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. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论