مرکز منطقه ای اطلاع رساني علوم و فناوري - Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited

Title of article :

Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited

Author/Authors :

Christis Hassapis، نويسنده , , Nikitas Pittis، نويسنده , , Kyprianos Prodromidis، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

Keywords :

German Dominance Hypothesis , Granger causality , vector autoregression , Unit roots , cointegration , Incompletesystems

Journal title :

Journal of International Money and Finance

Serial Year :

1999

Journal title :

Journal of International Money and Finance

Record number :

191184

Link To Document :