Money, Income, and Causality: Some Evidence from Pakistan
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Thornton, Daniel L & Batten, Dallas S, 1985. "Lag-Length Selection and Tests of Granger Causality between Money and Income," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(2), pages 164-178, May.
- Yung Chul Park, 1970. "The Variability of Velocity: An International Comparison (La variabilité de la vitesse de circulation de la monnaie: comparaison à l'échelle internationale) (El grado de variación de la velocidad: ," IMF Staff Papers, Palgrave Macmillan, vol. 17(3), pages 620-637, November.
- Brillembourg, Arturo & Khan, Mohsin S, 1979. "The Relationship between Money, Income, and Prices: Has Money Mattered Historically? A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(3), pages 358-365, August.
- J. J. Polak, 1957. "Monetary Analysis of Income Formation and Payments Problems," IMF Staff Papers, Palgrave Macmillan, vol. 6(1), pages 1-50, November.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
- N. Jayaram & Surendra K. Gupta & A.P. Barnabas & Sachchidananda & P.S. Pachauri & M.L. Khattar & B.N. Sampath & H. R. Khanna, 1985. "India," India Quarterly: A Journal of International Affairs, , vol. 41(1), pages 177-179, January.
- Leonall C. Andersen & Jerry L. Jordan, 1968. "Monetary and fiscal actions: a test of their relative importance in economic stabilization," Review, Federal Reserve Bank of St. Louis, vol. 50(Nov), pages 11-23.
- Rozeff, Michael S., 1974. "Money and stock prices : Market efficiency and the lag in effect of monetary policy," Journal of Financial Economics, Elsevier, vol. 1(3), pages 245-302, September.
- Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
- Hsiao, Cheng, 1981. "Autoregressive modelling and money-income causality detection," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 85-106.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hicham Ayad, 2020. "Money Supply, Inflation and Economic Growth: Co-Integration and Causality Analysis," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 65(2), pages 29-45, August.
- Abdul Mansoor & Quratulain Shoukat & Shagufta Bib & Khushbakht Iqbal & Omana Saeed & Khalid Zaman, 2018. "The Relationship Between Money Supply, Price Level And Economic Growth In Pakistan: Keynesian Versus Monetarist View," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 22, pages 49-64, December.
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.- Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2013. "Granger-causality in peripheral EMU public debt markets: A dynamic approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4627-4649.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014.
"EMU sovereign debt market crisis: Fundamentals-based or pure contagion?,"
Working Papers
14-08, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”," IREA Working Papers 201402, University of Barcelona, Research Institute of Applied Economics, revised May 2014.
- Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, vol. 56(C), pages 133-147.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”," IREA Working Papers 201804, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
- John D. Levendis, 2018. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-98282-3, April.
- Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
- Abdur R. Chowdhury, 1991. "A Causal Analysis of Defense Spending and Economic Growth," Journal of Conflict Resolution, Peace Science Society (International), vol. 35(1), pages 80-97, March.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015.
"Sovereigns and banks in the euro area: A tale of two crises,"
Working Papers
15-01, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers 201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Ghosh, Suvankar & Troutt, Marvin D. & Thornton, John H. & Felix Offodile, O., 2010. "An empirical method for assessing the research relevance gap," European Journal of Operational Research, Elsevier, vol. 201(3), pages 942-948, March.
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 137-164.
- Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.
- Jani Bekő, 2003. "Causality between exports and economic growth: empirical estimates for slovenia," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(2), pages 169-186.
- Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014.
"Causality and contagion in EMU sovereign debt markets,"
International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and contagion in EMU sovereign debt markets," Working Papers 2014-03, Universitat de Barcelona, UB Riskcenter.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers 14-03, Asociación Española de Economía y Finanzas Internacionales.
- Nour Wehbe & Bassam Assaf & Salem Darwich, 2018. "Étude de causalité entre la consommation d’électricité et la croissance économique au Liban," Post-Print hal-01944291, HAL.
- Bernd Hayo, 1999.
"Money-output Granger causality revisited: an empirical analysis of EU countries,"
Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1489-1501.
- Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, University Library of Munich, Germany.
- Hayo, Bernd, 1998. "Money-output Granger causality revisited: An empirical analysis of EU countries," ZEI Working Papers B 08-1998, University of Bonn, ZEI - Center for European Integration Studies.
- Yuji Nakano & Yasunori Okabe, 2012. "A Time Series Analysis of Economical Phenomena in Japan’s Lost Decade (1): Determinacy Property of the Velocity of Money and Equilibrium Solution," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 19(4), pages 371-389, November.
- Michaelides, Panayotis G. & Milios, John G. & Konstantakis, Konstantinos N. & Tarnaras, Panayiotis, 2015. "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," MPRA Paper 90145, University Library of Munich, Germany.
- Dagher, Leila & Yacoubian, Talar, 2012.
"The causal relationship between energy consumption and economic growth in Lebanon,"
Energy Policy, Elsevier, vol. 50(C), pages 795-801.
- Dagher, Leila & yacoubian, talar, 2011. "The causal relationship between energy consumption and economic growth in Lebanon," MPRA Paper 116124, University Library of Munich, Germany.
- Aaltonen, J. & Östermark, R., 1997. "A rolling test of granger causality between the Finnish and Japanese security markets," Omega, Elsevier, vol. 25(6), pages 635-642, December.
- Santos, Carlos Filipe & Fuinhas, José Alberto & Marques, António Cardoso, 2014. "O nexus energia-crescimento e o nível da auto-suficiência na produção de petróleo: análise com macro painel [Energy-growth nexus and oil self-sufficiency: macro panel analysis]," MPRA Paper 57008, University Library of Munich, Germany.
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:pid:journl:v:30:y:1991:i:4:p:907-918. 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: Khurram Iqbal (email available below). General contact details of provider: https://edirc.repec.org/data/pideipk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.