Nowcasting causality in mixed frequency vector autoregressive models (Q2016010)
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scientific article; zbMATH DE number 6305226
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| English | Nowcasting causality in mixed frequency vector autoregressive models |
scientific article; zbMATH DE number 6305226 |
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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0.8059557676315308
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0.7938125729560852
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0.79100501537323
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0.7865556478500366
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0.7784337997436523
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