Inference on one-way effect and evidence in Japanese macroeconomic data

Journal of Econometrics

Volumn 98, Issue 2, 2000, Pages 225-255

  Yao, Feng ^a   Hosoya, Yuzo ^b  

^a KAGAWA UNIVERSITY   (Japan)

^b TOHOKU UNIVERSITY   (Japan)

Author keywords

Asymptotic theory; Cointegration; Granger's non causality; Japanese economy; Likelihood ratio statistic; Maximum likelihood estimation; Measures of one way effect; Testing causality; VAR model; Wald statistic

Indexed keywords

EID: 0040730421     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00084-6     Document Type: Article

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