nonParQuantileCausality (version 0.1.0)

YourPackageName: YourPackageName: Nonparametric Causality-in-Quantiles

Description

Tools for nonparametric causality-in-quantiles in mean and variance.

References

• Balcilar, M., Gupta, R., & Pierdzioch, C. (2016). Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. Resources Policy, 49, 74–80.

• Balcilar, M., Gupta, R., Kyei, C., & Wohar, M. E. (2016). Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test. Open Economies Review, 27(2), 229–250.