VAR-based Granger-causality test in the presence of instabilities

Barbara Rossi, Yiru Wang

Year of publication:	January 2019
Authors:	Rossi, Barbara ; Wang, Yiru
Publisher:	Barcelona : GSE, Graduate School of Economics
Subject:	Theorie \| Theory \| Kausalanalyse \| Causality analysis \| VAR-Modell \| VAR model \| Zeitreihenanalyse \| Time series analysis

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