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by bobby_2807
Sat Sep 26, 2009 1:07 pm
Forum: Econometric Discussions
Topic: Granger Causality problems
Replies: 2
Views: 8188

Granger Causality problems

Hi, I'm testing for a relationship between Government Spending and GDP, I've confirmed cointegration for some countries, and a lack for others. For the cointegrated one's, I estimate a VEC, and then perform a causality test via "view - lag structure - granger causality/block exogeneity test&quo...

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