Temporal data, representing chronological observations of complex systems, has always
been a typical data structure that can be widely generated by many domains, such as …

We introduce in this survey the major concepts, models, and algorithms proposed so far to
infer causal relations from observational time series, a task usually referred to as causal …

Projections of commodity prices have long been a significant source of dependence for
investors and the government. This study investigates the challenging topic of forecasting …

Since the survey by Windrum et al.(Journal of Artificial Societies and Social Simulation 10: 8,
2007), research on empirical validation of agent-based models in economics has made …

This study introduces an integrated vector error correction and directed acyclic graph
method for investigating contemporaneous causalities with application to regional scrap …

Conventional structural vector autoregressive (SVAR) models with Gaussian errors are not
identified, and additional identifying restrictions are needed in applied work. We show that …

Contemporaneous causality among residential housing prices of ten major Chinese cities |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with …

Purpose This study aims to investigate dynamic relations among office property price indices
of 10 major cities in China for the years 2005–2021. Design/methodology/approach Using …

Investors and authorities have always placed a high emphasis on commodity price
forecasting. In this study, the issue of daily price index forecasting for flat steel products on …

This study explores dynamic relationships among Chinese housing prices for the years
2010–2019. With monthly data from 99 major cities in China, we use the vector error …