Generalized cross-spectral test for nonlinear Granger causality with applications to money-output and price-volume relations
Haiqi Li, Wanling Zhong, Sung Y. Park
| Year of publication: |
January 2016
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|---|---|
| Authors: | Li, Haiqi ; Zhong, Wanling ; Park, Sung Y. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part B, p. 661-671
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| Subject: | Nonlinear Granger causality | Generalized cross-spectral distribution | Money-output relation | Return-volume relation | Kausalanalyse | Causality analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Geldmenge | Money supply |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.09.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642960