The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Year of publication: |
2006
|
---|---|
Authors: | Brailsford, T.J. ; Penm, J. H.W. ; Terrell, R.D. |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 10.2006, 3-4, p. 153-178
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | error correction models | VAR | granger causality | purchasing power parity |
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