Nowcasting causality in mixed frequency vector autoregressive models (Q2016010)

From MaRDI portal





scientific article; zbMATH DE number 6305226
Language Label Description Also known as
English
Nowcasting causality in mixed frequency vector autoregressive models
scientific article; zbMATH DE number 6305226

    Statements

    Nowcasting causality in mixed frequency vector autoregressive models (English)
    0 references
    0 references
    0 references
    18 June 2014
    0 references
    instantaneous causality
    0 references
    Granger causality
    0 references
    mixed-frequency VAR
    0 references
    mixed-frequency regression
    0 references

    Identifiers