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Testing for Granger causality with mixed frequency data

Crossref DOI link: https://doi.org/10.1016/j.jeconom.2015.07.007

Published Print: 2016-05

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Ghysels, Eric

Hill, Jonathan B.

Motegi, Kaiji
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Article Title: Testing for Granger causality with mixed frequency data

Journal Title: Journal of Econometrics

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jeconom.2015.07.007

Content Type: article

Copyright: Copyright © 2016 Elsevier B.V. All rights reserved.