Markov switching causality and the money-output relationship

Causality and determinism in economics

Drakopoulos, S.A.
Torrance, T.S
Aberdeen Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.6628(AU-DE-DP--92-19) / BLDSC -...

On the causality between output, money and the terms of trade in Germany

Scheide, Joachim

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Predicting Markov-switching vector autoregressive processes

Krolzig, H.
Nuffield Coll. Oxford (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9761(no 2000/31) / BLDSC - Briti...

The Markov regime switching model as a trading tool

Eftekhari, B.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3015.94405(34) / BLDSC - British Libr...

Markov switching causality and the money-output relationship

Ravn, M.O.
Sola, M.
Psaradakis, Zacharias

January 2005

The causal link between monetary variables and output is one of the most studied issues in macroecon...

Markov switching causality and the money-output relationship

Psaradakis, Zacharias
Ravn, Morten O.
Sola, Martin

July 2005

The causal link between monetary variables and output is one of the most studied issues in macroecon...

Granger-causality in Markov switching models

BILLIO, Monica
Di Sanzo S.

January 2015

In this paper, we propose a new approach for characterizing and testing Granger-causality, which is ...

Granger-causality in Markov switching models

Billio, Monica
Di Sanzo, S.

January 2015

In this paper, we propose a new approach for characterizing and testing Granger-causality, which is ...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

Uncovering some causal relationships between productivity growth and the structure of economic fluctuations

Aghion, P.
Saint-Paul, G
Nuffield College Oxford (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.921(79) / BLDSC - British Libra...

Currency crises, sunspots and Markov-switching regimes

Jeanne, O.
Masson, P.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1990) / BLDSC - British Lib...

Moments of Markov switching models

Timmerman, A.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(323) / BLDSC - British Libra...

Markov equilibria in dynamic matching and bargaining games

Gale, Douglas
Sabourian, Hamid
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3016. ...

Topics in the theory of Markov processes

Rogers, L

January 1980

SIGLEAvailable from British Library Document Supply Centre- DSC:D41070/82 / BLDSC - British Library ...

Business cycle asymmetries Characterisation and testing based on Markov-switching autoregressions

Krolzig, H.
Clements, M.P.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

Available from British Library Document Supply Centre-DSC:9261.960(522) / BLDSC - British Library Do...

Causality and determinism in economics

Drakopoulos, S.A.
Torrance, T.S
Aberdeen Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.6628(AU-DE-DP--92-19) / BLDSC -...

On the causality between output, money and the terms of trade in Germany

Scheide, Joachim

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Predicting Markov-switching vector autoregressive processes

Krolzig, H.
Nuffield Coll. Oxford (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9761(no 2000/31) / BLDSC - Briti...

The Markov regime switching model as a trading tool

Eftekhari, B.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3015.94405(34) / BLDSC - British Libr...

Markov switching causality and the money-output relationship

Ravn, M.O.
Sola, M.
Psaradakis, Zacharias

January 2005

The causal link between monetary variables and output is one of the most studied issues in macroecon...

Markov switching causality and the money-output relationship

Psaradakis, Zacharias
Ravn, Morten O.
Sola, Martin

July 2005

The causal link between monetary variables and output is one of the most studied issues in macroecon...

Granger-causality in Markov switching models

BILLIO, Monica
Di Sanzo S.

January 2015

In this paper, we propose a new approach for characterizing and testing Granger-causality, which is ...

Granger-causality in Markov switching models

Billio, Monica
Di Sanzo, S.

January 2015

In this paper, we propose a new approach for characterizing and testing Granger-causality, which is ...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

Uncovering some causal relationships between productivity growth and the structure of economic fluctuations

Aghion, P.
Saint-Paul, G
Nuffield College Oxford (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.921(79) / BLDSC - British Libra...

Currency crises, sunspots and Markov-switching regimes

Jeanne, O.
Masson, P.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1990) / BLDSC - British Lib...

Moments of Markov switching models

Timmerman, A.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(323) / BLDSC - British Libra...

Markov equilibria in dynamic matching and bargaining games

Gale, Douglas
Sabourian, Hamid
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3016. ...

Topics in the theory of Markov processes

Rogers, L

January 1980

SIGLEAvailable from British Library Document Supply Centre- DSC:D41070/82 / BLDSC - British Library ...

Business cycle asymmetries Characterisation and testing based on Markov-switching autoregressions

Krolzig, H.
Clements, M.P.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

Available from British Library Document Supply Centre-DSC:9261.960(522) / BLDSC - British Library Do...

Causality and determinism in economics

Drakopoulos, S.A.
Torrance, T.S
Aberdeen Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.6628(AU-DE-DP--92-19) / BLDSC -...

On the causality between output, money and the terms of trade in Germany

Scheide, Joachim

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Predicting Markov-switching vector autoregressive processes

Krolzig, H.
Nuffield Coll. Oxford (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9761(no 2000/31) / BLDSC - Briti...

Markov switching causality and the money-output relationship

Abstract

Extracted data

Markov switching causality and the money-output relationship

Abstract

Extracted data

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