Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns
Year of publication: |
2012
|
---|---|
Authors: | Hristu-Varsakelis, Dimitrios ; Kyrtsou, Catherine |
Published in: |
Inventi impact: emerging economies. - Bhopal : IJPL, ISSN 2249-0949, ZDB-ID 2681333-6. - 2012, 1, p. 21-27
|
Subject: | Inflationsrate | Inflation rate | Rohstoffpreis | Commodity price | Metall | Metal | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Kausalanalyse | Causality analysis | USA | United States | 1929-2002 |
-
Evidence for chaotic dependence between US inflation and commodity prices
Kyrtsou, Catherine, (2006)
-
US inflation and commodity prices: Analytical and empirical issues
Malliaris, Anastasios G., (2006)
-
Evidence for Chaotic Dependence between US Inflation and Commodity Prices
Kyrtsou, Catherine, (2007)
- More ...
-
Testing for Granger Causality in the Presence of Chaotic Dynamics
Hristu-Varsakelis, Dimitrios, (2010)
-
Testing for granger causality in the presence of chaotic dynamics
Hristu-Varsakelis, Dimitrios, (2010)
-
Testing for granger causality in the presence of chaotic dynamics
Hristu-Varsakelis, Dimitrios, (2010)
- More ...