Testing for Granger causality in large mixed-frequency VARs
Thomas B. Götz, Alain Hecq, Stephan Smeekes
| Year of publication: |
August 2016
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|---|---|
| Authors: | Götz, Thomas B. ; Hecq, Alain W. J. ; Smeekes, Stephan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 418-432
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| Subject: | Granger causality | Mixed frequency VAR | Bayesian VAR | Reduced rank model | Bootstrap test | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Wirtschaftsprognose | Economic forecast | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704990