PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
| Year of publication: |
2007
|
|---|---|
| Authors: | Fanelli, Luca ; Baillie, R.T. ; Bekaert, G. ; Hodrick, R. ; Campbell, J.Y. ; Shiller, R.J. ; Campbell, J.Y. ; Shiller, R.J. ; Diba, B.T. ; Grossman, H.I. ; Engsted, T. ; Haldrup, N. ; Fanelli, L. ; Fanelli, L. ; Fanelli, L. ; Galì, J. ; Gertler, M. ; Hansen, L.P. ; Sargent, T.J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 6, p. 1254
|