Open AccessGranger Causality, Exogeneity, Cointegration, and Economic Policy Analysis
Author(s) -
Davide Pettenuzzo,
Halbert White
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2182749
Subject(s) - cointegration , endogeneity , granger causality , economics , econometrics , causality (physics) , macroeconomics , physics , quantum mechanics
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