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ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums

Author

Listed:
  • Youssef El-Khatib

    (The UAE University)

  • Abdulnasser Hatemi-J

    (UAE University)

Programming Language

C

Abstract

This program provides the positive and negative parts of an integrated variable with deterministic trend parts. For technical description, see Asymmetric Causality paper of A.Hatemi - J & El - Khatib Y., published in Applied Economics, 48, 2016.

Suggested Citation

  • Youssef El-Khatib & Abdulnasser Hatemi-J, 2017. "ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums," Statistical Software Components CPP001, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:cpp001
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/Asym_Caus.cpp
    File Function: program code
    Download Restriction: no
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    Citations

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    Cited by:

    1. Hatemi-J, Abdulnasser, 2020. "Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(3), pages 389-404.
    2. Abdulnasser Hatemi-J, 2021. "Dynamic Asymmetric Causality Tests with an Application," Papers 2106.07612, arXiv.org, revised Jun 2021.

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