A Consistent Nonparametric Test for Causality in Quantile



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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