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2 Hamilton, J. D., "Time series analysis" Princeton University Press 1994
3 Granger, C. W. J., "Testing for causality : A personal viewpoint" 2 : 329-352, 1980
4 Carmona, R., "Statistical analysis of financial data in R" Springer 2014
5 Estima, "RATS software, version 9" Evanston 2014
6 R Development Core Team, "R: A language and environment for statistical computing"
7 Lutkepohl, H., "New introduction to multiple time series analysis" Springer 2007
8 Tsay, R. S., "Multivariate time series analysis" Wiley 2014
9 Sims, C. A., "Money, income and causality" 62 : 540-552, 1972
10 Tsay, R. S., "MTS: All-purpose toolkit for analyzing multivariate time series (MTS) and estimating multivariate volatility models"
1 Pfaff, B., "vars: VAR modelling"
2 Hamilton, J. D., "Time series analysis" Princeton University Press 1994
3 Granger, C. W. J., "Testing for causality : A personal viewpoint" 2 : 329-352, 1980
4 Carmona, R., "Statistical analysis of financial data in R" Springer 2014
5 Estima, "RATS software, version 9" Evanston 2014
6 R Development Core Team, "R: A language and environment for statistical computing"
7 Lutkepohl, H., "New introduction to multiple time series analysis" Springer 2007
8 Tsay, R. S., "Multivariate time series analysis" Wiley 2014
9 Sims, C. A., "Money, income and causality" 62 : 540-552, 1972
10 Tsay, R. S., "MTS: All-purpose toolkit for analyzing multivariate time series (MTS) and estimating multivariate volatility models"
11 Granger, C. W. J., "Investigating causal relations by econometric models and cross-spectral methods" 37 : 424-438, 1969
12 Lutkepohl, H., "Introduction to multiple time series analysis" Springer 1991
13 Lu, C., "Impulseresponse function analysis: An application to macroeconomy data of China" Hogskolan Dalarna, Sweden: Department of Economics and Society 2010
14 Granger, C. W. J., "Forecasting economic time series" Academic Press 1986
15 Reinsel, G. C., "Elements of multivariate time series analysis" Springer 1997
16 Sharma, G. D., "Do macro-economic variables move in tandem : Evidence from India and Sri Lanka" 6 : 1-15, 2012
17 Lutkepohl, H., "Applied time series econometrics" Cambridge University Press 2004
18 Enders, W., "Applied econometric time series" John Wiley 2004
19 Tsay, R. S., "Analysis of financial time series" Wiley 2010