مرکز منطقه ای اطلاع رساني علوم و فناوري - Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data

Title of article :

Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data

Author/Authors :

Wei-Xing Zhou، نويسنده , , Didier Sornette، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

195

To page :

224

Keywords :

causality , Time-dependent correlation , Lead–lag , time series , Stock markets , Bondyields , inflation , unemployment , Distance matrix , GDP growth

Journal title :

Journal of Macroeconomics

Serial Year :

2006

Journal title :

Journal of Macroeconomics

Record number :

235264

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=235264