Nowcasting causality in mixed frequency vector autoregressive models (Q2016010)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nowcasting causality in mixed frequency vector autoregressive models |
scientific article |
Statements
Nowcasting causality in mixed frequency vector autoregressive models (English)
0 references
18 June 2014
0 references
instantaneous causality
0 references
Granger causality
0 references
mixed-frequency VAR
0 references
mixed-frequency regression
0 references