Cointegration, causality and the government budget-inflation relationship in Greece

George Hondroyiannis and Evangelia Papapetrou

Applied Economics Letters, 1994, vol. 1, issue 11, 204-206

Abstract: This paper considers the relationship between cointegration and causality and uses tests of cointegration as pre-test for Granger tests of causality. The analysis is employed in analysing the government budget-inflation relationship in Greece. Empirical evidence suggest that there is a long-run relationship between government budget and price level and support the hypothesis of a bidirectional causality between the two variables.

Date: 1994
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DOI: 10.1080/135048594357880

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