The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299)
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scientific article; zbMATH DE number 6636449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach |
scientific article; zbMATH DE number 6636449 |
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The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (English)
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7 October 2016
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bootstrap
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Granger causality
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Lasso
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sentiment surveys
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time series forecasting
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