Credit, income, and causality: a contemporary co-integration analysis

DOI10.1016/J.EJOR.2009.02.002zbMATH Open1177.91095OpenAlexW2090565332MaRDI QIDQ1044155FDOQ1044155

Authors: Athanasios L. Athanasenas 

Publication date: 10 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.02.002

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zbMATH Keywords

creditsingular valueseconomicsco-integrationirreversible variablesmoney income growthVAR and ECVAR models

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Credit risk (91G40) Economic growth models (91B62)

Cites Work

• Title not available (Why is that?)
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Testing for Common Trends
• Spurious regressions in econometrics
• Title not available (Why is that?)

Cited In (3)

• Money-income Granger-causality in quantiles
• Empirical studies on dynamic relations between deposits and loans in China
• Credit and income: co-integration dynamics of the US economy

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