Testing for Granger Causality with Mixed Frequency Data

2014 ◽  
Author(s):  
Eric Ghysels ◽  
Jonathan B. Hill ◽  
Kaiji Motegi
Keyword(s):  
Granger Causality ◽  
Frequency Data ◽  
Mixed Frequency ◽  
Mixed Frequency Data

Testing for Granger causality with mixed frequency data

2016 ◽  
Vol 192 (1) ◽  
pp. 207-230 ◽  
Author(s):  
Eric Ghysels ◽  
Jonathan B. Hill ◽  
Kaiji Motegi
Keyword(s):  
Granger Causality ◽  
Frequency Data ◽  
Mixed Frequency ◽  
Mixed Frequency Data

scholarly journals Forecasting Czech GDP Using Mixed-Frequency Data Models

2016 ◽  
Vol 12 (2) ◽  
pp. 165-185 ◽  
Author(s):  
Michal Franta ◽  
David Havrlant ◽  
Marek Rusnák
Keyword(s):  
Data Models ◽  
Frequency Data ◽  
Mixed Frequency ◽  
Mixed Frequency Data
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