Global measure of causal intensity between real and financial spheres
Bates, Samuel (2005), Global measure of causal intensity between real and financial spheres, Applied Economics, 37, p. 1635-1642. http://dx.doi.org/10.1080/00036840500214306
TypeArticle accepté pour publication ou publié
Journal nameApplied Economics
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Abstract (EN)The lack of theoretical consensus on the causality direction between real and financial spheres as well as on the macroeconomic importance of transmission channels drive to an empirical approach of the links between the two areas. The aim of this paper is to offer a method for the analysis of the causal structure between the two spheres according to the transmission channels. It becomes possible globally on short and long runs for a given country to better surround mechanisms intervening inside the feedback between real and financial areas.
Subjects / KeywordsTransmission channels; Financial; Monetary; Causality
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