Work

An Out of Sample Test for Granger Causality

Year: 2000

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: John C. Chao, Valentina Corradi, Norman R. Swanson

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: W2100355121

Cites: 37

Cited by: 80

Related to: 8