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

Wei-Xing Zhou and Didier Sornette

Journal of Macroeconomics, 2006, vol. 28, issue 1, 195-224

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (31)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0164-0704(05)00084-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmacro:v:28:y:2006:i:1:p:195-224

Access Statistics for this article

Journal of Macroeconomics is currently edited by Douglas McMillin and Theodore Palivos

More articles in Journal of Macroeconomics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().