Basse, Tobias; Kunze, Frederik; Gonzalez, Miguel Rodriguez - In: European financial management : the journal of the … 28 (2022) 3, pp. 722-743
This study draws on machine learning as a means to causal inference for econometric investigation. We utilize the concept of transfer entropy to examine the relationship between the US National Association of Home Builders Index and the S&P CoreLogic Case-Shiller 20 City Composite Home Price...
