Assessing causality and delay within a frequency band
Year of publication: |
2016
|
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Authors: | Breitung, Jörg ; Schreiber, Sven |
Publisher: |
Düsseldorf : Hans-Böckler-Stiftung, Institut für Makroökonomie und Konjunkturforschung (IMK) |
Subject: | Granger causality | frequency domain | filter gain |
Series: | IMK Working Paper ; 165 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 856192449 [GVK] hdl:10419/144922 [Handle] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E32 - Business Fluctuations; Cycles ; Q54 - Climate; Natural Disasters |
Source: |
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