The price of gold and the exchange rate : evidence from threshold cointegration and threshold Granger causality analyses for Turkey
Burak Güriş - Burcu Kiran
| Year of publication: |
2014
|
|---|---|
| Authors: | Güriş, Burak ; Kiran Baygin, Burcu |
| Published in: |
Acta oeconomica : periodical of the Hungarian Academy of Sciences. - Budapest : Akad., ISSN 0001-6373, ZDB-ID 301591-9. - Vol. 64.2014, 1, p. 91-101
|
| Subject: | threshold cointegration | threshold vector error correction model | threshold Granger causality | gold price | exchange rate | Turkey | Türkei | Kointegration | Cointegration | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Gold | Kaufkraftparität | Purchasing power parity |
| 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/10010438949