Casual change detection in possibly integrated systems : revisiting the money-income relationship

Shuping Shi, Stan Hurn, Peter C. B. Phillips

Year of publication:	[2016]
Authors:	Shi, Shuping ; Hurn, Stan ; Phillips, Peter C. B.
Publisher:	[Brisbane] : National Centre for Econometric Research
Subject:	Time-varying Granger causality \| subsample Wald tests \| Money-Income \| Kausalanalyse \| Causality analysis \| Geldmenge \| Money supply \| Statistischer Test \| Statistical test \| Schätzung \| Estimation \| Nationaleinkommen \| National income \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory

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