Money–Income Granger-Causality in Quantiles

DOI10.1108/S0731-9053(2012)0000030017zbMath1452.91208OpenAlexW2153238177MaRDI QIDQ5133611

Weiping Yang, Tae-Hwy Lee

Publication date: 10 November 2020

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000030017

zbMATH Keywords

conditional distributionconditional quantilesconditional meanmoney-income Granger-causality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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