A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables

Norman Swanson (), Ataman Ozyildirim and M. Pisu

Working Papers from Pennsylvania State - Department of Economics

Abstract: A number of variations of seven causality tests of the absence of causal ordering are examined. The various of the tests considered account not only for stationarity, but also for integratedness and/or contegratedness among the variables in the model.

Keywords: TESTS; COINTEGRATION; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C10 C15 C19 (search for similar items in EconPapers)
Pages: 73 pages
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (11)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:pensta:4-96-4

Access Statistics for this paper

More papers in Working Papers from Pennsylvania State - Department of Economics PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().