Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship

Shi, Shuping; Hurn, Stan; Phillips, Peter

dc.contributor.author	Shi, Shuping	en
dc.contributor.author	Hurn, Stan	en
dc.contributor.author	Phillips, Peter	en
dc.date.accessioned	2020-09-24T04:24:15Z	en
dc.date.available	2020-09-24T04:24:15Z	en
dc.date.issued	2020-12-01	en
dc.identifier.citation	Journal of Financial Econometrics 18(1):158-180 01 Dec 2020	en
dc.identifier.issn	1479-8409	en
dc.identifier.uri	http://hdl.handle.net/2292/53096	en
dc.language	English	en
dc.publisher	OXFORD UNIV PRESS	en
dc.relation.ispartofseries	JOURNAL OF FINANCIAL ECONOMETRICS	en
dc.rights	Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher.	en
dc.rights.uri	https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm	en
dc.rights.uri	https://academic.oup.com/journals/pages/self_archiving_policy_f	en
dc.subject	Social Sciences	en
dc.subject	Business, Finance	en
dc.subject	Economics	en
dc.subject	Business & Economics	en
dc.subject	money-income causality	en
dc.subject	subsample Wald tests	en
dc.subject	time-varying Granger causality	en
dc.subject	LONG-RUN CAUSALITY	en
dc.subject	TIME-SERIES	en
dc.subject	VECTOR AUTOREGRESSIONS	en
dc.subject	OUTPUT	en
dc.subject	TESTS	en
dc.subject	INFERENCE	en
dc.subject	SELECTION	en
dc.subject	REALITY	en
dc.subject	MODELS	en
dc.subject	IMPACT	en
dc.title	Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship	en
dc.type	Journal Article	en
dc.identifier.doi	10.1093/jjfinec/nbz004	en
pubs.issue	1	en
pubs.begin-page	158	en
pubs.volume	18	en
dc.rights.holder	Copyright: The authors	en
pubs.author-url	http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000548213100006&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e41486220adb198d0efde5a3b153e7d	en
pubs.end-page	180	en
pubs.publication-status	Accepted	en
dc.rights.accessrights	http://purl.org/eprint/accessRights/OpenAccess	en
pubs.subtype	Article	en
pubs.subtype	Journal	en
pubs.elements-id	809929	en
pubs.org-id	Business and Economics	en
pubs.org-id	Economics	en
dc.identifier.eissn	1479-8417	en