Testing for Granger (non-)causality in a time-varying coefficient VAR model
Dimitris K. Christopoulos and Miguel A. Léon-Ledesma
| Year of publication: |
2008
|
|---|---|
| Authors: | Christopulos, Dēmētrēs K. ; León-Ledesma, Miguel A. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 27.2008, 4, p. 293-303
|
| Subject: | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Geldmenge | Money supply | Bruttoinlandsprodukt | Gross domestic product | USA | United States | 1952-2002 |
| 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/10003826731