Regression query

[parulk18]

Hi Everyone

I am working on a research paper, which to analyse the relationship between FII & Nifty returns and also to test the existence of feedback analysis in FII.
I have used the VAR to decide the lag length according to AIC & then on the basis of that I created to VAR equations. one being FII dependent on lagged value of itself & lagged value of nifty returns and other is the vice versa. Also, I showed the impulse response of the 2 series.
But my problem is if I checked the causal relationship via Granger Causality, then the lags at which the relationship was coming significant was different from the VAR lag length. What to do in this case?
If I only stick to VAR analysis along with impulse response, should my paper be accepted for good publication journal? I think the answer is may be no.
If opt for adding Granger Causality also to this, then may the chances of publication increase.
Please guide what to do?

Thanks