CAUSAL—Tests for Granger/Sims Causality

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

CAUSAL—Tests for Granger/Sims Causality

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CAUSAL.RPF is an example of various forms of Granger causality tests. This does a test for FM1 (log of nominal money) Granger causing GDPH (log of real GDP).

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