Causality Along Subspaces: Theory

This paper extends previous notions of causality to take into account the subspaces along which causality occurs as well as long run causality. The properties of these new notions of causality are extensively studied for a wide variety of time series processes. The paper then proves that the notions of stability, cointegration, and controllability can all be recast under the single framework of causality.

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Year of publication:	2009-04-14
Authors:	Al-Sadoon, M.M.
Institutions:	Faculty of Economics, University of Cambridge
Subject:	Granger causality \| indirect causality \| long run causality \| stability \| controllability \| VARMA

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Series:	Cambridge Working Papers in Economics.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C1 - Econometric and Statistical Methods: General ; C32 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005256254