The traditional Granger causality test, which uses linear regression for prediction, may not capture more complex causality relations. This package enables the utilization of nonlinear forecasting ...

Does the Fed drive the yield curve — or does the yield curve drive the Fed? The answer, embedded in 34 years of data, is both. Every previous project in this series modeled the yield curve spread in ...

1 Faculty of Science and Technology, University of Macau, Macau SAR, China. 2 School of Computer Science and Engineering, Hunan University of Science and Technology, Xiangtan, China. 3 School of ...