Granger causal priority and choice of variables in vector autoregressions
Marek Jarociński and Bartosz Maćkowiak
| Year of publication: |
May 2017
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|---|---|
| Authors: | Jarociński, Marek ; Maćkowiak, Bartosz |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 99.2017, 2, p. 319-329
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| Subject: | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1162/REST_a_00601 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011781054