Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation (Q529715)
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scientific article; zbMATH DE number 6728336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation |
scientific article; zbMATH DE number 6728336 |
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Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation (English)
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9 June 2017
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nonlinear Granger causality
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real exchange rates
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consumption
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heteroskedasticity robust test
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