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- Wed May 03, 2017 9:38 pm
- Forum: Econometric Discussions
- Topic: Johansen and Granger causality test
- Replies: 1
- Views: 3062
Johansen and Granger causality test
Greetings everyone, I have a problem regarding the contradiction between the Johansen test result and granger causality ECT result. Based on the Johansen test result, it show that there is 1 long run co-integration. But, when I proceed with granger causality based on VECM, the coefficient of ECT is ...