Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shuping Shi, Stan Hurn and Peter C.B. Phillips
| Year of publication: |
2020
|
|---|---|
| Authors: | Shi, Shuping ; Hurn, Stan ; Phillips, Peter C. B. |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 1, p. 158-180
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| Subject: | money-income causality | subsample Wald tests | time-varying Granger causality | Kausalanalyse | Causality analysis | Geldmenge | Money supply | Statistischer Test | Statistical test | Nationaleinkommen | National income | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012180414