Testing for causality: a personal viewpoint

C. Granger · 1980

Summary

Tests based on the definitions of causality are considered and the use of post-sample data emphasized, rather than relying on the same data to fit a model and use it to test causality.

Published: 1980-01-01
Cited by: 1,956
References: 30
DOI: https://doi.org/10.1017/cbo9780511753978.003
Semantic Scholar: https://api.semanticscholar.org/CorpusID:118846126

References

Causality in temporal systems: Characterization and a surveyDavid A. Pierce, Larry D. Haugh — 1977
The characterization of instantaneous causality: A commentDavid A. Pierce, Larry D. Haugh — 1979
MONEY, INCOME AND CAUSALITY: THE U.K. EXPERIENCEDonald R. Williams, C. A. E. Goodhart, David Gowland — 1976
Money, Income, and CausalityChristopher A. Sims — 1972
Impulse Response Identification and Causality Detection for the Lydia-Pinkham DataPeter E. Caines, Suresh Sethi, T. Brotherton — 1977
Causality characterizations: bivariate, trivariate, and multivariate propositionsGary R. Skoog — 1976
The characterization of instantaneous causality: A correctionJ. Michael Price — 1979
Exogeneity and Causal Ordering in Macroeconomic ModelsChristopher A. Sims — 1976
Feedback Induced by Measurement ErrorsPaul Newbold — 1978
World Inflation and Monetary Accommodation in Eight CountriesRobert J. Gordon, Robert E. Hall, Michael Parkin — 1977
Inflation and the Issue of Unidirectional Causality: A NoteHarold A Black — 1978
Forecasting in dynamic models with stochastic regressorsDavid A. Pierce — 1975
An introduction to bilinear time series modelsKeith Ord, Clive W. J. Granger, Allison P. Anderson — 1979
Inflation and incomes policy: An application of time series modelsEdgar L. Feige, Douglas K. Pearce — 1976
Causality and econometricsArnold Zellner — 1979
Testing the exogeneity specification in the complete dynamic simultaneous equation modelJohn Geweke — 1978
EXPERIMENTS IN TIME REVERSAL.O. E. Overseth — 1969
Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?Edgar L. Feige, Douglas K. Pearce — 1976
Economic Processes Involving FeedbackClive W. J. Granger — 1963
Money Wages, Prices, and CausalityYash P. Mehra — 1977

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