| Article ID: | iaor19931628 |
| Country: | Spain |
| Volume: | 33 |
| Start Page Number: | 165 |
| End Page Number: | 185 |
| Publication Date: | Jun 1991 |
| Journal: | Estadistica Espagne |
| Authors: | Trivez F. Javier |
| Keywords: | Granger causality |
In this work two theorems, enunicated by the author with respect to the bivariate framework, are generalised to the time series multivariate framework, relative to the equivalent conditions of Granger’s (non) causality (unidirectional and instantaneous). The influence which the supposed regime of econometric identification might have on the said theorems is also analysed.