Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy
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Other versions of this item:
- Azadeh Rahimi & Ba M. Chu & Marc Lavoie, 2017. "Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy," Metroeconomica, Wiley Blackwell, vol. 68(4), pages 882-902, November.
References listed on IDEAS
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- Marc Lavoie, 2014. "Post-Keynesian Economics," Books, Edward Elgar Publishing, number 12857, June.
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- Marc Lavoie, 2014. "Post-Keynesian Economics: New Foundations," Post-Print hal-01343652, HAL.
- Diks, Cees & Panchenko, Valentyn, 2006.
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More about this item
KeywordsShort-term interest rate; Long-term interest rates; Granger causality; Rolling window strategy;
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