MONEY, INCOME AND PRICES AND THEIR LEAD-LAG RELATIONSHIPS IN SINGAPORE

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

[2] CUDDINGTON JT, 1981, J MONEY CREDIT B AUG, P344

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

[4] GRANGER C, 1969, ECONOMETRICS, V37, P423

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

[6] GRANGER CWJ, 1978, FORECASTING EC TIMES

[7] HARVEY AC, 1981, ECONOMETRIC ANAL TIM

[8] CHECKING INDEPENDENCE OF 2 COVARIANCE-STATIONARY TIME-SERIES - UNIVARIATE RESIDUAL CROSS-CORRELATION APPROACH [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 378 - 385

[9] LEE SY, 1983, MAR S INC POL MACR M

[10] LEE SY, 1974, MONETARY BANKING DEV, P146

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

[2] CUDDINGTON JT, 1981, J MONEY CREDIT B AUG, P344

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

[4] GRANGER C, 1969, ECONOMETRICS, V37, P423

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

[6] GRANGER CWJ, 1978, FORECASTING EC TIMES

[7] HARVEY AC, 1981, ECONOMETRIC ANAL TIM

[8] CHECKING INDEPENDENCE OF 2 COVARIANCE-STATIONARY TIME-SERIES - UNIVARIATE RESIDUAL CROSS-CORRELATION APPROACH [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 378 - 385

[9] LEE SY, 1983, MAR S INC POL MACR M

[10] LEE SY, 1974, MONETARY BANKING DEV, P146