Testing for Granger Causality in Large Mixed-Frequency VARs
Year of publication: |
2016
|
---|---|
Authors: | Götz, Thomas |
Other Persons: | Hecq, Alain (contributor) ; Smeekes, Stephan (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kausalanalyse | Causality analysis | Statistischer Test | Statistical test | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Series: | Bundesbank Discussion Paper ; No. 45/2015 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2797070 [DOI] |
Classification: | C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B., (2015)
-
Lütkepohl, Helmut, (2017)
-
Warne, Anders, (2014)
- More ...
-
Testing for granger causality in large mixed-frequency VARs
Götz, Thomas, (2015)
-
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas, (2013)
-
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B., (2015)
- More ...