Work

Testing Granger Causality in the presence of threshold effects

Year: 2006

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2006.01.003

Author: Jing Li

Institution: University of Alabama

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1996908513

FWCI: 2.689

Cites: 25

Cited by: 39

Related to: 10