Mixed Causal-Noncausal Models

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In this article, I want to familiarize you with mixed causal-noncausal autoregressive models: a topic that I have extensively studied in my PhD thesis and have continued to do - together with S\'{e}bastien Fries - here at the VU. The first section provides some intuition on how such models emerged from theory. For applied econometricians, the second section discusses some empirical applications and future research ideas for these models.

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