The Empirical Relationship Between Money, Prices, and Income Revisited
用格兰杰因果检验重新考察货币、价格和收入的关系，通过单位根检验和不同滞后长度选择，比较加总货币与Divisia货币的表现。
This article investigates the relationship between sum, Divisia, and monetary velocity money, prices, and income using the notion of Granger (1969) causality. This is achieved by evaluating empirically (using Dickey–Fuller unit-root tests) whether the macroeconomic time series under consideration are trend stationary or difference stationary and by conducting tests using three different, ad hoc, lag lengths—8, 6, and 4 quarters—as well as a statistically determined—using Akaike's (1969a,b) final prediction-error criterion—lag structure.