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
2003ANU Authors
Field of Research
- Finance