Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis
Year of publication: |
April-June 2015
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Authors: | Ye, Haichun ; Ashley, Richard A. ; Guerard, John Baynard |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 2, p. 488-500
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Subject: | Post-sample forecasting | Post-sample Granger causality | Identification methods | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model |
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