Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates
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- Yao, Can-Zhong & Lin, Ji-Nan & Lin, Qing-Wen & Zheng, Xu-Zhou & Liu, Xiao-Feng, 2016. "A study of causality structure and dynamics in industrial electricity consumption based on Granger network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 297-320.
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More about this item
KeywordsThermal optimal path; Time series; Inflation; GDP growth; Convention;
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