Abstract

Anderson, T.W. (1971) The Statistical Analysis of Time Series (New York: John Wiley and Sons) Auerbach, Robert D. and Jack L. Rutner (forthcoming) 'The misspecification of a non-seasonal cycle as a seasonal by the X-1 1 seasonal adjustment program.' Review of Economics and Statistics Barth, James R. and James T. Bennett (1974) 'The role of money in the Canadian economy: an empirical test.' This JOURNAL 7, 306-11 Box, George E.P. and David Pierce (1971) 'Distribution of residual autocorrelations in autoregressive-integrated moving average time series models.' Journal of the American Statistical Association 65, 1509-26 Granger, C.W.J. (1969) 'Investigating causal relations by econometric models and cross-spectral methods.' Econometrica 37, 424-38 Nerlove, Marc ( 1965) 'A comparison of a modified 'Hannan' and the BLS seasonal adjustment filters.' Journal of the American Statistical Association 60, 442-91 Pierce, David A. and Larry D. Haugh (1975) 'The assessment and detection of causality in temporal systems.' (Mimeo. available from Pierce at the Federal Reserve Board). Rutner, Jack L. (1974) 'Time series analysis of income and several definitions of money.' Monthly Review, Federal Reserve Bank of Kansas City, 9-16 Sims, Christopher A. (1972) 'Money, income, and causality.' American Economic Review 62, 540-52

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