Granger-causality in cointegrated VAR processes : the case of the term structure
Year of publication: |
1992
|
---|---|
Authors: | Lütkepohl, Helmut |
Other Persons: | Reimers, Hans-Eggert (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 40.1992, 3, p. 263-268
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zinsstruktur | Yield curve | USA | United States |
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