A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems

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Small sample evidence on the tourism-led growth hypothesis in Lebanon (2014, methodology): “On the basis of the Monte Carlo experiment, Mantalos (2000) and Hacker and Hatemi-J (2006) found that the bootstrap tests improved the robustness of the causality test, particularly for a small sample.”
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2016, background): “Among them, Shukur and Mantalos (2000) particularly point out that small sample corrected LR tests exhibit relatively better power and size properties, even in small samples.”
Multivariate-based causality tests of twin deficits in the US (2002, unknown): “15 Mantalos, P. (2000), ”A Graphical Investigation of the Size and Power of the GrangerCausality Tests in Integrated-Cointegrated VAR Systems,” Studies in Nonlinear Dynamics and Econometrics, Vol.”
Causal independence between energy consumption and economic growth in Liberia: Evidence from a non-parametric bootstrapped causality test (2012, methodology): “Modern energy services based on electricity and 1 For more details surrounding this kind of test, interested readers are referred Horowitz (1995), Dolado and Lütkepohl (1996), Davidson and MacKinnon (1999), Mantalos (2000), Diks, and DeGoede (2001), Hacker and Hatemi, 2006, Lach (2010), etc.”