Nowcasting causality in mixed frequency vector autoregressive models
type: Item
instance of: scholarly article
title: Nowcasting causality in mixed frequency vector autoregressive models
zbMATH Open document ID: 1290.62073
author: Alain Hecq
author: Thomas B. Götz
published in: Economics Letters
publication date: 2014-06-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6305226
zbMATH Keywords: instantaneous causality
zbMATH Keywords: Granger causality
zbMATH Keywords: mixed-frequency VAR
zbMATH Keywords: mixed-frequency regression
MaRDI profile type: Publication
OpenAlex ID: W2080277463
cites work: Q3753259
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DOI: 10.1016/J.ECONLET.2013.10.037
description: scientific article; zbMATH DE number 6305226