Simple and Instantaneous Causality in A Multivariate Auto-Regressive Models: An Application On Some Monetary Variables of the Egyptian Economy
Granger`s (1969) concept and definitions of causality, feedback, and instantaneous causality and Akaike final prediction error criterion and extended by Chan et al (1982) to fit a multivariate autoregressive model are used. The objective of the paper is to distinguish between simple, feedback and in...
| Main Authors: | , |
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| Format: | Article |
| Language: | Arabic |
| Published: |
Faculty of Commerce, Port Said University
2021-07-01
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| Series: | Maǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ |
| Subjects: | |
| Online Access: | https://jsst.journals.ekb.eg/article_173532_31b8cc0650b18c072b04a7ae7e54f9ab.pdf |