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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

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

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

Decomposing granger causality over the spectrum

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

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

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

Decomposing granger causality over the spectrum

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

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

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

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

Decomposing Granger Causality Over the Spectrum

Lemmens, Aurelie - 2011

We develop a bivariate spectral Granger-causality test that can be applied at eachindividual frequency of the spectrum. The spectral approach to Granger causality hasthe distinct advantage that it allows to disentangle (potentially) di®erent Granger-causality relationships over di®erent time...

Persistent link: https://www.econbiz.de/10013132020