Testing for time-varying Granger causality
Christopher F. Baum
Department of Economics
Boston College
Chestnut Hill, MA
[email protected]
 https://orcid.org/0000-0003-4766-3699
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Stan Hurn
School of Economics and Finance
Queensland University of Technology
Brisbane, Australia
[email protected]
https://orcid.org/0000-0002-6134-7943
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Jesús Otero
Facultad de Economía
Universidad del Rosario
Bogotá, Colombia
[email protected]
https://orcid.org/0000-0002-2551-0053
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View all articles by these authors:
Christopher F. Baum, Stan Hurn, Jesús Otero
View all articles with these keywords:
tvgc, Granger causality, time variation, temporal stability, datestamping
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