The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates

Jack HW Penm, Deane Terrell, Timothy John Brailsford

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	153-177
Journal	Multinational Finance Journal
Volume	10
Issue number	3-Apr
Publication status	Published - 2006

Cite this

@article{17f456cfc9f34f9ea069ada46ff04a13,

title = "The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates",

author = "Penm, {Jack HW} and Deane Terrell and Brailsford, {Timothy John}",

year = "2006",

language = "English",

volume = "10",

pages = "153--177",

journal = "Multinational Finance Journal",

publisher = "Multinational Finance Society",

number = "3-Apr",

}