Money-Income Granger-Causality in Quantiles
Year of publication: |
2014-09
|
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Authors: | Lee, Tae-Hwy ; Yang, Weiping |
Institutions: | Department of Economics, University of California-Riverside |
Subject: | Money-income Granger-causality | Conditional mean | Conditional quantiles | Conditional distribution |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Advances in Econometrics, Volume 30, Chapter 12, pages 383-407, Millimet, D. and Terrell, D. (ed.), Emerald Publishers. December 2012. Number 201423 24 pages longPages |
Classification: | C32 - Time-Series Models ; C5 - Econometric Modeling ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit |
Source: |
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