Granger-causality in cointegrated VAR processes: The case of the termstructure

Authors
H. Lütkepohl H.-E. Reimers
Citation
H. Lütkepohl et H.-E. Reimers, Granger-causality in cointegrated VAR processes: The case of the termstructure, Economics letters, 40(03), 1992, pp. 263
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
03
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)40:03<263:GICVPT>2.0.ZU;2-A