Testing for Granger causality in large mixed-frequency VARs (Q726601)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Granger causality in large mixed-frequency VARs |
scientific article |
Statements
Testing for Granger causality in large mixed-frequency VARs (English)
0 references
12 July 2016
0 references
Granger causality
0 references
mixed frequency VAR
0 references
Bayesian VAR
0 references
reduced rank model
0 references
bootstrap test
0 references
0 references
0 references
0 references
0 references
0 references
