Testing for Granger Causality with Mixed Frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.2465448 ◽

2014 ◽

Author(s):

Eric Ghysels ◽

Jonathan B. Hill ◽

Kaiji Motegi

Keyword(s):

Granger Causality ◽

Frequency Data ◽

Mixed Frequency ◽

Mixed Frequency Data

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Simple Granger Causality Tests for Mixed Frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.2616736 ◽

2015 ◽

Author(s):

Eric Ghysels ◽

Jonathan B. Hill ◽

Kaiji Motegi

Keyword(s):

Granger Causality ◽

Frequency Data ◽

Mixed Frequency ◽

Causality Tests ◽

Granger Causality Tests ◽

Mixed Frequency Data

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Testing for Granger causality with mixed frequency data

Journal of Econometrics ◽

10.1016/j.jeconom.2015.07.007 ◽

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

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Business Cycles Analysis of Daegu-Gyeongbuk Province Using Mixed-Frequency Data

Journal of Economic Studies ◽

10.30776/jes.35.1.6 ◽

2017 ◽

Vol 35 (1) ◽

pp. 115-144

Author(s):

Youngjin Hwang

Keyword(s):

Business Cycles ◽

Frequency Data ◽

Mixed Frequency ◽

Mixed Frequency Data

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A Novel Discriminative Dictionary Pair Learning Constrained by Ordinal Locality for Mixed Frequency Data Classification

IEEE Transactions on Knowledge and Data Engineering ◽

10.1109/tkde.2020.3046114 ◽

2020 ◽

pp. 1-1

Author(s):

Hong Yu ◽

Qian Yang ◽

Guoyin Wang ◽

Yongfang Xie

Keyword(s):

Data Classification ◽

Frequency Data ◽

Mixed Frequency ◽

Mixed Frequency Data

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High-Dimensional Copula-Based Distributions with Mixed Frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.2631691 ◽

2015 ◽

Author(s):

Dong Hwan Oh ◽

Andrew J. Patton

Keyword(s):

High Dimensional ◽

Frequency Data ◽

Mixed Frequency ◽

Mixed Frequency Data

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Forecasting Chinese GDP with Mixed Frequency Data Set: A Generalized Lasso Granger Method

Lecture Notes in Computer Science - Advances in Swarm Intelligence ◽

10.1007/978-3-642-38715-9_20 ◽

2013 ◽

pp. 163-172

Author(s):

Zhe Gao ◽

Jianjun Yang ◽

Shaohua Tan

Keyword(s):

Frequency Data ◽

Data Set ◽

Mixed Frequency ◽

Generalized Lasso ◽

Mixed Frequency Data

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Development and Research of Models of Time Mixed-Frequency Data on an Example of the Analysis of Productivity of Grain Crops

2018 Ivannikov Ispras Open Conference (ISPRAS) ◽

10.1109/ispras.2018.00016 ◽

2018 ◽

Author(s):

Irina Bolodurina ◽

Denis Parfenov ◽

Kristina Pivovarova

Keyword(s):

Frequency Data ◽

Mixed Frequency ◽

Grain Crops ◽

Mixed Frequency Data

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Macroeconomics and the Reality of Mixed Frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.2069998 ◽

2012 ◽

Author(s):

Eric Ghysels

Keyword(s):

Frequency Data ◽

Mixed Frequency ◽

Mixed Frequency Data

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Forecasting Czech GDP Using Mixed-Frequency Data Models

Journal of Business Cycle Research ◽

10.1007/s41549-016-0008-z ◽

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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Can Mixed-Frequency Data Improve the Higher-Order Moments Portfolio Performance?

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2020.1785862 ◽

2020 ◽

pp. 1-21

Author(s):

Shuang Zhao ◽

Wanbo Lu ◽

Muhammad Wajid Raza ◽

Dong Yang

Keyword(s):

Higher Order ◽

Portfolio Performance ◽

Frequency Data ◽

Higher Order Moments ◽

Mixed Frequency ◽

Mixed Frequency Data

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