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Testing for Granger's Full Causality

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Author Info
Covey, Ted
Bessler, David A

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Abstract

A procedure is proposed to test for the existence of a fully causal relationship between two variables. The method involves contrasting the probabilistic forecasting performance of a univariate and bivariate specification for the same variable Y. If there exists some theory or belief that X causes Y, and the addition of a variable X to the information set of a prequential forecasting system for a variable Y reduces miscalibration and/or the level of forecast uncertainty with respect Y's distribution for the next period, then a fully causal effect running from X to Y may be inferred. Vector autoregression allows testing for feedback. The method is to be applied to the issue of causality between the live cattle futures market and a major slaughter cattle cash market. Copyright 1992 by MIT Press.

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Publisher Info
Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 74 (1992)
Issue (Month): 1 (February)
Pages: 146-53
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Handle: RePEc:tpr:restat:v:74:y:1992:i:1:p:146-53

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Web page: http://mitpress.mit.edu/journals/

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  1. David A. Bessler & Robert Ruffley, 2004. "Prequential analysis of stock market returns," Applied Economics, Taylor and Francis Journals, vol. 36(5), pages 399-412, March. [Downloadable!] (restricted)
  2. Se Kyu Choi-Ha & Luis Felipe Lagos, 2003. "El Dinero como Indicador Líder," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 259-283. [Downloadable!]
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