Algunas consideraciones sobre la definición de causalidad de Granger en el análisis econométrico

Authors

  • Hugo Balacco

Abstract

The aim of this paper is to present -in order to systematize and publish them- some considerations on the limits of Granger`s definition of causality (1969), as regards conditional inference, conditional prediction and structural invariance. The paper is based on some recent bibliography: v.g. Sims (1980), Sargent (1981), Richard (1982), etc.; and, in particular, Engle, Hendry and Richard (1983).

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Published

1986-12-30

How to Cite

Balacco, H. (1986). Algunas consideraciones sobre la definición de causalidad de Granger en el análisis econométrico. Económica, 32(2), p. 207–255. Retrieved from https://revistas.unlp.edu.ar/Economica/article/view/5564

Issue

Vol. 32 No. 2 (1986)

Section

Articles

License

The material published in the journal is distributed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) license. This license requires proper credit to be given, a link to the license to be provided, and changes to be indicated. It does not permit commercial use of the work, and if the work is remixed, transformed, or otherwise modified, distribution of such modification is not allowed.