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The term structure of interest rates in the US and West Germany : causality analysis in cointegratedsystems
Reimers, Hans-Eggert; Lütkepohl, Helmut - 1989
Persistent link: https://www.econbiz.de/10000769049
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Impulse response analysis of co-integrated systems
Lütkepohl, Helmut; Reimers, Hans-Eggert - 1989
Persistent link: https://www.econbiz.de/10000769055
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Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut - In: Economics letters 40 (1992) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
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Impulse response analysis of cointegrated systems
Lütkepohl, Helmut - In: Journal of economic dynamics & control 16 (1992) 1, pp. 53-78
Persistent link: https://www.econbiz.de/10001115981