The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach
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Publication:323299
DOI10.1016/J.EJOR.2016.03.041zbMath1347.62206arXiv1508.02846OpenAlexW2274884409MaRDI QIDQ323299
Sarah Gelper, Ines Wilms, Christophe Croux
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.02846
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
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