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Searching for the Causal Structure of a Vector Autoregression
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Cited by:
- Aramayis Dallakyan, 2021. "Nonparanormal Structural VAR for Non-Gaussian Data," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1093-1113, April.
- Nazmus Sadat Khan, 2016. "In search of causality between debt and growth: a graph theoretic approach," Economics Bulletin, AccessEcon, vol. 36(2), pages 677-687.
- Fazal, Rizwan & Rehman, Syed Aziz Ur & Rehman, Atiq Ur & Bhatti, Muhammad Ishaq & Hussain, Anwar, 2021. "Energy-environment-economy causal nexus in Pakistan: A graph theoretic approach," Energy, Elsevier, vol. 214(C).
- Stimel Derek S, 2011. "Dependence Relationships between On Field Performance, Wins, and Payroll in Major League Baseball," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 7(2), pages 1-19, May.
- repec:hal:spmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l is not listed on IDEAS
- Yang, Jian & Tong, Meng & Yu, Ziliang, 2021. "Housing market spillovers through the lens of transaction volume: A new spillover index approach," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 351-378.
- Yu, Tun-Hsiang (Edward) & Bessler, David A. & Fuller, Stephen W., 2006. "Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices," 2006 Annual meeting, July 23-26, Long Beach, CA 21439, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Bruns, Stephan B. & Moneta, Alessio & Stern, David I., 2021.
"Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions,"
Energy Economics, Elsevier, vol. 97(C).
- Stephan B. Bruns & Alessio Moneta & David I. Stern, 2019. "Estimating the Economy-Wide Rebound Effect Using Empirically Identified Structural Vector Autoregressions," LEM Papers Series 2019/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Hogun Chong & Mary Zey & David A. Bessler, 2010. "On corporate structure, strategy, and performance: a study with directed acyclic graphs and PC algorithm," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 47-62.
- Fazal, Rizwan & Bhatti, M. Ishaq & Rehman, Atiq Ur, 2022. "Causality Analysis: The study of Size and Power based on riz-PC Algorithm of Graph Theoretic Approach," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
- Zijun Wang & Andrew J. Rettenmaier, 2008. "Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence," Southern Economic Journal, John Wiley & Sons, vol. 75(1), pages 208-222, July.
- Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 433-453.
- Yin, Libo & Ma, Xiyuan, 2018. "Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 434-453.
- Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 77, University of California, Davis, Department of Economics.
- Thomas Brenner & Matthias Duschl, 2015. "Causal dynamic effects in regional systems of technological activities: a SVAR approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 55(1), pages 103-130, October.
- Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008.
"A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 509-533, August.
- Kevin Hoover & Selva Demiralp & Stephen J. Perez, 2006. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Working Papers 233, University of California, Davis, Department of Economics.
- Guerini, Mattia & Moneta, Alessio, 2017.
"A method for agent-based models validation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 125-141.
- Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
- Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," LEM Papers Series 2016/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Jin Zhang & David Bessler & David Leatham, 2006. "Does consumer debt cause economic recession? Evidence using directed acyclic graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 401-407.
- Jin Zhang & David C. Broadstock, 2016.
"The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework,"
The Energy Journal, , vol. 37(1_suppl), pages 29-54, January.
- Jin Zhang and David C. Broadstock, 2016. "The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
- Andrew Rettenmaier & Zijun Wang, 2013. "What determines health: a causal analysis using county level data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(5), pages 821-834, October.
- Hans‐Martin Krolzig, 2003.
"General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 769-801, December.
- Hans-Martin Krolzig, 2003. "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Economics Papers 2003-W15, Economics Group, Nuffield College, University of Oxford.
- Stimel Derek, 2009. "A Statistical Analysis of NFL Quarterback Rating Variables," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 5(2), pages 1-26, May.
- Xiaojie Xu, 2019. "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, vol. 39(3), pages 2052-2077.
- Timo Bettendorf & Reinhold Heinlein, 2023. "Connectedness between G10 currencies: Searching for the causal structure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3938-3959, October.
- Emanuele Bacchiocchi, 2017.
"On the Identification of Interdependence and Contagion of Financial Crises,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 1148-1175, December.
- Emanuele BACCHIOCCHI, 2015. "On the Identification of Interdependence and Contagion of Financial Crises," Departmental Working Papers 2015-12, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016.
"Bayesian Graphical Models for STructural Vector Autoregressive Processes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
- Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.
- Ralf Brüggemann & Christian Kascha, 2017.
"Directed Graphs and Variable Selection in Large Vector Autoregressive Models,"
Working Paper Series of the Department of Economics, University of Konstanz
2017-06, Department of Economics, University of Konstanz.
- Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019. "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203656, Verein für Socialpolitik / German Economic Association.
- Dominik Bertsche & Ralf Brüggemann & Christian Kascha, 2018. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2018-08, Department of Economics, University of Konstanz.
- Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024.
"Identification of vector autoregressive models with nonlinear contemporaneous structure,"
Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023. "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series 2023/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guerini, Mattia & Moneta, Alessio & Napoletano, Mauro & Roventini, Andrea, 2020.
"The Janus-Faced Nature Of Debt: Results From A Data-Driven Cointegrated Svar Approach,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(1), pages 24-54, January.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach," Working Papers hal-03457555, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2018. "The janus-faced nature of debt: results from a data-driven cointegrated svar approach," Post-Print hal-03471585, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2018. "The janus-faced nature of debt: results from a data-driven cointegrated svar approach," SciencePo Working papers Main hal-03471585, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach," LEM Papers Series 2017/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach," SciencePo Working papers Main hal-03457555, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach," Documents de Travail de l'OFCE 2017-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011.
"Evaluating Automatic Model Selection,"
Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
- Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010. "Evaluating Automatic Model Selection," Economics Series Working Papers 474, University of Oxford, Department of Economics.
- Verbrugge, Randal & Zaman, Saeed, 2023.
"The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model,"
Energy Economics, Elsevier, vol. 123(C).
- Randal J. Verbrugge & Saeed Zaman, 2023. "The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model," Working Papers 23-03, Federal Reserve Bank of Cleveland.
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018.
"Causal relations between knowledge-intensive business services and regional employment growth,"
Regional Studies, Taylor & Francis Journals, vol. 52(2), pages 172-183, February.
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
- Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015. "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2015.
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series 2015/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Etienne, Xiaoli L. & Hoffman, Linwood A., 2015. "Price Discovery and Risk Management in the U.S. Distiller’s Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205125, Agricultural and Applied Economics Association.
- Zijun Wang, 2010. "Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 353-366.
- repec:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l is not listed on IDEAS
- Moonsoo Park & Yanhong H. Jin & David A. Bessler, 2008.
"The impacts of animal disease crises on the Korean meat market,"
Agricultural Economics, International Association of Agricultural Economists, vol. 39(2), pages 183-195, September.
- Park, Moon-Soo & Jin, Yanhong H. & Bessler, David A., 2008. "The Impacts of Animal Disease Crises on the Korean Meat Market," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6365, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Henry L. Bryant & David A. Bessler & Michael S. Haigh, 2006.
"Causality in futures markets,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(11), pages 1039-1057, November.
- Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2003. "Causality In Futures Markets," Working Papers 28574, University of Maryland, Department of Agricultural and Resource Economics.
- Mendonça, Mário Jorge & Loureiro, Paulo R.A. & Sachsida, Adolfo, 2012.
"The dynamics of land-use in Brazilian Amazon,"
Ecological Economics, Elsevier, vol. 84(C), pages 23-36.
- Paulo R. A. Loureiro & Adolfo Sachsida & Mário Jorge Cardoso de Mendonça, 2010. "The Dynamics Of Land-Use In Brazilian Amazon," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 342, Departamento de Economia da Universidade de Brasilia.
- Nyondo, Christone R.J & Davidova, Sophia M. & Bailey, Alastair, 2013. "On Market Liberalisation and Efficiency: A Structural VECM Analysis of Dry Beans Markets in Malawi," 87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK 158696, Agricultural Economics Society.
- Lima, Elcyon Caiado & Maka, Alexis & Céspedes, Brisne, 2008.
"Monetary Policy, Inflation and the Level of Economic Activity in Brazil After the Real Plan: Stylized Facts from SVAR Models,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 62(2), October.
- Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2005. "Monetary Policy, Inflation and the Level of Economic Activity in Brasil After the Real Plan: Stylized Facts From SVAR Models," Discussion Papers 1101, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2015. "Monetary Policy, Inflation and the Level of Economic Activity in Brasil after the Real Plan: Stylized Facts from SVAR Models," Discussion Papers 0149, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Wang, Zijun, 2012. "The causal structure of bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 93-102.
- Kevin Hoover, 2005. "Economic Theory and Causal Inference," Working Papers 257, University of California, Davis, Department of Economics.
- Parum Faith & Dharmasena Senarath, 2024. "Food Price Inflation in the United States as a Complex Dynamic Economic System," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 22(2), pages 113-132.
- Umut Akovali, 2020. "Beyond Connectedness: A Covariance Decomposition based Network Risk Model," Koç University-TUSIAD Economic Research Forum Working Papers 2003, Koc University-TUSIAD Economic Research Forum.
