Do Stock Prices Contain Predictive Power for the Future Economic Activity? A Granger Causality Analysis in the Frequency Domain

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS

Albert Ando, Franco Modigliani · 1963 · 2K citations

Social Sciences, Economics, Finance +14

Measurement of Linear Dependence and Feedback between Multiple Time Series

John Geweke · Journal of the American Statistical Association · 1982 · 1.9K citations

Computing, Psychology, Causal Inference +7

Stock Returns, Expected Returns, and Real Activity

Eugene F. Fama · The Journal of Finance · 1990 · 1.5K citations

Business, Economics, Finance +13

Testing for short- and long-run causality: A frequency-domain approach

Jörg Breitung, Bertrand Candelon · Journal of Econometrics · 2005 · 922 citations

Public Health, Economics, Causal Inference +11