On the specification of granger-causality tests using the cointegration methodology

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Autoregressive modelling and money-income causality detection

1981 • 720 citations

Federal deficits and short-term interest rates

1986 • 72 citations

The Relationship between Money, Income, and Prices: Has Money Mattered Historically?: Note

1979 • 37 citations

Money-income causality: Results for six countries

1983 • 17 citations

A Causality Test of Canadian Money and Income: A Comment on Barth and Bennett

1978 • 11 citations