Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons

This paper assesses the Granger causality between government spending and gross domestic product (GDP) in the United States at multiple horizons. This paper also analyses the role the real exchange rate plays in the causality measure during the zero lower bound (ZLB) period. Many researchers using t...

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Detalles Bibliográficos
Autores principales: Mao Takongmo, Charles Olivier, Lebihan, Laetitia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer India 2020
Materias:
Notes and Short Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7377535/
https://www.ncbi.nlm.nih.gov/pubmed/32837050
http://dx.doi.org/10.1007/s40953-020-00213-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7377535/
https://www.ncbi.nlm.nih.gov/pubmed/32837050
http://dx.doi.org/10.1007/s40953-020-00213-z

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