SFB 649 Discussion Paper 2008-007
A Consistent
Nonparametric Test for
Causality in Quantile
Kiho Jeong*
Wolfgang Handle**
* Kyungpook National University Daegu, Korea
** Humboldt-Universitat zu Berlin, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
http://sfb649.wiwi.hu-berlin.de
ISSN 1860-5664
SFB 649, Humboldt-Universitat zu Berlin
Spandauer Straβe 1, D-10178 Berlin
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