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  • Search: subject:"Long run Granger causality"
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Subject
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Granger causality 1 Kalman Decomposition 1 L2 -mean-reversion 1 VARMA 1 cointegration 1 controllability 1 linear rational expectations 1 long run Granger causality 1 p-mixing 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Al-Sadoon, Majid M. 1
Institution
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Department of Economics and Business, Universitat Pompeu Fabra 1
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Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1
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RePEc 1
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Geometric and long run aspects of Granger causality
Al-Sadoon, Majid M. - Department of Economics and Business, Universitat … - 2013
occurs as well as long run Granger causality. The properties of these new notions of Granger causality, along with the …
Persistent link: https://www.econbiz.de/10010611566
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