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Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation

Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation

Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A.
  • 期刊名称Economics Letters
  • 作者Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A.
  • 卷第132卷
  • 印刷ISSN0165-1765
  • 文件大小356.31KB
  • 发表时间2015-07
  • DOI10.1016/j.econlet.2015.04.008
  • 页码13-17
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