The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates
T. J. Brailsford; J. H. W. Penm; R. D. Terrell
| Year of publication: |
2006
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|---|---|
| Authors: | Brailsford, Timothy J. ; Penm, Jack H. W. ; Terrell, R. D. |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 10.2006, 3/4, p. 153-177
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| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Währungsrisiko | Exchange rate risk | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Japan |
| 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/10003657854