Work

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

Year: 2006

Type: article

Source: Journal of Macroeconomics

DOI: 10.1016/j.jmacro.2005.10.015

Authors: Wei-Xing Zhou, Didier Sornette

Institutions: Centre National de la Recherche Scientifique, East China University of Science and Technology, Institut de Physique de Nice, University of California, Los Angeles

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2000538464

FWCI: 1.899

Cites: 40

Cited by: 56

Related to: 10