Unit roots and long-run causality: Investigating the relationship between output, money and interest rates

Economic Modelling

Volumn 15, Issue 1, 1998, Pages 91-112

  Caporale, Guglielmo Maria ^a   Hassapis, Christis ^b   Pittis, Nikitas ^b  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

AR and VAR representations; Cointegrated systems; Long run causality; Money income causality; Unit roots

Indexed keywords

EID: 0012191547     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0264-9993(97)00017-5     Document Type: Article

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