Tests for Predictive Relationships between Time Series Variables: A Monte Carlo Investigation

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Stochastic processes

1953 • 9,312 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Multiple time series

1970 • 1,885 citations

The American Economic Review

2009 • 1,758 citations

Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms

1949 • 1,372 citations

Multiple Time Series

1970 • 1,283 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

Autoregressive modelling and money-income causality detection

1981 • 720 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

Comparing alternative tests of causality in temporal systems

1983 • 643 citations

Causality in temporal systems

1977 • 617 citations

A Classical Macroeconometric Model for the United States

1976 • 562 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 435 citations

Autoregressive Modeling of Canadian Money and Income Data

1979 • 368 citations

Causality and econometrics

1979 • 324 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?

1976 • 307 citations

Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

1982 • 253 citations

The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis

1979 • 252 citations

Multiple Time Series Analysis and the Final Form of Econometric Models

1977 • 189 citations

DIFFICULTIES WITH TESTING FOR CAUSATION

1979 • 165 citations

Computer Generation of Normal Random Variables

1976 • 162 citations

The Approximate Slopes of Econometric Tests

1981 • 82 citations

Tests of causality

1979 • 82 citations

The identification of time series interrelationships with special reference to dynamic regression models

1981 • 59 citations

Comment

1977 • 56 citations

A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series

1981 • 55 citations

Causality in temporal systems: characterizations and a survey

1977 • 38 citations

Discussion of the Zellner and Schwert papers

1979 • 6 citations

Rejoinder

1977 • 6 citations