Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys

International Journal of Forecasting

Volumn 24, Issue 3, 2008, Pages 414-431

  Lemmens, Aurélie ^a   Croux, Christophe ^c   Dekimpe, Marnik G ^b,c  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

^c UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Business surveys; Government forecasting; Granger causality; Production expectations; Spectral analysis

Indexed keywords

EID: 49349097151     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2008.03.004     Document Type: Article

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