AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
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Publication:5697624
DOI10.1017/S026646660505005XzbMath1161.62454OpenAlexW2134286287MaRDI QIDQ5697624
Publication date: 18 October 2005
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646660505005x
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Causal inference for structural equations: with an application to wage-price spiral ⋮ Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates ⋮ A class of optimal tests for contemporaneous non-causality in VAR models ⋮ Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria
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Cites Work
- Temporal aggregation and spurious instantaneous causality in multiple time series models
- Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
- Reply to our discussants
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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