- Wang, Zijun & Yang, Jian & Li, Qi, 2007. "Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 86-103, February.
- Oscar Jorda, 2003.
"Model-Free Impulse Responses,"
Working Papers
38, University of California, Davis, Department of Economics.
- Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 68, University of California, Davis, Department of Economics.
- Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, University Library of Munich, Germany.
- Pan, Xiongfeng & Uddin, Md. Kamal & Han, Cuicui & Pan, Xianyou, 2019. "Dynamics of financial development, trade openness, technological innovation and energy intensity: Evidence from Bangladesh," Energy, Elsevier, vol. 171(C), pages 456-464.
- Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
- Piyachart Phiromswad & Takeshi Yagihashi, 2016. "Empirical identification of factor models," Empirical Economics, Springer, vol. 51(2), pages 621-658, September.
- Ahelegbey, Daniel Felix, 2015. "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper 92634, University Library of Munich, Germany, revised 25 Apr 2016.
- Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.
- Randal Verbrugge & Saeed Zaman, 2024.
"Post‐COVID inflation dynamics: Higher for longer,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 871-893, July.
- Randal J. Verbrugge & Saeed Zaman, 2023. "Post-COVID Inflation Dynamics: Higher for Longer," Working Papers 23-06R, Federal Reserve Bank of Cleveland, revised 20 Jun 2023.
- Reinhold Heinlein & Hans-Martin Krolzig, 2011. "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics 1124, School of Economics, University of Kent.
- Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
- Henry L. Bryant & David A. Bessler, 2016. "Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data," Computational Economics, Springer;Society for Computational Economics, vol. 48(1), pages 29-57, June.
- Tilak Abeysinghe & Gulasekaran Rajaguru, 2004. "Temporal aggregation, causality distortions and a sign rule," Econometric Society 2004 Australasian Meetings 73, Econometric Society.
- Perez, Stephen J. & Siegler, Mark V., 2006. "Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 720-736, December.
- Alessio Moneta & Peter Spirtes, 2005. "Graph-Based Search Procedure for Vector Autoregressive Models," LEM Papers Series 2005/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016.
"Sparse Graphical Vector Autoregression: A Bayesian Approach,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
- Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
- Yang, Jian & Guo, Hui & Wang, Zijun, 2006.
"International transmission of inflation among G-7 countries: A data-determined VAR analysis,"
Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2681-2700, October.
- Hui Guo & Zijun Wang & Jian Yang, 2004. "International transmission of inflation among G-7 countries: a data-determined VAR analysis," Working Papers 2004-028, Federal Reserve Bank of St. Louis.
- repec:spo:wpmain:info:hdl:2441/574jpbbn0f8f5r56hqi6mjgm9d is not listed on IDEAS
- Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012.
"Model selection when there are multiple breaks,"
Journal of Econometrics, Elsevier, vol. 169(2), pages 239-246.
- Jennifer Castle & David Hendry & Jurgen A. Doornik, 2008. "Model Selection when there are Multiple Breaks," Economics Series Working Papers 407, University of Oxford, Department of Economics.
- Fazal, Rizwan & Rehman, Syed Aziz Ur & Bhatti, M. Ishaq, 2022. "Graph theoretic approach to expose the energy-induced crisis in Pakistan," Energy Policy, Elsevier, vol. 169(C).
- Javier Pérez & A. Sánchez, 2011.
"Is there a signalling role for public wages? Evidence for the euro area based on macro data,"
Empirical Economics, Springer, vol. 41(2), pages 421-445, October.
- Javier J. Pérez & A. Jesús Sánchez, 2009. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Papers 0934, Banco de España.
- Pérez, Javier J. & Sánchez, Jesús, 2010. "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Paper Series 1148, European Central Bank.
- Alessio Moneta, 2003. "Graphical Models for Structural Vector Autoregressions," LEM Papers Series 2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
- Moonsoo Park & Yanhong Jin & Alan Love, 2011. "Dynamic and contemporaneous causality in a supply chain: an application of the US beef industry," Applied Economics, Taylor & Francis Journals, vol. 43(30), pages 4785-4801.
- Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013. "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 303-316.
- Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella, 2014. "Visualising stock flow consistent models as directed acyclic graphs," Papers 1409.4541, arXiv.org.
- Matthias Duschl & Thomas Brenner, 2013. "Growth dynamics in regional systems of technological activities – A SVAR approach," Working Papers on Innovation and Space 2013-12, Philipps University Marburg, Department of Geography.
- Henry L. Bryant & David A. Bessler & Michael S. Haigh, 2009.
"Disproving Causal Relationships Using Observational Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 357-374, June.
- Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2006. "Disproving Causal Relationships Using Observational Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21166, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Phiromswad, Piyachart, 2015. "Measuring monetary policy with empirically grounded restrictions: An application to Thailand," Journal of Asian Economics, Elsevier, vol. 38(C), pages 104-113.
- Olagunju, Kehinde Oluseyi & Feng, Siyi & Patton, Myles, 2021. "Dynamic relationships among phosphate rock, fertilisers and agricultural commodity markets: Evidence from a vector error correction model and Directed Acyclic Graphs," Resources Policy, Elsevier, vol. 74(C).
- Alessio Moneta, 2008. "Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis," Empirical Economics, Springer, vol. 35(2), pages 275-300, September.
- Cardoso de Mendonça, Mário Jorge, 2013. "O Crédito Imobiliário no Brasil e sua Relação com a Política Monetária," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
- Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
- Yang, Zihui & Zhao, Yongliang, 2014. "Energy consumption, carbon emissions, and economic growth in India: Evidence from directed acyclic graphs," Economic Modelling, Elsevier, vol. 38(C), pages 533-540.
- Alessio Moneta & Doris Entner & Patrik O. Hoyer & Alex Coad, 2013. "Causal Inference by Independent Component Analysis: Theory and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 705-730, October.
- Yang, Jian & Bessler, David A., 2008. "Contagion around the October 1987 stock market crash," European Journal of Operational Research, Elsevier, vol. 184(1), pages 291-310, January.
- Jinjarak, Yothin & Sheffrin, Steven M., 2011. "Causality, real estate prices, and the current account," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 233-246, June.
- Parisa Pakrooh & Matteo Manera, 2024.
"Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU,"
Working Papers
2024.22, Fondazione Eni Enrico Mattei.
- Pakrooh, Parisa & Manera, Matteo, 2024. "Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU," FEEM Working Papers 344790, Fondazione Eni Enrico Mattei (FEEM).
- Dallakyan, Aramayis & Bessler, David A., 2018. "Gaussian Copulas for Imposing Structure on VAR," 2018 Annual Meeting, August 5-7, Washington, D.C. 274401, Agricultural and Applied Economics Association.
- Wongboonsin, Kua & Phiromswad, Piyachart, 2017. "Searching for empirical linkages between demographic structure and economic growth," Economic Modelling, Elsevier, vol. 60(C), pages 364-379.
- Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
- Lima, Elcyon Caiado Rocha & Maka, Alexis & Alves, Paloma, 2011. "Monetary Policy and Exchange Rate Shocks in Brazil: Sign Restrictions versus A New Hybrid Identification Approach," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(1), March.
- repec:hal:spmain:info:hdl:2441/574jpbbn0f8f5r56hqi6mjgm9d is not listed on IDEAS
- Theodore Panagiotidis & Thomas Panagiotou & Maurizio Mussoni, 2012. "Tourism Led Growth: Evidence from Panel Cointegration Tests," Working Paper series 74_12, Rimini Centre for Economic Analysis.
- Palma, Marco A. & Ribera, Luis A. & Bessler, David A. & Paggi, Mechel S. & Knutson, Ronald D., 2009. "Potential Impacts of Food Borne Ill Incidence on Market Movements and Prices of Fresh Produce in the US," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46745, Southern Agricultural Economics Association.
- Zahid ASGHAR & Tayyaba RAHAT, 2011. "Energy-Gdp Causal Relationship For Pakistan: A Graph Theoretic Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 11(1).
- Kevin Hoover, 2005. "Economic Theory and Causal Inference," Working Papers 64, University of California, Davis, Department of Economics.
- Michael Margolis, 2017. "Graphs as a Tool for the Close Reading of Econometrics (Settler Mortality is not a Valid Instrument for Institutions)," Economic Thought, World Economics Association, vol. 6(1), pages 56-82, March.
- Heinlein, Reinhold & Krolzig, Hans-Martin, 2012. "On the construction of two-country cointegrated VAR models with an application to the UK and US," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62310, Verein für Socialpolitik / German Economic Association.
- Piyachart Phiromswad, 2014. "Measuring monetary policy with empirically grounded identifying restrictions," Empirical Economics, Springer, vol. 46(2), pages 681-699, March.
- Steven Sheffrin & Rujun Zhao, 2021. "Public perceptions of the tax avoidance of corporations and the wealthy," Empirical Economics, Springer, vol. 61(1), pages 259-277, July.
- Emmet Hall-Hoffarth, 2022. "Causal Discovery of Macroeconomic State-Space Models," Papers 2204.02374, arXiv.org.
- Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 201, University of California, Davis, Department of Economics.
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