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Econometric theory
Working Paper Series / Institutt for Samfunnsøkonomi, Norges teknisk-naturvitenskaplige universitet (NTNU)
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Present value relations, Granger noncausality, and VAR stability
Fanelli, Luca
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1254-1260
Persistent link: https://www.econbiz.de/10003591895
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PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca
;
Baillie, R.T.
;
Bekaert, G.
;
Hodrick, R.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1254
Persistent link: https://www.econbiz.de/10007869208
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