Testing for Granger causality in large mixed-frequency VARs
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Cites work
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- Testing for Granger causality with mixed frequency data
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Cited in
(15)- The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting
- scientific article; zbMATH DE number 7387618 (Why is no real title available?)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
- Granger-causality in Markov switching models
- Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models
- Testing for Granger causality with mixed frequency data
- Spurious Granger causalities in integrated autoregressive moving average processes
- Granger causality testing in mixed-frequency VARs with possibly (co)integrated processes
- Testing the functional constraints on parameters in regressions with variables of different frequency
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Testing for deterministic seasonality in mixed-frequency VARs
- Nowcasting causality in mixed frequency vector autoregressive models
- Vector autoregressive models with measurement errors for testing Granger causality
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
- Multivariate out-of-sample tests for Granger causality
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