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- Thu Oct 01, 2015 7:20 am
- Forum: Econometric Discussions
- Topic: Co-integration is found, what there is no granger casuality
- Replies: 0
- Views: 1831
Co-integration is found, what there is no granger casuality
hi, I am doing research on the topic of causal relationship between public debt and GSDP and public debt and total expenditure. While, i doing the calculation, co-integration is found in the data, but doing granger causality test, p value is found more than 5 %. It means there is no causal relations...