVELOPMENTS IN A CONCEPT OF CAUSALITY

被引：1601
作者：
GRANGER, CWJ
机构：
来源：
JOURNAL OF ECONOMETRICS | 1988年 / 39卷 / 1-2期
关键词：
D O I：
10.1016/0304-4076(88)90045-0
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：199 / 211
页数：13
相关论文
共 24 条
[1]  
BOX GEP, 1970, TIME SERIES ANAL FOR
[2]   GRANGER-CAUSALITY AND POLICY EFFECTIVENESS [J].
BUITER, WH .
ECONOMICA, 1984, 51 (202) :151-162
[3]   EXOGENEITY [J].
ENGLE, RF ;
HENDRY, DF ;
RICHARD, JF .
ECONOMETRICA, 1983, 51 (02) :277-304
[4]  
GEWEKE J, 1982, J AM STAT ASSOC, V77, P304, DOI 10.2307/2287238
[5]  
Geweke J., 1984, HDB ECONOMETRICS
[6]  
Granger C. W.J., 1977, FORECASTING EC TIME
[7]   INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J].
GRANGER, CWJ .
ECONOMETRICA, 1969, 37 (03) :424-438
[8]   DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES [J].
GRANGER, CWJ .
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1986, 48 (03) :213-228
[9]   TESTING FOR CAUSALITY - A PERSONAL VIEWPOINT [J].
GRANGER, CWJ .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1980, 2 (04) :329-352
[10]   ECONOMIC PROCESSES INVOLVING FEEDBACK [J].
GRANGER, CWJ .
INFORMATION AND CONTROL, 1963, 6 (01) :28-&
123