Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money - income relationship
Jonathan B. Hill
| Year of publication: |
2007
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|---|---|
| Authors: | Hill, Jonathan B. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 22.2007, 4, p. 747-765
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| Subject: | Geldmenge | Money supply | Einkommen | Income | Kaufkraft | Purchasing power | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003550493