The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299)
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scientific article; zbMATH DE number 6636449
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| English | The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach |
scientific article; zbMATH DE number 6636449 |
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The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (English)
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7 October 2016
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bootstrap
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Granger causality
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Lasso
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sentiment surveys
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time series forecasting
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0.7033334374427795
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0.6987634301185608
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0.6755445003509521
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0.6699260473251343
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0.6675431728363037
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