Tests of causality

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

The Theory of Interest

2013 • 2,919 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

The Optimum Quantity of Money: and Other Essays

1971 • 1,276 citations

Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series

1926 • 1,191 citations

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

1970 • 1,179 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 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

Rational Expectations and the Dynamics of Hyperinflation

1973 • 432 citations

Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant

2016 • 395 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

The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics

1976 • 282 citations

Causality and Econometrics

1954 • 274 citations

THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION

1977 • 269 citations

Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series

1977 • 241 citations

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

1978 • 233 citations

Testing the exogeneity specification in the complete dynamic simultaneous equation model

1978 • 169 citations

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

1977 • 146 citations

The Analysis of Closed-Loop Dynamic-Stochastic Systems

1974 • 144 citations

Feedback between stationary stochastic processes

1975 • 143 citations

STOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY

1977 • 125 citations

Estimation of a non-invertible moving average process

1977 • 123 citations

MONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCE

1976 • 115 citations

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

1976 • 98 citations

Exogeneity and Causal Ordering in Macroeconomic Models

1976 • 76 citations

Rational Expectations and the Estimation of Econometric Models

1975 • 66 citations

Forecasting in dynamic models with stochastic regressors

1975 • 64 citations

Rational Expectations and the Predictive Efficiency of Economic Models

1975 • 63 citations

Applied time series analysis

1980 • 57 citations

Comment

1977 • 56 citations

Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series

1977 • 56 citations

Efficient Foreign Exchange Markets and the Monetary Approach to Exchange-Rate Determination

1980 • 39 citations

A Note on the Statistical Testability of ‘Explicit Causal Chains’ against the Class of ‘Interdependent’ Models

1965 • 39 citations

Stock Returns, Money Supply and the Direction of Causality

1977 • 35 citations

The Analysis of Closed-Loop Dynamic-Stochastic Systems

1974 • 28 citations

Money Supply Control and Lagged Reserve Accounting

1977 • 26 citations

Dynamic Modeling of Multivariate Time Series for Use in Bank Analysis

1976 • 23 citations

A Note on the Statistical Testability of 'Explicit Causal Chains' Against the Class of 'Interdependent' Models

1965 • 21 citations

Admissible Rate Bases, Fair Rates of Return, and the Structure of Regulation: Discussion

1980 • 15 citations

Granger Causality and the Natural Rate Hypothesis

1979 • 12 citations

Comment

1977 • 9 citations

EXOGENEITY TESTS AND MULTIVARIATE TIME SERIES: PART 1

1975 • 6 citations

Rejoinder

1977 • 6 citations

A time series analysis of the control of money

1975 • 6 citations

R2 measures for time series

1977 • 3 citations

Money and stock prices

1976 • 1 citations

Recursive structure in U.S. income, prices and output

1976 • 1 citations

Deleted Work

1955 • 0 citations