Causality, Conditional Exogeneity, and Granger Causality
نویسندگان
چکیده
We relate notions of structural causality and conditional exogeneity as de ned in White and Chalak (2006) (WC) to the concept of Granger causality. We show that given conditional exogeneity, structural non-causality implies retrospective Granger non-causality, an extension of the classical Granger (1969) non-causality condition. We also provide a form of converse to this result and tests for retrospective Granger non-causality.
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