Testing for Granger Causality in Large Mixed-Frequency VARs
Copyright policy )Testing for Granger Causality in Large Mixed-Frequency VARs
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
- Deutsche Bundesbank Germany
- Maastricht University Netherlands
NUISANCE PARAMETER, TEMPORAL AGGREGATION, OUTPUT GROWTH, bootstrap test, TIME-SERIES, Bootstrap Test, Parametric hypothesis testing, BOOTSTRAP, Reduced rank model, C32, Applications of statistics to economics, C11, C12, ddc:330, Granger Causality, LONG-RUN CAUSALITY, Bootstrap, jackknife and other resampling methods, Bayesian VAR, Reduced Rank Model, Mixed frequency VAR, Mixed Frequency VAR, STOCK-MARKET VOLATILITY, MIDAS REGRESSIONS, MODEL, mixed frequency VAR, Time series, auto-correlation, regression, etc. in statistics (GARCH), Granger causality, reduced rank model, INFERENCE, Bootstrap test
NUISANCE PARAMETER, TEMPORAL AGGREGATION, OUTPUT GROWTH, bootstrap test, TIME-SERIES, Bootstrap Test, Parametric hypothesis testing, BOOTSTRAP, Reduced rank model, C32, Applications of statistics to economics, C11, C12, ddc:330, Granger Causality, LONG-RUN CAUSALITY, Bootstrap, jackknife and other resampling methods, Bayesian VAR, Reduced Rank Model, Mixed frequency VAR, Mixed Frequency VAR, STOCK-MARKET VOLATILITY, MIDAS REGRESSIONS, MODEL, mixed frequency VAR, Time series, auto-correlation, regression, etc. in statistics (GARCH), Granger causality, reduced rank model, INFERENCE, Bootstrap test
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).35 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!