Testing for short- and long-run causality: a frequency-domain approach (Q291704)
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scientific article; zbMATH DE number 6591672
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| English | Testing for short- and long-run causality: a frequency-domain approach |
scientific article; zbMATH DE number 6591672 |
Statements
Testing for short- and long-run causality: a frequency-domain approach (English)
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10 June 2016
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causality
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spectral analysis
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output predictability
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interest rates
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0.8194484114646912
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0.8144575953483582
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0.7911213040351868
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0.7888237237930298
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0.7768595814704895
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