Short run and long run causality in time series : inference
Jean-Marie Dufour, Denis Pelletier, Éric Renault
| Year of publication: |
2006
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Pelletier, Denis ; Renault, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 132.2006, 2, p. 337-362
|
| Subject: | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy | USA | United States | 1965-1996 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003348758