Testing Granger Causality in the presence of threshold effects

International Journal of Forecasting

Volumn 22, Issue 4, 2006, Pages 771-780

  Li, Jing ^a  

^a UNIVERSITY OF ALABAMA   (United States)

Author keywords

Granger Causality; Smooth transition autoregressive model; Threshold autoregressive model; Time series; Unemployment

Indexed keywords

EID: 33749512404     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2006.01.003     Document Type: Article

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