Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Year of publication: |
2006
|
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Authors: | Zhou, Wei-Xing ; Sornette, Didier |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 28.2006, 1, p. 195-224
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Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Kausalanalyse | Causality analysis | Lag-Modell | Lag model | Aktienmarkt | Stock market | Zinsstruktur | Yield curve | Wirtschaftswachstum | Economic growth | Arbeitslosigkeit | Unemployment | Theorie | Theory | USA | United States |
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