Some recent developments in a concept of causality

By Clive W. J. Granger. 2001

1,607 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Sociology and Political Science, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/49e5455aa9c1988e73827ee138598ce526f0c42c

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Citations in the corpus

Acreage response in Pakistan: a co-integration approach (2002, background): “Co-integration implies the existence of a meaningful long-run equilibrium (Granger, 1988).”
Export-Led Growth in Chile: Assessing the Role of Export Composition in Productivity Growth (2006, background): “A significant error correction term indicates long-run Granger causality from the explanatory to the dependent variables [Granger 1988], where “long-run Granger causality/Granger non-causality” and “endogeneity/weak exogeneity” can be regarded as equivalent [Hall and Milne 1994].”
The electricity consumption versus economic growth of the Polish economy (2012, background): “The existence of cointegration implies long–run Granger causality in at least one direction (Granger, 1988).”
Is there an export or import-led productivity growth in rapidly developing Asian countries? a multivariate VAR analysis (2004, background): “The standard Granger causality test is a joint test on the significance of the short-term lagged difference variables. One could also perform a test of the statistical significance of the lagged cointegrating vector and the error correction term (Luintel and Khan, 1999). This is a test of weak exoge”
Causality Between Energy and Output in the Long-Run (2013, positive): “Granger causality and cointegrationmethods have been extensively used to test for causal relations between the time series of energy, GDP, and other variables since the late 1970's (Kraft and Kraft, 1978; Ozturk, 2010). Early studies relied on Granger causality tests on unrestricted vector autoregre”
FDI, Trade Openness, Capital Formation, and Economic Growth in Bangladesh: A Linkage Analysis (2010, methodology): “To implement, the Vector Autoregressive (VAR) approach is invoked as outlined in Granger (1988).”
Bivariate causality analysis between FDI inflows and economic growth in Ghana (2006, methodology): “We used an innovative and more robust ‘Granger no causality test’ method developed by Toda and Yamamoto (1995), (hereafter called T-Y) to test the direction of causality between the two variables.”
Causal relationship between macro-economic indicators and stock exchange prices in Pakistan (2010, methodology): “…prices includes Ali et al. 315 descriptive statistics, Unit Root Augmented Dickey Fuller (ADF) test proposed by Dickey and Fuller (1979, 1981), Johansen’s (1988, 1991) co-integration test and Granger-causality test proposed by Granger (1986); Engle and Granger (1987) and Granger et al. (2000).”