Umberto Triacca

University of L'Aquila - Department of Information Engineering, Computer Science and Mathematics

via Vetoio

L'Aquila, AQ 67100

Italy

SCHOLARLY PAPERS

2

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19

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Test of Sufficient Condition for Infinite-Step Granger Noncausality in Infinite Order Vector Autoregressive Process

CEIS Working Paper No. 496
Number of pages: 16 Posted: 25 Jun 2020
University of L'Aquila - Department of Information Engineering, Computer Science and Mathematics, BETA-CNRS, Université de Lorraine and University of Rome Tor Vergata
Downloads 18 (673,877)

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Granger causality, Hypothesis testing, Time series, Vector autoregressive Models

2.

Crude Oil Price, Exchange Rate and Gross Domestic Product Nexus in an Emerging Market: A Cointegration Analysis

OPEC Energy Review, Vol. 40, Issue 2, pp. 212-231, 2016
Number of pages: 20 Posted: 13 Jun 2016
University of Insubria - Department of Economics, University of L'Aquila - Department of Information Engineering, Computer Science and Mathematics, Catholic University of Milan and Kwame Nkrumah University of Science and Technology
Downloads 1 (813,650)
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