References
- Altman, Edward I. (1971), Corporate bankruptcy in America, Lexington, MA, Heath Lexington Books.
- Altman, Edward I. (1983), Why businesses fail, Journal of Business Strategy 3: 15–21.
- Awokuse, Titus O., and David A. Bessler (2003), Vector autoregressions, policy analysis, and directed acyclic graphs: An application to the U.S. economy, Journal of Applied Economics 6: 1–24.
- Bernanke, Ben S. (1981), Bankruptcy, liquidity, and recession, American Economic Review 71: 155–9.
- Bernanke, Ben S. (1986), Alternative explanations of the money-income correlation, Carnegie-Rochester Conference Series on Public Policy 25: 49–100.
- Bernanke, Ben, Mark Gertler, and Simon Gilchrist (1998), The financial accelerator in a quantitative business cycle framework, Working Paper 6455, NBER.
- Bessler, David A., and Jian Yang (2003), The structure of interdependence in international stock markets, Journal of International Money and Finance 22: 261–87.
- Carpenter, Robert E., Steven M. Fazzari, and Bruce C. Petersen (1994), Inventory investment, internal finance fluctuations, and the business cycle, Brookings Papers on Economic Activity 2: 75–122.
- Chava, Sudheer, and Robert A. Jarrow (2004), Bankruptcy prediction with industry effects, Review of Finance 8: 537–69.
- Demiralp, Selva, and Kevin D. Hoover (2003), Searching for the causal structure of a vector autoregression, Oxford Bulletin of Economics and Statistics 65: 745–67.
- Fazzari, Steven M., R. Glenn Hubbard, and Bruce C. Petersen (1988), Financing constraints and corporate investment, Brookings Papers on Economic Activity 1: 141–95.
- Gilchrist, Simon, and Charles P. Himmelberg (1995), Evidence on the role of cash flow for investment, Journal of Monetary Economics 36: 541–72.
- Hamilton, James D. (1994), Time series analysis, Princeton, NJ, Princeton University Press.
- Hansen, Henrik, and Katarina Juselius (1995), CATS in RATS: Cointegration analysis of time series, Evanston, IL, Estima.
- Hudson, John (1986), An analysis of company liquidations, Applied Economics 18: 219–35.
- Johansen, Soren (1991), Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models, Econometrica 59: 1551–80.
- Liu, Jia (2004), Macroeconomic determinants of corporate failures: evidence from the UK, Applied Economics 36: 939–45.
- Liu, Jia (2009), Business failures and macroeconomic factors in the UK, Bulletin of Economic Research 61: 47–72.
- Melicher Ronald W., and Douglas Hearth (1988), A time series analysis of aggregate business failure activity and credit conditions, Journal of Economics and Business 40: 319–33.
- Pearl, Judea (1986), Fusion, propagation, and structuring in belief networks, Artificial Intelligence 29: 241–88
- Platt, Harlan D., and Marjone B. Platt (1994), Business cycle effects on state corporate failure rates, Journal of Economics and Business 46: 113–27.
- Rose, Peter S., Wesley T. Andrews, and Gary A. Giroux (1982), Predicting business failure: a macroeconomic perspective, Journal of Accounting, Auditing, & Finance 6: 20–31.
- Scheines, Richard, Peter Spirtes, Clark Glymour, and Christopher Meek (1994), TETRAD II: user's manual and software, New Jersey, NJ, Lawrence Erlbaum Associates, Inc.
- Sims, Christopher A. (1980), Macroeconomics and reality, Econometrica 48: 1–48.
- Sims, Christopher A. (1986), Are forecasting models usable for policy analysis?, Federal Reserve Bank of Minneapolis Quarterly Review 10: 2–16.
- Sims, Christopher A. and Tao Zha (1999), Error bands for impulse responses, Econometrica 67: 1113–55.
- Spirtes, Peter, Clark Glymour, and Richard Scheines (2000), Causation, prediction, and search, Cambridge, MA, MIT Press.
- Swanson, Norman R., and Clive W.J. Granger (1997), Impulse response functions based on a causal approach to residual orthogonalization in Vector Autoregression, Journal of the American Statistical Association 92: 357–67.
- Wadhwani, Sushil B. (1986), Inflation, bankruptcy, default premia and the stock market, Economic Journal 96: 120–38.