Browsing Department of Economics (ECO) by Subject "Hypothesis Testing"

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Browsing Department of Economics (ECO) by Subject "Hypothesis Testing"

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    Title: Bayesian Testing of Granger Causality in Markov-Switching VARs  Author(s): DROUMAGUET, Matthieu; WOŹNIAK, Tomasz Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Recent economic developments have shown the importance of spillover and contagion effects in financial markets as well as in macroeconomic reality. Such effects are not limited to relations between the levels of variables ...