Granger-causality in cointegrated VAR processes : the case of the term structure
Helmut Lütkepohl ; Hans-Eggert Reimers
| Year of publication: |
1992
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Other Persons: | Reimers, Hans-Eggert (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 40.1992, 3, p. 263-268
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zinsstruktur | Yield curve | USA | United States |
| 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/10001140216