Test of persistent Causality with an Application of the Expectations Theory of the Term Structure.

In this paper, address the problem of testing persistent causality between integrated, possibly cointegrated, time series.

Year of publication:	1996
Authors:	Bruneau, C. ; Jondeau, E.
Institutions:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
Subject:	INTEREST RATE \| COINTEGRATION \| EXPECTATIONS

Series:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
Type of publication:	Book / Working Paper
Notes:	30 pages
Classification:	C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005618865