Nowcasting causality in mixed frequency vector autoregressive models (Q2016010): Difference between revisions
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Revision as of 15:00, 8 July 2024
scientific article
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English | Nowcasting causality in mixed frequency vector autoregressive models |
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Statements
Nowcasting causality in mixed frequency vector autoregressive models (English)
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18 June 2014
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instantaneous causality
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Granger causality
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mixed-frequency VAR
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mixed-frequency regression
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