On a causal analysis of economic time series (Q1900727)

From MaRDI portal





scientific article; zbMATH DE number 808295
Language Label Description Also known as
English
On a causal analysis of economic time series
scientific article; zbMATH DE number 808295

    Statements

    On a causal analysis of economic time series (English)
    0 references
    0 references
    5 March 1996
    0 references
    local and weak stationarity
    0 references
    Langevin equation
    0 references
    money supply
    0 references
    Granger causality
    0 references
    Granger-Sargent test
    0 references
    causal relations
    0 references
    time series
    0 references
    local causality
    0 references
    instantaneous local causality
    0 references
    GNP
    0 references

    Identifiers