Granger causality and the sampling of economic processes.

This paper provides a discussion of the developments in econometric modelling that are designed to deal with the problem of spurious Granger causality relationships that can arise from temporal aggregation. We outline the distortional effects of using discrete time models that explicitly depend on t...

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Publicado en:Journal of Econometrics Vol. 132; no. 2; pp. 311 - 337
Autores principales: McCrorie, J. Roderick, Chambers, Marcus J.
Formato: Artículo
Publicado: Elsevier Science June 2006
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: Granger causality and the sampling of economic processes.
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          McCrorie, J. Roderick
          Chambers, Marcus J.
      su:
        Aggregation (Statistics)
        Causal models
        Time series analysis
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        subj:
          Aggregation (Statistics)
          Causal models
          Time series analysis
      ab: This paper provides a discussion of the developments in econometric modelling that are designed to deal with the problem of spurious Granger causality relationships that can arise from temporal aggregation. We outline the distortional effects of using discrete time models that explicitly depend on the unit of time and outline a remedy of constructing time-invariant discrete time models via a structural continuous time model. In an application to testing for money-income causality, we demonstrate the importance of incorporating exact temporal aggregation restrictions on the discrete time data. We do this by conducting causality tests in discrete time models that: (a) impose the temporal aggregation restrictions exactly, (b) impose the temporal aggregation restrictions approximately, and (c) do not impose these restrictions at all. Copyright (c) 2006 Elsevier B.V.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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