Browsing Τμήμα Οικονομικών / Department of Economics by Subject "Long-run causality"
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Article
Unit roots and long-run causality: Investigating the relationship between output, money and interest rates
(1998)In this article we show that sufficient conditions for the unit roots found in the AR representations of time series to persist in bivariate or trivariate VARs amount to long-run non-causality restrictions among the variables ...