A note on tests of Granger causality

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Macroeconomics and Reality

1980 • 12,249 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Testing for causality

1980 • 1,646 citations

Forecasting Economic Time Series

1977 • 711 citations

Modeling Multiple Time Series with Applications

1981 • 638 citations

Advertising and Aggregate Consumption: An Analysis of Causality

1980 • 549 citations

Money, income, and sunspots: Measuring economic relationships and the effects of differencing

1978 • 233 citations

Techniques of Forecasting Using Vector Autoregressions

1979 • 194 citations

Analysis of Economic Time Series. A Synthesis.

1980 • 182 citations

Analysis of Economic Time Series: A Synthesis.

1980 • 90 citations

Sunspots and Cycles: A Test of Causation

1982 • 35 citations

INFLATION AND THE DISTRIBUTION OF PRICE CHANGES ACROSS MARKETS: A CAUSAL ANALYSIS

1981 • 34 citations