Test of persistent Causality with an Application of the Expectations Theory of the Term Structure
In this paper, address the problem of testing persistent causality between integrated, possibly cointegrated, time series.
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|Date of creation:||1996|
|Date of revision:|
|Contact details of provider:|| Postal: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.|
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