@article{oai:kagawa-u.repo.nii.ac.jp:00008110, author = {姚, 峰 and Yao, Feng and 大藪, 和雄 and Ohyabu, Kazuo}, issue = {3}, journal = {香川大学経済論叢, Kagawa University economic review}, month = {Dec}, note = {This paper aims to apply the Wald test of causality to the analysis of regional economic data. For this purpose we first show the approach which can test the causal characteristics expressed in terms of the causal measures of the one-way effect for cointegrated vector time series. Based on an error correction model, we give a characterization of the economic causal structure of Kagawa Prefecture.}, pages = {657--676}, title = {Causal analysis of Kagawa Prefecture economic data}, volume = {76}, year = {2003}, yomi = {ヨウ, ホウ and オオヤブ, カズオ} }