The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach
Ines Wilms, Sarah Gelper, Christophe Croux
| Year of publication: |
1 October 2016
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| Authors: | Wilms, Ines ; Gelper, Sarah ; Croux, Christophe |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 254.2016, 1 (1.10.), p. 138-147
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| Subject: | Bootstrap | Granger Causality | Lasso | Sentiment surveys | Time series forecasting | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.03.041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011503231