Economics, Econometrics and Finance
4 years ago

New spectral test reveals hidden predictive power in European production surveys!

ERIM Report Series Research in Management
Decomposing Granger Causality over the Spectrum
Aurélie Lemmens, Christophe Croux, Marnik G. Dekimpe

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The researchers developed a test to see if one thing causes another thing at different time points. This test can be used to predict European production based on surveys.