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The General Equivalence of Granger and Sims Causality

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  • Chamberlain, Gary
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    Article provided by Econometric Society in its journal Econometrica.

    Volume (Year): 50 (1982)
    Issue (Month): 3 (May)
    Pages: 569-81

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    Handle: RePEc:ecm:emetrp:v:50:y:1982:i:3:p:569-81

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    Cited by:
    1. D. Sornette & W. -X. Zhou, 2004. "Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method," Papers cond-mat/0408166, arXiv.org.
    2. Michael Lechner & Ruth Miquel, 2005. "Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions," University of St. Gallen Department of Economics working paper series 2005 2005-17, Department of Economics, University of St. Gallen.
    3. Zhou, Wei-Xing & Sornette, Didier, 2006. "Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 195-224, March.
    4. Conway, Roger K. & Swamy, P. A. V. B. & Yanagida, John F. & Muehlen, Peter von zur, 1984. "The Impossibility of Causality Testing," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 3.
    5. Rashid, Abdul, 2004. "Sectoral Linkages; Identifying the Key Growth Stimulating Sector of the Pakistan Economy," MPRA Paper 27210, University Library of Munich, Germany.
    6. Angrist, J.D., 1996. "Conditional Independance in Sample Selection Models," Working papers 96-27, Massachusetts Institute of Technology (MIT), Department of Economics.
    7. Roberto Colombi & Sabrina Giordano, 2013. "Monotone dependence in graphical models for multivariate Markov chains," Metrika, Springer, vol. 76(7), pages 873-885, October.
    8. Mosconi, Rocco & Seri, Raffaello, 2006. "Non-causality in bivariate binary time series," Journal of Econometrics, Elsevier, vol. 132(2), pages 379-407, June.
    9. Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen.
    10. José Julián Escario & José Alberto Molina, . "Do tobacco taxes reduce lung cancer mortality?," Working Papers 2000-17, FEDEA.

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