Short and long run causality measures: theory and inference (Q2630148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short and long run causality measures: theory and inference |
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Short and long run causality measures: theory and inference (English)
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25 July 2016
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time series
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Granger causality
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indirect causality
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multiple horizon causality
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causality measure
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predictability
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autoregressive model
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vector autoregression
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VAR
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bootstrap
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Monte Carlo
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macroeconomics
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money
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interest rates
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output
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inflation
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