6Caporale G M, Pittis N. Causality and forecasting in incomplete systems [J]. J Forecasting, 1997, 16: 425-437.
7Hassapis C, Pittis N, Prodromidis K. Unit roots and Granger causality in the EMS interest rates: The German dominance hypothesis revisited [J]. J Int Money and Finance. 1999, 18: 47-73.
8Clark T. Finite-sample properties of tests for equal forecast accuracy [J]. J Forecasting, 2000, 18: 489- 504.
9Hurlin C, Venet B. Granger causality tests in panel data models with fixed coefficients [A]. 12th (EC)^2 Conf on Causality and Exogeneity in Econometrics [C]. Louvain-la-Neuve, 2001.
10Sims C. Granger Causality [R]. Econ. 513, Time Series Econometrics, Fall, 1999.
