Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5059153 | Economics Letters | 2014 | 5 Pages |
Abstract
This paper introduces nowcasting causality as the mixed-frequency version of instantaneous causality. We analyze the relationship between nowcasting and Granger causality in a mixed-frequency VAR and illustrate its impact on the significance of high-frequency variables in mixed-frequency conditional models.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Thomas B. Götz, Alain Hecq,