Measuring the strength of cointegration and Granger-causality
Year of publication: |
2003
|
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Authors: | Atukeren, Erdal |
Publisher: |
Zurich : ETH Zurich, KOF Swiss Economic Institute |
Subject: | Kointegration | Kausalanalyse | Theorie | Schwarz criterion | Cointegration | Granger-causality | Posterior odds ratio | Money-Income Causality |
Series: | KOF Working Papers ; 78 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 368666662 [GVK] hdl:10419/50872 [Handle] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
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