Trying to understand Granger Causality analysis
Moderators: EViews Gareth, EViews Moderator
Trying to understand Granger Causality analysis
I'm doing Granger causality on panel data in order to investigate the causal relation between two variables. I was wondering, if I have data for variables A and B in 2010 and 2013, is the following then correct. First, I apply a Granger causality (using zero lags) on A-2010 and B-2013, and then i do the same for B-2010 and A-2013. The only significant F-statistic out of the 4 resulting ones is that A-2013 does not cause B-2010, while all the others are not significant. Am I doing this correct? Then I'm also having a hard time coming to conclusions too; what useful information can I draw from a statement which only tells me that A-2013 does not cause B-2010?
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 2 guests
