Short run and long run causality in time series: Inference

Dufour, Jean-Marie, Pelletier, Denis, Renault, Éric . Journal of Econometrics 2006. 132 (2) :337-362

Locate this article in:

Bibtex

@article{CIS-218053,
  Author = {Dufour, Jean-Marie and Pelletier, Denis and Renault, Éric},
  Title = {Short run and long run causality in time series: Inference},
  Journal = {Journal of Econometrics},
  Volume = {132},
  Number = {2},
  Year = {2006},
  Pages = {337--362},
  Keywords = {Bootstrap, Granger causality, Vector autoregression, macroeconomics, indirect causality}
}

Similar articles