To tackle rising obesity rates, countries such as UK, Mexico, France, Hungary, as well as some states of the United States, have introduced taxes on snacks with high-sugar content. These are commonly known as “sugar taxes”. A large part of consumption of the snacks targeted by these taxes,...

Each consumer requires a certain quantity of services or products, and a single company usually provides only a part of this. In the banking sector, the total quantity of business a customer does is called the Size-of-Wallet of this customer and it is generally unobservable. From a company...

A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in the univariate setting, much less is known for the multivariate case. In this paper we propose multivariate...