Measuring and Testing Granger Causality over the Spectrum: An Application to European Production Expectation Surveys

By Aurélie Lemmens, Christophe Croux, Marnik G. Dekimpe. 2008

119 citations recorded by the source corpus.

Subfields: Applied Mathematics, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/6f777ae11e6cca8ac92027cdd5c73ed151adcc9f

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In Economics and Econometrics

1. Seref Bozoklu
2. Veli Yılancı
3. Nuno Carlos Leitão

Citations in the corpus

• Energy consumption and economic growth for selected OECD countries: Further evidence from the Granger causality test in the frequency domain (2013, background): “…test ignores the possibility that the strength/direction/existence of the Granger causality could vary over different frequencies as mentioned by Lemmens et al. (2008), and in the case of nonstationary variables, we should take differences to make them stationary which cause to loss of long-run…”