Effects of simultaneity on testing Granger-causality: A cautionary note about statistical problems and economic misinterpretations

Autor(en): Wilde, Joachim 
Stichwörter: Economics; Causation; Causality (physics); Statistics; Unit root; Variable (mathematics); Null hypothesis; Cointegration; Statistical hypothesis testing; Simultaneity; Econometrics; Granger causality; Distributed lag
Erscheinungsdatum: 2012
Herausgeber: Osnabrück: Osnabrück University, Institute of Empirical Economic Research
Journal: Research Papers in Economics
Externe URL: http://ideas.repec.org/p/iee/wpaper/wp0093.html

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