Hello

[habtishlove]

I have a 40 years time series data and thinking to use VAR model, but the preliminary results using Johansen co-integration test revealed absence of long run relationship. Any recommendation to show granger causality relationships other than the usual Granger framework and Todo and Yamato framework too?
Thanks

[dakila]

http://davegiles.blogspot.com.au/2011/0 ... ality.html
http://davegiles.blogspot.com.au/2011/1 ... anger.html