Granger causality and Johansen

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Sahara
Posts: 10
Joined: Tue Apr 17, 2012 11:32 am
Location: Hamburg

Granger causality and Johansen

Postby Sahara » Tue Dec 11, 2012 9:10 am

Hey, users!

I have a question regarding the data to use to Granger causality and Johansen cointegration test. Can I use the exact same data for both tests, since one requires stationarity and the other non-stationary?

Sahara
Top
nannigia
Posts: 20
Joined: Mon Nov 10, 2008 10:56 pm
Contact:
Contact nannigia

Re: Granger causality and Johansen

Postby nannigia » Fri Dec 28, 2012 9:24 am

Yes you can. You need to use first difference to make them stationary to be used. for more details you can check this website

http://www.youtube.com/user/sayedhossain23/featured
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests