Forecasting macroeconomy using Granger-causality network connectedness
Year of publication: |
2021
|
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Authors: | Wang, Dan ; Huang, Wei-Qiang |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 16, p. 1363-1370
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Subject: | Financial institutions | macroeconomy | network connectedness | predictive regression | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model |
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