Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices : evidence from G7 countries
Qingru Sun, Xiangyun Gao, Ze Wang, Siyao Liu, Sui Guo, Yang Li
| Year of publication: |
2020
|
|---|---|
| Authors: | Sun, Qingru ; Gao, Xiangyun ; Wang, Ze ; Liu, Siyao ; Guo, Sui ; Li, Yang |
| Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 15.2020, 4, p. 821-844
|
| Subject: | Consumer price index | Granger causality | System risk entropy | Complex network | Verbraucherpreisindex | Kausalanalyse | Causality analysis | Entropie | Entropy | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-019-00273-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012296985