Götz, Thomas B.; Hecq, Alain W. Granger causality testing in mixed-frequency VARs with possibly (co)integrated processes. (English) Zbl 1477.62369 J. Time Ser. Anal. 40, No. 6, 914-935 (2019). Reviewer: Christopher Policastro (New York) MSC: 62P20 62F03 62M10 62H15 62J05 PDFBibTeX XMLCite \textit{T. B. Götz} and \textit{A. W. Hecq}, J. Time Ser. Anal. 40, No. 6, 914--935 (2019; Zbl 1477.62369) Full Text: DOI
Götz, Thomas B.; Hecq, Alain; Smeekes, Stephan Testing for Granger causality in large mixed-frequency VARs. (English) Zbl 1431.62380 J. Econom. 193, No. 2, 418-432 (2016). MSC: 62M10 62F03 62F40 62P20 PDFBibTeX XMLCite \textit{T. B. Götz} et al., J. Econom. 193, No. 2, 418--432 (2016; Zbl 1431.62380) Full Text: DOI Link
Götz, Thomas B.; Hecq, Alain Nowcasting causality in mixed frequency vector autoregressive models. (English) Zbl 1290.62073 Econ. Lett. 122, No. 1, 74-78 (2014). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{T. B. Götz} and \textit{A. Hecq}, Econ. Lett. 122, No. 1, 74--78 (2014; Zbl 1290.62073) Full Text: DOI Link