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Journal of the American Statistical Association Volume 77, 1982 - Issue 377
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Tests for Predictive Relationships between Time Series Variables: A Monte Carlo Investigation

Charles R. Nelson Department of Economics, University of Washington, Seattle, WA, 98195, USA
&
G. William Schwert Graduate School of Management, University of Rochester, NY, 14627, USA
Pages 11-18 | Received 01 Apr 1979, Published online: 12 Mar 2012

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Deng-Kui Si & Xiao-Lin Li. (2018) Mean reversion of inflation rates in seven Eastern European countries: An application of a fourier quantile unit root test. The Journal of International Trade & Economic Development 27:2, pages 145-167.
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Jonathan D. Jones & Noel Uri. (1987) Money, Inflation and Casuality (Another Look at the Empirical Evidence for the USA, 1953–84). Applied Economics 19:5, pages 619-634.
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LawrenceR. Carter & RonaldD. Lee. (1986) Joint Forecasts of U.S. Marital Fertility, Nuptiality, Births, and Marriages Using Time Series Models. Journal of the American Statistical Association 81:396, pages 902-911.
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Russell Shannon & Myles S. Wallace. (1985) Wages and Inflation: An Investigation into Causality. Journal of Post Keynesian Economics 8:2, pages 182-191.
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B. Wade Brorsen, Jean-Paul Chavas & WarrenR. Grant. (1985) A Dynamic Analysis of Prices in the U.S. Rice Marketing Channel. Journal of Business & Economic Statistics 3:4, pages 362-369.
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