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Identifying causal structures of cointegrated vector autoregression with an application to the G7 interest rates
File(s)
Author(s)
Barassi, Marco Raffaele
Type
Thesis
Date Issued
2001-01
URI
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
License URL
Creator
Barassi, Marco Raffaele
Publisher Institution
Imperial College London (University of London)
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)
Author Permission
Not Granted