Economics, Econometrics and Finance
4 years ago

New robust test reveals hidden causal relationships in economic data

MPRA Paper
Vector autoregressive-based Granger causality test in the presence of instabilities
Barbara Rossi, Yiru Wang

Paper Summary

The article discusses a new test for determining cause and effect relationships in data, even when the data is unstable. The researchers found that this new test is more powerful than the traditional method in these situations.

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