Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns
From MaRDI portal
Publication:937012
DOI10.1155/2008/138547zbMath1141.91648OpenAlexW1982045639WikidataQ21342829 ScholiaQ21342829MaRDI QIDQ937012
Publication date: 20 August 2008
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/129112
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
Related Items (2)
The Impacts of Transportation Sector and Unemployment on Economic Growth: Evidence from Asymmetric Causality ⋮ Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests
Cites Work
- Global optimization of statistical functions with simulated annealing
- Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
This page was built for publication: Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns
