- 著者
- NOBUHIKO TERUI
- 出版者
- JAPANESE ECONOMIC ASSOCIATION
- 雑誌
- The Economic Studies Quarterly (ISSN:0557109X)
- 巻号頁・発行日
- vol.42, no.1, pp.72-81, 1991-03-20 (Released:2007-10-19)
- 参考文献数
- 12
As a way of analyzing the causal relationship between two sets of vector-valued stationary time series in the presence of a third series, the concept of partial causality is introduced.Some relations between the original system and the partial causality system are shown.We give the distributed lag representation with respect to partial causality. An empirical example of application is reported for the relation between money, income and interest rate in the U.S.