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Testing for causality in real time

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  • Grillenzoni, Carlo

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  • Grillenzoni, Carlo, 1996. "Testing for causality in real time," Journal of Econometrics, Elsevier, vol. 73(2), pages 355-376, August.
    • Handle: RePEc:eee:econom:v:73:y:1996:i:2:p:355-376
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    References listed on IDEAS

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    1. Carlo Grillenzoni, 1991. "Iterative And Recursive Estimation Of Transfer Functions," Journal of Time Series Analysis, Wiley Blackwell, vol. 12(2), pages 105-127, March.
    2. Dufour, Jean-Marie, 1982. "Recursive stability analysis of linear regression relationships: An exploratory methodology," Journal of Econometrics, Elsevier, vol. 19(1), pages 31-76, May.
    3. Zellner, Arnold & Hong, Chansik & Min, Chung-ki, 1991. "Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 275-304.
    4. Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
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    Cited by:

    1. Carlo Grillenzoni, 2008. "Performance of adaptive estimators in slowly varying parameter models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 471-482, October.
    2. Carlo Grillenzoni & Elisa Carraro, 2021. "Sequential tests of causality between environmental time series: With application to the global warming theory," Environmetrics, John Wiley & Sons, Ltd., vol. 32(1), February.

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