Using Zero-non-Zero Patterned Vector Autoregressive Modelling to Test for Causality between Money Supply, GDP Growth, The London Stock Market Index and the Euro Exchange Rate

Citation

Lin, E, Penm, J, Terrell, R et al. 2003, 'Using Zero-non-Zero Patterned Vector Autoregressive Modelling to Test for Causality between Money Supply, GDP Growth, The London Stock Market Index and the Euro Exchange Rate', Research in Finance, vol. 20, pp. 99-117.

Year

2003

Field of Research

  • Finance

Updated:  29 March 2024 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers