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The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach

Wilms, Ines; Gelper, Sarah; Croux, Christophe - In: European journal of operational research : EJOR 254 (2016) 1, pp. 138-147

Persistent link: https://www.econbiz.de/10011503231

The predictive power of the business and bank sentiment of firms : a high-dimensional Granger Causality approach

Wilms, I.; Gelper, Sarah; Croux, Christophe - 2015

Persistent link: https://www.econbiz.de/10011646403

Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain

Croux, Christophe; Reusens, Peter - In: Journal of Macroeconomics 35 (2013) C, pp. 93-103

This paper investigates the predictive power for the future domestic economic activity included in the domestic stock prices, using a Granger causality analysis in the frequency domain. We are able to evaluate whether the predictive power is concentrated at the slowly fluctuating components or...

Persistent link: https://www.econbiz.de/10010617301

On the predictive content of production surveys : a pan-European study

Lemmens, Aurélie (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001921590

On the predictive content of production surveys : a Pan-European study

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - 2004

Persistent link: https://www.econbiz.de/10001978531

On the predictive content of production surveys : a pan-European study

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - In: International journal of forecasting 21 (2005) 2, pp. 363-375

Persistent link: https://www.econbiz.de/10002688166

Decomposing granger causality over the spectrum

Lemmens, Aurélie (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496881

Decomposing granger causality over the spectrum

Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - 2004

Persistent link: https://www.econbiz.de/10002503528

Consumer sentiment and consumer spending : decomposing the Granger causal relationship in the time domain

Gelper, Sarah; Lemmens, A.; Croux, Christophe - 2004

Persistent link: https://www.econbiz.de/10002624221

Do stock prices contain predictive power for the future economic activity? : a granger causality analysis in the frequency domain

Croux, Christophe; Reusens, Peter - 2011

Persistent link: https://www.econbiz.de/10009376812

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