Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Efthymios G. Pavlidis, Ivan Paya, David A. Peel
| Year of publication: |
July 2015
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| Authors: | Pavlidis, Efthymios G. ; Payá, Ivan ; Peel, David |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 132.2015, p. 13-17
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| Subject: | Nonlinear Granger causality | Real exchange rates | Consumption | Heteroskedasticity robust test | Kausalanalyse | Causality analysis | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422757