Investigating Causal Relations by Econometric Models and Cross-spectral Methods¶
Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
Cited by¶
5 citations across 5 artifacts.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Foreseeing (Prediction)
- Listed in the references but not attached to a specific claim.
- Recurrence
- Stationarity
- Listed in the references but not attached to a specific claim.
- Temporal Dynamics
Mechanisms¶
- Lagged Panel Regression
- … cannot by itself tell a genuine delayed effect from reverse causation running the other way — an outcome that shapes future exposure produces the same lagged correlation — which is why leads must be tested, in the spirit of Granger's caution that temporal precedence is necessary but never sufficient for cause.
This sourceDefines directional and feedback tests using each series’ past, with temporal precedence required but predictive contribution beyond precedence also necessary.
- … cannot by itself tell a genuine delayed effect from reverse causation running the other way — an outcome that shapes future exposure produces the same lagged correlation — which is why leads must be tested, in the spirit of Granger's caution that temporal precedence is necessary but never sufficient for cause.
Verification¶
This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.
Registry ID ref:4834e082f49a · see in the full table