Testing for Granger causality in large mixed-frequency VARs

  • Main
  • 2016 / 5
  • Testing for Granger causality in large mixed-frequency VARs
Journal of Econometrics 2016 / 5

Testing for Granger causality in large mixed-frequency VARs

Götz, Thomas B., Hecq, Alain, Smeekes, Stephan
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2016.04.015
Date:
May, 2016
File:
PDF, 583 KB
english, 2016
Conversion to is in progress
Conversion to is failed