Geometric and long run aspects of Granger causality

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  • dc.contributor.author Al-Sadoon, Majid M.ca
  • dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
  • dc.date.issued 2013-01-01ca
  • dc.date.modified 2016-09-29T02:50:39Zca
  • dc.format.mimetype application/pdfca
  • dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=1356ca
  • dc.identifier.uri http://hdl.handle.net/10230/20841ca
  • dc.language.iso engca
  • dc.relation.ispartofseries Economics and Business Working Papers Series; 1356ca
  • dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
  • dc.rights.accessRights info:eu-repo/semantics/openAccessca
  • dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
  • dc.subject.keyword Statistics, Econometrics and Quantitative Methodsca
  • dc.subject.keyword granger causalityca
  • dc.subject.keyword long run granger causalityca
  • dc.subject.keyword l2 -mean-reversionca
  • dc.subject.keyword p-mixingca
  • dc.subject.keyword cointegrationca
  • dc.subject.keyword varmaca
  • dc.subject.keyword controllabilityca
  • dc.subject.keyword kalman decompositionca
  • dc.subject.keyword linear rational expectationsca
  • dc.title Geometric and long run aspects of Granger causalityca
  • dc.type info:eu-repo/semantics/workingPaperca