An Invariant Long-Run Impact Test for Granger Non-Causality in Cointegrated Vector Autoregressions

Zenodo (CERN European Organization for Nuclear Research) 2026 Preprint Open access

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Authors: Italo Araujo
DOI: 10.5281/zenodo.18622137
Cited by: 0

Fields of Study & Subjects

Monetary Policy and Economic Impact Diverse Scientific and Economic Studies Financial Risk and Volatility Modeling

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
12 February 2026
Language
EN
Document type
Preprint