A note on cointegration and control
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Granger, C. W. J., 1988. "Causality, cointegration, and control," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 551-559.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- R. Santos Alimi, 2014. "ARDL Bounds Testing Approach to Cointegration: A Re-Examination of Augmented Fisher Hypothesis in an Open Economy," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 2(2), pages 103-114, June.
- Ewing, Bradley T. & Sari, Ramazan & Soytas, Ugur, 2007. "Disaggregate energy consumption and industrial output in the United States," Energy Policy, Elsevier, vol. 35(2), pages 1274-1281, February.
- Cifter, Atilla & Ozun, Alper, 2007. "Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey," MPRA Paper 2483, University Library of Munich, Germany.
- Malik, Zahra & Zaman, Khalid, 2013. "Macroeconomic consequences of terrorism in Pakistan," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 1103-1123.
- Zapata, Hector O. & Gil, Jose M., 1999. "Cointegration and causality in international agricultural economics research," Agricultural Economics, Blackwell, vol. 20(1), pages 1-9, January.
- Tochukwu Timothy Okoli & Devi Datt Tewari & Eneh George N.O, 2018. "Assessing the Impact of Skilled Labor on Output Growth in South Africa: An ARDL Bound Testing Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 10(2), pages 209-218.
- jose ramos pires manso, 2004. "Economical Versus Political Cycles In An Iberian Manufacturing Sector," Industrial Organization 0404003, University Library of Munich, Germany.
- Eda BALIKÇIOĞLU & Kutay OKTAY, 2015. "Türkiye’de Turizm Gelirleri ve Ekonomik Büyüme İlişkisinin Kamu Politikaları Doğrultusunda Değerlendirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(25).
- Wu, Gang & Zhang, Yue-Jun, 2014. "Does China factor matter? An econometric analysis of international crude oil prices," Energy Policy, Elsevier, vol. 72(C), pages 78-86.
- Peter J. Buckley, 2016. "Historical Research Approaches to the Analysis of Internationalisation," Management International Review, Springer, vol. 56(6), pages 879-900, December.
- Karunaratne, Neil Dias, 1996. "Exchange rate intervention in Australia (December 1983 to May 1993)," Journal of Policy Modeling, Elsevier, vol. 18(4), pages 397-417, August.
- Komain Jiranyakul, 2016.
"Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test,"
Economics Bulletin, AccessEcon, vol. 36(2), pages 921-930.
- Jiranyakul, Komain, 2014. "Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test," MPRA Paper 60625, University Library of Munich, Germany.
- Ugur Soytas, 2006. "Long run relationship between entry and exit: time series evidence from Turkish manufacturing industry," Economics Bulletin, AccessEcon, vol. 12(11), pages 1-12.
- Misheck Mutize & Sean J. Gossel, 2019. "Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa," Journal of African Business, Taylor & Francis Journals, vol. 20(1), pages 135-152, January.
- Zhang, Yue-Jun, 2011.
"The impact of financial development on carbon emissions: An empirical analysis in China,"
Energy Policy, Elsevier, vol. 39(4), pages 2197-2203, April.
- Yue-Jun Zhang, 2010. "The impact of financial development on carbon emissions: an empirical analysis in China," CEEP-BIT Working Papers 8, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Atif, Syed Muhammad & Siddiqi, Muhammad Wasif, 2010.
"The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence,"
MPRA Paper
41377, University Library of Munich, Germany.
- Atif, Syed Muhammad & Siddiqi, Muhammad Wasif, 2010. "The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence," EconStor Preprints 65688, ZBW - Leibniz Information Centre for Economics.
- Sanu, Md Sahnewaz, 2018. "The Contribution of MSMEs in India’s Total Exports and GDP Growth: Evidence from Cointegration and Causality Tests," MPRA Paper 107892, University Library of Munich, Germany, revised Jan 2019.
- Esther Stroe-Kunold & Joachim Werner, 2009. "A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(6), pages 913-940, November.
- Aka, F.B. & Decaluwé, B., 1999.
"Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries,"
Cahiers de recherche
9911, Université Laval - Département d'économique.
- Aka, F.B. & Decaluwe, B., 1999. "Causality and Comovement Between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Papers 9911, Laval - Recherche en Politique Economique.
- White, Halbert & Pettenuzzo, Davide, 2014.
"Granger causality, exogeneity, cointegration, and economic policy analysis,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
- Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:20:y:1996:i:5:p:963-966. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.