Non-causality in VAR-ECM models with purely exogeneous long-run paths
Year of publication: |
2000
|
---|---|
Authors: | Rault, Christophe |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 67.2000, 2, p. 121-129
|
Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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