The DOI matches its Crossref record; 17 of the 17 references it cites were found in a registry or an index.
Autoregressive modelling and money-income causality detection
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Citations
Cites
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
(1972) · American Economic Review · Cited by 2,982
Fitting autoregressive models for prediction
Akaike, H. (1969) · Annals of the Institute of Statistical Mathematics · doi:10.1007/bf02532251 · Cited by 2,471
Fitting Autoregreesive Models for Prediction
Akaike, H. (1998) · Springer Series in Statistics · doi:10.1007/978-1-4612-1694-0_10 · Cited by 2,019
The Optimum Quantity of Money: and Other Essays
(1971) · International Affairs · doi:10.1093/ia/47.4.804b · Cited by 1,184
Pitfalls in Financial Model-BuildingPreprint
Brainard, W. C., & Tobin, J. G. (1968) · RePEc: Research Papers in Economics · Cited by 1,037
A Theoretical Framework for Monetary Analysis
Friedman, M. (1970) · Journal of Political Economy · doi:10.1086/259623 · Cited by 992
Pierce, D. A., & Haugh, L. D. (1977) · Journal of Econometrics · doi:10.1016/0304-4076(77)90039-2 · Cited by 599
Friedman, M. R., & Schwartz, A. J. (1963) · The Review of Economics and Statistics · doi:10.2307/1927148 · Cited by 575
On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
Anderson, T. W. (1959) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177706198 · Cited by 373
Cited by
Shahbaz, M., Tang, C. F., & Shahbaz Shabbir, M. (2011) · Energy Policy · doi:10.1016/j.enpol.2011.03.052 · Cited by 256
Metadata
- Authors
- Hsiao, C.
- Venue
- Journal of Monetary Economics
- Publisher
- Elsevier BV
- Published
- 1981
- Volume
- 7
- Issue
- 1
- Pages
- 85-106
- ISSN
- 0304-3932 (ISSN-L)
- OpenAlex
- W2060558872
- Cited by
- 710
- References
- 17
- FWCI
- 27.08
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Autoregressive modelling and money-income causality detection. https://app.cochat.ai/papers/10.1016/0304-3932(81)90053-2
- The paper
- Hsiao, C. (1981). Autoregressive modelling and money-income causality detection. Journal of Monetary Economics. https://doi.org/10.1016/0304-3932(81)90053-2
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
