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Christmas cards, Easter bunnies, and Granger-causality

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  • Erdal Atukeren
Abstract
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Suggested Citation

  • Erdal Atukeren, 2008. "Christmas cards, Easter bunnies, and Granger-causality," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(6), pages 835-844, December.
    • Handle: RePEc:spr:qualqt:v:42:y:2008:i:6:p:835-844
    DOI: 10.1007/s11135-007-9078-2
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    References listed on IDEAS

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    1. Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-237, April.
    2. Walter N. Thurman & Mark E. Fisher, 1988. "Chickens, Eggs, and Causality, or Which Came First?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(2), pages 237-238.
    3. Hoover,Kevin D., 2001. "The Methodology of Empirical Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521003216, September.
    4. 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.
    5. Drakopoulos, Stavros A & Torrance, Thomas S, 1994. "Causality and Determinism in Economics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 41(2), pages 176-193, May.
    6. Peter Hans Matthews, 2005. "Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle," Review of Political Economy, Taylor & Francis Journals, vol. 17(1), pages 1-28.
    7. Bishop, Robert V., 1979. "The Construction and Use of Causality Tests," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 31(4), pages 1-6, October.
    8. Granger, C. W. J., 1980. "Testing for causality : A personal viewpoint," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 329-352, May.
    9. 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.
    10. Hoover,Kevin D., 2001. "Causality in Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521002882, September.
    11. Steven F. Kreft & Russell S. Sobel, 2005. "Public Policy, Entrepreneurship, And Economic Freedom," Cato Journal, Cato Journal, Cato Institute, vol. 25(3), pages 595-616, Fall.
    12. Erdal Atukeren, 2005. "Measuring the strength of cointegration and Granger-causality," Applied Economics, Taylor & Francis Journals, vol. 37(14), pages 1607-1614.
    13. Lutkepohl, Helmut, 1982. "Non-causality due to omitted variables," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 367-378, August.
    14. Dethier, Jean-Jacques, 1999. "Governance and Economic Performance: A Survey," Discussion Papers 279846, University of Bonn, Center for Development Research (ZEF).
    15. Shaghil Ahmed, 1993. "Does money affect output?," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 13-28.
    16. Grahame Thompson, 1993. "Causality in economics: Rhetorical ethic or positivist empiric?," Quality & Quantity: International Journal of Methodology, Springer, vol. 27(1), pages 47-71, February.
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    Citations

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    Cited by:

    1. Jacob Groshek & Megan Clough Groshek, 2013. "Agenda Trending: Reciprocity and the Predictive Capacity of Social Networking Sites in Intermedia Agenda Setting across Topics over Time," Media and Communication, Cogitatio Press, vol. 1(1), pages 15-27.
    2. Erdal Atukeren, 2010. "The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests," Economics Bulletin, AccessEcon, vol. 30(1), pages 494-499.
    3. Laura Birg & Anna Goeddeke, 2016. "Christmas Economics—A Sleigh Ride," Economic Inquiry, Western Economic Association International, vol. 54(4), pages 1980-1984, October.
    4. repec:ebl:ecbull:v:30:y:2010:i:1:p:494-499 is not listed on IDEAS
    5. Headey, Derek, 2011. "Rethinking the global food crisis: The role of trade shocks," Food Policy, Elsevier, vol. 36(2), pages 136-146, April.
    6. Juan Federico & Joan-Lluis Capelleras, 2015. "The heterogeneous dynamics between growth and profits: the case of young firms," Small Business Economics, Springer, vol. 44(2), pages 231-253, February.
    7. Jochen Hartwig, 2009. "A panel Granger-causality test of endogenous vs. exogenous growth," KOF Working papers 09-231, KOF Swiss Economic Institute, ETH Zurich.

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    More about this item

    Keywords

    Semantics of Granger-causality; Granger-Hsiao direct causality; Econometric methodology; B40; C50; A20;
    All these keywords.

    JEL classification:

    • B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • A20 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - General

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