Out-Of-Sample Tests for Granger Causality

C-Tier

Journal: Macroeconomic Dynamics

Year: 2001

Volume: 5

Issue: 4

Pages: 598-620

Authors (3)

Chao, John (University of Maryland) Corradi, Valentina (University of Surrey) Swanson, Norman R. (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count