Search Results - subject:"production expectations"

Decomposing Granger Causality over the Spectrum

Lemmens, Lemmens, A.; Croux, Croux, C.; Dekimpe, … - Erasmus Research Institute of Management (ERIM), … - 2004

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

Persistent link: https://www.econbiz.de/10010731083

On The Predictive Content Of Production Surveys: A Pan-European Study

Lemmens, Lemmens, A.; Croux, Croux, C.; Dekimpe, … - Erasmus Research Institute of Management (ERIM), … - 2004

For over forty years, Business Tendency Surveys have been collected in multiple member states of the European Union. Previous research has studied the predictive accuracy of the expectation variables included in those surveys through bivariate, within-country, Granger-causality tests, which has...

Persistent link: https://www.econbiz.de/10010837665

On The Predictive Content Of Production Surveys: A Pan-European Study

Lemmens, A.; Croux, C.; Dekimpe, M.G. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004

Persistent link: https://www.econbiz.de/10005288544

Decomposing Granger Causality over the Spectrum

Lemmens, A.; Croux, C.; Dekimpe, M.G. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004

(geografisch) Free keywords Business Surveys, Granger Causality, Production Expectations, Spectral Analysis. Decomposing … whether the European production expectations have signiflcant predictive power, and if so, at what time frame, with respect to …)v(‚), for all ‚ † [0;…]. This coe–cient tests whether the production expectations are Granger causing the production accounts of …

Persistent link: https://www.econbiz.de/10005288806