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Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations
Li, HQ; Zhong, WL; Park, SY
刊名Economic Modelling
2016
卷号Vol.52 Part B页码:661-671
关键词Nonlinear Granger causality Generalized cross-spectral distribution Money–output relation Return–volume relation
ISSN号0264-9993
URL标识查看原文
公开日期[db:dc_date_available]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/6065600
专题湖南大学
作者单位1.Hunan Univ, Coll Finance & Stat, Changsha 410006, Hunan, Peoples R China
2.Hunan Univ, Ctr Postdoctoral Studies Appl Econ, Changsha 410006, Hunan, Peoples R China
3.Chung Ang Univ, Sch Econ, Seoul 156756, South Korea
推荐引用方式
GB/T 7714
Li, HQ,Zhong, WL,Park, SY. Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations[J]. Economic Modelling,2016,Vol.52 Part B:661-671.
APA Li, HQ,Zhong, WL,&Park, SY.(2016).Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations.Economic Modelling,Vol.52 Part B,661-671.
MLA Li, HQ,et al."Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations".Economic Modelling Vol.52 Part B(2016):661-671.
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