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Testing for short- and long-run causality: a frequency-domain approach - MaRDI portal

Testing for short- and long-run causality: a frequency-domain approach (Q291704)

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scientific article; zbMATH DE number 6591672
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English
Testing for short- and long-run causality: a frequency-domain approach
scientific article; zbMATH DE number 6591672

    Statements

    Testing for short- and long-run causality: a frequency-domain approach (English)
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    10 June 2016
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    causality
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    spectral analysis
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    output predictability
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    interest rates
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