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  • Search: subject:"Rolling VAR approach"
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Banking credit 1 Bootstrap Granger causality test 1 Insurance activity 1 Rolling VAR approach 1 Time-varying causality 1
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Undetermined 1
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Article 1
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He, Lei 1 Liu, Guanchun 1 Wang, Jiying 1 Yue, Yiding 1
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The North American Journal of Economics and Finance 1
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The linkage between insurance activity and banking credit: Some evidence from dynamic analysis
Liu, Guanchun; He, Lei; Yue, Yiding; Wang, Jiying - In: The North American Journal of Economics and Finance 29 (2014) C, pp. 239-265
This paper investigates the long-run and short-run linkages between insurance activity and banking credit for G-7 countries. To minimize the pretest bias and overcome the structural changes, we adopt the bootstrap Granger causality test applied to full sample and subsamples with a fixed window...
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