Short Run and Long Run Causality in Time Series : Inference
Year of publication: |
2003
|
---|---|
Authors: | DUFOUR, Jean-Marie ; PELLETIER, Denis ; RENAULT, Éric |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | Time series | Granger causality | indirect causality | multiple horizon causality | autoregression | autoregressive model | vector autoregression | VAR | stationary process | nonstationary process | integrated process | unit root | extended autoregression | bootstrap | Monte Carlo | macroeconomics | money | interest rates | output | inflation |
-
Short Run and Long Run Causality in Time Series: Inference
Dufour, Jean-Marie, (2003)
-
Short and long run causality measures: theory and inference
Dufour, Jean-Marie, (2008)
-
Short run and long run causality in time series: Inference
DUFOUR, Jean-Marie, (2003)
- More ...
-
Short Run and Long Run Causality in Time Series: Inference
Dufour, Jean-Marie, (2003)
-
Short run and long run causality in time series: Inference
DUFOUR, Jean-Marie, (2003)
-
Short run and long run causality in time series: inference
Dufour, Jean-Marie, (2006)
- More ...