Discovering the Network Granger Causality in Large Vector Autoregressive Models

Uematsu, Yoshimasa and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2025) Discovering the Network Granger Causality in Large Vector Autoregressive Models. Journal of the American Statistical Association. ISSN: 0162-1459

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Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© 2025 The Author(s).
Dates:
  • Accepted: 1 January 2025
  • Published (online): 27 February 2025
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 02 Jan 2025 11:00
Last Modified: 20 Sep 2025 02:20
Published Version: https://doi.org/10.1080/01621459.2025.2450836
Status: Published online
Refereed: Yes
Identification Number: 10.1080/01621459.2025.2450836
Open Archives Initiative ID (OAI ID):

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