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Measuring and testing Granger causality over the spectrum : an application to European production expectation surveys
Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - In: International journal of forecasting 24 (2008) 3, pp. 414-431
Persistent link: https://www.econbiz.de/10003764106
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Consumer sentiment and consumer spending : decomposing the Granger causal relationship in the time domain
Gelper, Sarah; Lemmens, Aurélie; Croux, Christophe - In: Applied economics 39 (2007) 1/3, pp. 1-11
Persistent link: https://www.econbiz.de/10003427147
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Multivariate out-of-sample tests for Granger causality
Gelper, Sarah (contributor); Croux, Christophe (contributor) - 2006
Persistent link: https://www.econbiz.de/10003572328
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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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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), pp. 93-103
Persistent link: https://www.econbiz.de/10009723986
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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
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Decomposing granger causality over the spectrum
Lemmens, Aurélie (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002496881
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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
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Decomposing granger causality over the spectrum
Lemmens, Aurélie; Croux, Christophe; Dekimpe, Marnik G. - 2004
Persistent link: https://www.econbiz.de/10002503528
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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