Granger causality in the presence of structural changes
By: Marco Bianchi.
Contributors: Bank of England.
Series: Working paper series -- no. 33; Working paper (Bank of England) -- no. 33.
Publisher: Bank of England
Published: 1995
Place of publication: London
Language: eng
Number of pages: 32
Subjects: Econometrics.; Causation.
Notes: Includes bibliographical references.