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GDP growth and the composite leading index: a nonlinear causality analysis for eleven countries

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Publication:1614822
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DOI10.1016/S0165-1765(02)00109-XzbMath1015.91529OpenAlexW2007055612MaRDI QIDQ1614822

Hyeon-seung Huh

Publication date: 9 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00109-x


zbMATH Keywords

nonlinear Granger causalitycomposite leading index


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)


Related Items (3)

Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment ⋮ Further analysis of spurious causality ⋮ New evidence on the relation between return volatility and trading volume




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