Granger-causality in cointegrated VAR processes The case of the term structure
| Year of publication: |
1992
|
|---|---|
| Authors: | Lutkepohl, Helmut ; Reimers, Hans-Eggert |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 40.1992, 3, p. 263-268
|
| Publisher: |
Elsevier |