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Temporal aggregation, cointegration and causality inference

Rajaguru, Gulasekaran; Abeysinghe, Tilak - In: Economics Letters 101 (2008) 3, pp. 223-226

Temporal aggregation creates contemporaneous correlations, alters dynamic links and may distort causality inference. Since cointegration is invariant to temporal aggregation and implies Granger causality this paper presents a sign rule for causal inference and contemporaneous conditioning in...

Persistent link: https://www.econbiz.de/10005362187

Sources of variations between the inflation rates of Korea, Thailand and Indonesia during the post-1997 crisis

Siregar, Reza; Rajaguru, Gulasekaran - In: Journal of Policy Modeling 27 (2005) 7, pp. 867-884

Persistent link: https://www.econbiz.de/10005364052

The chicken or the egg? The trade-off between bank fee income and net interest margins

Williams, Barry; Rajaguru, Gulasekaran - In: Australian journal of management 38 (2013) 1, pp. 99-123

Persistent link: https://www.econbiz.de/10010101092

Is there an export or import-led productivity growth in rapidly developing Asian countries? a multivariate VAR analysis

Thangavelu, Shandre Mugan; Rajaguru, Gulasekaran - In: Applied economics 36 (2004) 10, pp. 1083-1094

Persistent link: https://www.econbiz.de/10007646483

Temporal aggregation, cointegration and causality inference

Rajaguru, Gulasekaran; Abeysinghe, Tilak - In: Economics letters 101 (2008) 3, pp. 223-226

Persistent link: https://www.econbiz.de/10008143056

The rise (and fall) of labour market programmes: domestic vs. global factors

Gaston, Noel; Rajaguru, Gulasekaran - In: Oxford economic papers 60 (2008) 4, pp. 619-648

Persistent link: https://www.econbiz.de/10008104737

International migration and the welfare state revisited

Gaston, Noel; Rajaguru, Gulasekaran - In: European journal of political economy 29 (2013), pp. 90-101

Persistent link: https://www.econbiz.de/10010073942

How an export boom affects unemployment

Gaston, Noel; Rajaguru, Gulasekaran - In: Economic modelling 30 (2013), pp. 343-355

Persistent link: https://www.econbiz.de/10010062272

Temporal aggregation, cointegration and causality inference

Rajaguru, Gulasekaran; Abeysinghe, Tilak - In: Economics letters 101 (2008) 3, pp. 223-227

Persistent link: https://www.econbiz.de/10008897544

The Long-run Determinants of Australian Income Inequality

Gaston, Noel; Rajaguru, Gulasekaran - In: The economic record : er 85 (2009) 270, pp. 260-275

Persistent link: https://www.econbiz.de/10008285552