Looking behind Granger causality
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References listed on IDEAS
- Chen, Pu & Chihying, Hsiao, 2007.
"Learning Causal Relations in Multivariate Time Series Data,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy (IfW), vol. 1, pages 1-43.
- Chihying, Hsiao & Chen, Pu, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers 2007-15, Kiel Institute for the World Economy (IfW).
- James M. Robins, 2003. "Uniform consistency in causal inference," Biometrika, Biometrika Trust, vol. 90(3), pages 491-515, September.
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- Eichler, Michael, 2007. "Granger causality and path diagrams for multivariate time series," Journal of Econometrics, Elsevier, vol. 137(2), pages 334-353, April.
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- Hoover, Kevin D., 2005. "Automatic Inference Of The Contemporaneous Causal Order Of A System Of Equations," Econometric Theory, Cambridge University Press, vol. 21(01), pages 69-77, February.
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- Georgeta VINTILA & Ioana Laura TIBULCA, 2014. "Can the Corporate Tax Burden be used to predict the Evolution of Business Confidence?," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(1), pages 143-150, January.
- repec:eee:enepol:v:110:y:2017:i:c:p:609-618 is not listed on IDEAS
More about this item
KeywordsGranger Causality; Time Series Causal Model; Graphical Model;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-09-18 (All new papers)
- NEP-ECM-2010-09-18 (Econometrics)
- NEP-ETS-2010-09-18 (Econometric Time Series)
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