Identification problems in Granger causality tests based on the net oil price increase
Year of publication: |
2014
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Authors: | Stevens, Jason |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 1/3, p. 102-110
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Subject: | oil price | Granger causality | identification | time series | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Preisniveau | Price level |
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