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Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
CG
C. W. J. Granger
C. W. J. Granger
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1 August 1969
journal article
Published by
JSTOR
in
Econometrica
Vol. 37
(3)
,
424
https://doi.org/10.2307/1912791
Abstract
There occurs on some occasions a difficulty in deciding the direction of causality between two related variables and also whether or not feedback is occurring. ...
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