Gu, Biao; Fu, Liying; Yu, Kehuan - In: International studies of economics 18 (2023) 4, pp. 468-501
Forecast Error Variance Decompositions from Mixed Sampling Frequency Vector Autoregression (MFVAR) with those from common … frequency vector autoregression (VAR). It shows that potential causalities for inflation, relative price variability, relative …