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The stability assumption in tests of causality between money and income

✍ Scribed by H. Lütkepohl

Publisher
Springer-Verlag
Year
1989
Tongue
English
Weight
513 KB
Volume
14
Category
Article
ISSN
0377-7332

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📜 SIMILAR VOLUMES

Efficient tests of long-run causation in
Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money–income relationship
✍ Jonathan B. Hill 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 176 KB

## Abstract This paper develops a simple sequential multiple‐horizon non‐causation test strategy for trivariate VAR models (with one auxiliary variable). We apply the test strategy to a rolling window study of money supply and real income, with the price of oil, the unemployment rate and the spread