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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "nonParQuantileCausality" in publications use:'
type: software
license: MIT
title: 'nonParQuantileCausality: Nonparametric Causality in Quantiles Test'
version: 0.1.1
doi: 10.1016/j.resourpol.2016.04.004
identifiers:
- type: doi
  value: 10.32614/CRAN.package.nonParQuantileCausality
abstract: Implements the nonparametric causality-in-quantiles test (in mean or variance),
  returning a test object with an S3 plot() method. The current implementation uses
  one lag of each series (first-order Granger causality setup). Methodology is based
  on Balcilar, Gupta, and Pierdzioch (2016) <https://doi.org/10.1016/j.resourpol.2016.04.004>
  and Balcilar et al. (2016) <https://doi.org/10.1007/s11079-016-9388-x>.
authors:
- family-names: Balcilar
  given-names: Mehmet
  email: mehmet@mbalcilar.net
preferred-citation:
  type: article
  title: Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles
    test
  authors:
  - family-names: Balcilar
    given-names: Mehmet
    email: mehmet@mbalcilar.net
  - family-names: Gupta
    given-names: Rangan
  - family-names: Pierdzioch
    given-names: Christian
  journal: Resources Policy
  year: '2016'
  volume: '49'
  doi: 10.1016/j.resourpol.2016.04.004
  start: '74'
  end: '80'
repository: https://mbalcilar.r-universe.dev
repository-code: https://github.com/mbalcilar/nonParQuantileCausality
commit: 953f4441c703e988daa206ca3a37ea60001d5746
url: https://www.mbalcilar.net
date-released: '2025-09-30'
contact:
- family-names: Balcilar
  given-names: Mehmet
  email: mehmet@mbalcilar.net
references:
- type: article
  title: Does economic policy uncertainty predict exchange rate returns and volatility?
    Evidence from a nonparametric causality-in-quantiles test
  authors:
  - family-names: Balcilar
    given-names: Mehmet
  - family-names: Gupta
    given-names: Rangan
  - family-names: Kyei
    given-names: Clement
  - family-names: Wohar
    given-names: Mark E.
  journal: Open Economies Review
  year: '2016'
  volume: '27'
  issue: '2'
  doi: 10.1007/s11079-016-9388-x
  start: '229'
  end: '250'