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Granger Causality in the Presence of Structural Changes

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Author Info
Bianchi, Marco (Bank of England)
Abstract

We focus in these paper on Granger shifts or structural breaks. We show that when the assumption of parameter constancy is violated, due to occurrence of structural breaks, Granger causality tests can provide misleading inference about the underlying relationship of causality. We consider a Bayesian model for the detection of structural breaks which can make Granger causality tests ÔrobustÕ to the presence of structural instabilities in the sample. An application of the method to the Canadian series of GNP and M1 is presented.

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Publisher Info
Paper provided by Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) in its series Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) with number 1995018.

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Length: 21
Date of creation: 01 Jan 1995
Date of revision:
Handle: RePEc:ctl:louvir:1995018

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Related research
Keywords: Granger causality; switching regression model; structural breaks;

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  1. Serena Ng & Timothy Vogelsang, 2002. "Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 353-381. [Downloadable!] (restricted)
    Other versions:
  2. Thierno A. Baldé & Gabriel Rodríguez, 2005. "Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru," Applied Economics Letters, Taylor and Francis Journals, vol. 12(13), pages 841-844, October. [Downloadable!] (restricted)
Statistics
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