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Testing the relationships between shadow economy and unemployment : empirical evidence from linear and nonlinear tests

Saafi, Sami; Farhat, Abdeljelil; Mohamed, Meriem Bel Haj - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 585-608

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Short-run and long-run causality in time series : theory

Dufour, Jean-Marie; Renault, Eric - 1995

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La causalité entre la monnaie et le revenu : una analyse fondée sur un modèle VARMA-échelon

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Short run and long run causality in time series : theory

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Semiparametric Innovation-Based Tests of Orthogonality and Causality between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions

Bouhaddioui, Chafik - 2011

We propose a semi-parametric approach for testing orthogonality and causality between two infinite-order co-integrated vector auto-regressive IVAR(1) series. The procedures considered can be viewed as extensions of classical methods proposed by Haugh (1976, JASA) and Hong (1996, Biometrika) for...

Persistent link: https://www.econbiz.de/10013128858