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Revision as of 08:51, 12 July 2024

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Short and long run causality measures: theory and inference
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    Short and long run causality measures: theory and inference (English)
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    25 July 2016
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    time series
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    Granger causality
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    indirect causality
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    multiple horizon causality
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    causality measure
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    predictability
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    autoregressive model
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    vector autoregression
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    VAR
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    bootstrap
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    Monte Carlo
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    macroeconomics
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    money
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    interest rates
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    output
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    inflation
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