Multivariate Granger causality between macro variables and KSE 100 index: evidence from Johansen cointegration and Toda %26 Yamamoto causality

作者:Ahmed Rizwan Raheem; Vveinhardt Jolita; Streimikiene Dalia; Fayyaz Majid
来源:Economic Research-Ekonomska Istrazivanja, 2017, 30(1): 1497-1521.
DOI:10.1080/1331677X.2017.1340176