• Title of article

    Non-causality: The role of the omitted variables

  • Author/Authors

    Umberto Triacca، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    4
  • From page
    317
  • To page
    320
  • Abstract
    In this paper a proof is offered that if a variable Y3 does not cause a variable Y1 in the bivariate system (Y1, Y3) and Y3 causes a variable Y1 in higher-order system (Y1, Y2, Y3), then the omitted variable Y2 must cause the variable Y1 in the bivariate system (Y1, Y2) and in the trivariate system (Y1, Y2, Y3).
  • Keywords
    Granger causality , Omitted variables , time series
  • Journal title
    Economics Letters
  • Serial Year
    1998
  • Journal title
    Economics Letters
  • Record number

    434626