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Long-run Causality, with an Application to International Links Between Long-term Interest Rates

✍ Scribed by Catherine Bruneau; Eric Jondeau

Book ID
108554621
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
600 KB
Volume
61
Category
Article
ISSN
0140-5543

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## Abstract In this paper we examine the causal linkages between the G‐7 long‐term interest rates by using a new technique, which enables the researcher to analyse relations between a set of __I__(1) series without imposing any identification conditions based on economic theory. Specifically, we ap