Non-causality in VAR-ECM models with purely exogeneous long-run paths

✍ Scribed by Christophe Rault

• Book ID: 117333672
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 177 KB
• Volume: 67
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(99)00267-0