Short run and long run causality in time series

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How researchers see this paper

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Testing for short- and long-run causality: A frequency-domain approach (2006, result): “This is an important conceptual difference to the approach suggested by Dufour and Renault (1998, 2005).”
Granger-causality in quantiles between financial markets: Using copula approach ☆ (2014, methodology): “Following a series of seminal papers by Granger (1969, 1980, 1988), Granger-causality (GC) test becomes a standard tool to detect causal relationship. Granger-causality in mean (GCM) is widely analyzed between macroeconomic variables, such as between money and income, consumption and output, etc. cf”
Granger causality and path diagrams for multivariate time series (2007, methodology): “For a more general discussion of Granger-causality in multivariate models, Dufour and Renault (1998) introduced the notion of Granger-noncausality at different horizons h.”