Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship

Shi, Shuping ; Hurn, Stan ; Phillips, Peter
Identifier: http://hdl.handle.net/2292/53096
Issue Date: 2020-12-01
Reference: Journal of Financial Econometrics 18(1):158-180 01 Dec 2020
Rights: Copyright: The authors
Rights (URI): https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm
Rights (URI): https://academic.oup.com/journals/pages/self_archiving_policy_f

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DOI: 10.1093/jjfinec/nbz004
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