Geometric and long run aspects of Granger causality (Q2512622)
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scientific article; zbMATH DE number 6327596
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Geometric and long run aspects of Granger causality |
scientific article; zbMATH DE number 6327596 |
Statements
Geometric and long run aspects of Granger causality (English)
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7 August 2014
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Granger causality
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long run Granger causality
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\(L^2\)-mean-reversion
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\(\rho\)-mixing
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cointegration
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VARMA
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controllability
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Kalman decomposition
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linear rational expectations
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0.8869663
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0.8733425
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0.87159914
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0.86591953
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0.8634323
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0.8627715
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0.8621048
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0.8608427
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