Testing for short- and long-run causality: A frequency-domain approach

Journal of Econometrics

Volumn 132, Issue 2, 2006, Pages 363-378

  Breitung, Jörg ^a   Candelon, Bertrand ^b  

^a UNIVERSITY OF BONN   (Germany)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Causality; Interest rates; Output predictability; Spectral analysis

Indexed keywords

COMPUTER SIMULATION; FORECASTING; INDUSTRIAL MANAGEMENT; MONTE CARLO METHODS;

BUSINESS CYCLE FREQUENCIES; CAUSALITY; INTEREST RATES; OUTPUT PREDICTABILITY;

FREQUENCY DOMAIN ANALYSIS;

EID: 33845263644     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.02.004     Document Type: Article

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