Using zero-non-zero patterned vector autoregressive modelling to test for causality etween money supply, GDP growth, the London stock market index and the euro exchange rate
Edward J. Y. Lin ...
| Year of publication: |
2003
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| Authors: | Lin, Edward J. Y. ; Penm, Jammie H. ; Terrell, R. D. ; Wu, Soushan |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 20.2003, p. 99-117
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| Subject: | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Geldmenge | Money supply | Wirtschaftswachstum | Economic growth | Aktienindex | Stock index | Wechselkurs | Exchange rate | Euro | Schätzung | Estimation | Großbritannien | United Kingdom |
| 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/10001902283