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

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dc.contributor.authorPenm, Jack HW
dc.contributor.authorTerrell, Richard
dc.contributor.authorBrailsford, Timothy John
dc.date.accessioned2015-12-07T22:46:10Z
dc.date.available2015-12-07T22:46:10Z
dc.date.issued2006
dc.date.updated2015-12-07T11:38:25Z
dc.identifier.issn1096-1879
dc.identifier.urihttp://hdl.handle.net/1885/25656
dc.publisherMultinational Finance Society
dc.sourceMultinational Finance Journal
dc.titleThe Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
dc.typeJournal article
local.bibliographicCitation.issue3/4
local.bibliographicCitation.lastpage177
local.bibliographicCitation.startpage153
local.contributor.affiliationPenm, Jack HW, College of Business and Economics, ANU
local.contributor.affiliationTerrell, Richard, College of Business and Economics, ANU
local.contributor.affiliationBrailsford, Timothy John, University of Queensland
local.contributor.authoruidPenm, Jack HW, u7800853
local.contributor.authoruidTerrell, Richard, u6400283
local.description.notesImported from ARIES
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationu8902633xPUB39
local.identifier.citationvolume10
local.type.statusPublished Version

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