TIME VARYING COINTEGRATION AND CAUSALITY: A COMPARATIVE CASE STUDY FOR RUSSIA, UKRAINE, HUNGARY AND ROMANIA USING VECM AND CCC – MGARCH MODELS

Autor:	Spulbăr, Cristi, Trivedi, Jatin, Birau, Ramona, Siddula, Narsimhulu, Iacob (Troto), Anca Ioana
Zdroj:	Analele Universitatii „Constantin Brancusi” din Targu Jiu – Seria Litere si Stiinte Sociale / Annals of the “Constantin Brancusi” University of Targu Jiu - Letters and Social Sciences Series. (02):33-46
Databáze:	Central and Eastern European Online Library (CEEOL)
Externí odkaz:	https://www.ceeol.com/search/article-detail?id=1108211 Zobrazit plný text záznamu