A review of the Granger-causality fallacy
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- Hsiu-Yun Lee & Kenneth Lin & Jyh-Lin Wu, 2002. "Pitfalls in using Granger causality tests to find an engine of growth," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 411-414.
- Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-237, April.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
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KeywordsGranger-causality; epistemology of causality; causality testing;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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