Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles
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- Azadeh Rahimi & Marc Lavoie & Ba Chu, 2016. "Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(6), pages 714-728, November.
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