Abstract
In the previous sections of the book we developed adequate ARIMA models for each of the selected endogenous variables and compared their forecasting efficiency with that of the corresponding econometric models. We now propose to examine the causal relationships between these variables. The causal relationship to be studied is in the sense defined by Granger (1969).
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© 1980 Springer-Verlag Berlin Heidelberg
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Bhattacharyya, M.N. (1980). Causal Relationships between the Selected Economic Variables. In: Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance. Lecture Notes in Economics and Mathematical Systems, vol 178. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46421-8_7
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DOI: https://doi.org/10.1007/978-3-642-46421-8_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-10011-9
Online ISBN: 978-3-642-46421-8
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