Measuring and testing Granger causality over the spectrum

An application to European production expectation surveys

A. Lemmens, C. Croux, M.G. Dekimpe

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)414-431
JournalInternational Journal of Forecasting
Volume24
Issue number3
Publication statusPublished - 2008

Cite this

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title = "Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys",
author = "A. Lemmens and C. Croux and M.G. Dekimpe",
year = "2008",
language = "English",
volume = "24",
pages = "414--431",
journal = "International Journal of Forecasting",
issn = "0169-2070",
publisher = "Elsevier",
number = "3",

}

Measuring and testing Granger causality over the spectrum : An application to European production expectation surveys. / Lemmens, A.; Croux, C.; Dekimpe, M.G.

In: International Journal of Forecasting, Vol. 24, No. 3, 2008, p. 414-431.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Measuring and testing Granger causality over the spectrum

T2 - An application to European production expectation surveys

AU - Lemmens, A.

AU - Croux, C.

AU - Dekimpe, M.G.

PY - 2008

Y1 - 2008

M3 - Article

VL - 24

SP - 414

EP - 431

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 3

ER -