Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10002624221
Persistent link: https://www.econbiz.de/10003764106
Decomposing Granger causality over the spectrum allows to disentangle potentially different Granger causality relationships over different frequencies. This may yield new and complementary insights compared to traditional versions of Granger causality. In this paper, we compare two existing...
Persistent link: https://www.econbiz.de/10014028553
Persistent link: https://www.econbiz.de/10002688166
Persistent link: https://www.econbiz.de/10001921590
Persistent link: https://www.econbiz.de/10001978531
Persistent link: https://www.econbiz.de/10002496881
Persistent link: https://www.econbiz.de/10002503528
Persistent link: https://www.econbiz.de/10003427147
Persistent link: https://www.econbiz.de/10011503231