Asymmetric causality tests with an application
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More about this item
KeywordsAsymmetric causality; Positive shocks; Negative shocks; Efficient market hypothesis; Bootstrap; The UAE; C32; E17;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
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