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Testing Causality in an Autoregression with Cointegrated Regressors

Year: 1990

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600005545

Authors: Peter C.B. Phillips, Hiro Toda

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: W1997929671

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