detect such relationships from multivariate time series, Granger causality, an idea first developed in econometrics, has been … formulated in terms of vector autoregressive (VAR) models. Granger causality for count time series, often seen in ecology, has … series. The present research investigates the appropriateness of VAR-based Granger causality for ecological count time series …

Granger causality test confirms that fiscal deficit causes current account deficit but not the other way around. Practical …