Is Granger-Causality Really Far from Causality?

Although according to many theoretical econometricians the definition of causality proposed by Granger differs from other definitions of causation in the philosophy of science, in this paper we argue that it is not completely lacking in philosophical legitimacy. We attempt to shed new light on the nexus between Granger's and Hume's causality notions by considering the concept of contiguity. In particular, we proove that the existence of a Granger causal link between two stochastic processes requests that these are “contiguous” or that exist a chain of processes, one contiguos the next, which links the two distant processes and that is very similar to Hume's approach