Short run and long run causality in time series: inference (Q291702)
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scientific article; zbMATH DE number 6591671
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| English | Short run and long run causality in time series: inference |
scientific article; zbMATH DE number 6591671 |
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Short run and long run causality in time series: inference (English)
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10 June 2016
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Granger causality
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indirect causality
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vector autoregression
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bootsrap
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macroeconomics
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0.8784351944923401
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0.8762161731719971
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0.8194484114646912
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0.7990468740463257
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0.7825161218643188
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