par Hristu-Varsakelis, Dimitrios;Kyrtsou, Catherine
Référence Brussels economic review, 53, 2, page (323-327)
Publication Publié, 2010
Référence Brussels economic review, 53, 2, page (323-327)
Publication Publié, 2010
Article révisé par les pairs
| Résumé : | An increasing number of recent articles applying powerful tests for non-linear causality have fuelled interest in discovering complex dynamics in macroeconomic and financial data. This paper is an attempt to add to the set of available tools by proposing a test for determining the source of causal relationships when a certain class of complex dynamics, that includes chaotic non-linearities, is present. |
