Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys
Year of publication: |
2008
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Authors: | Lemmens, Aurélie ; Croux, Christophe ; Dekimpe, Marnik G. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 24.2008, 3, p. 414-431
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