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Asymmetric causality tests with an application

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  • Abdulnasser Hatemi-J

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  • Abdulnasser Hatemi-J, 2012. "Asymmetric causality tests with an application," Empirical Economics, Springer, vol. 43(1), pages 447-456, August.
    • Handle: RePEc:spr:empeco:v:43:y:2012:i:1:p:447-456
    DOI: 10.1007/s00181-011-0484-x
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    More about this item

    Keywords

    Asymmetric causality; Positive shocks; Negative shocks; Efficient market hypothesis; Bootstrap; The UAE; C32; E17;
    All these keywords.

    JEL classification:

    • 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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