𝔖 Bobbio Scriptorium
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Causality in Complex Systems

✍ Scribed by Andreas Wagner

Book ID
110238209
Publisher
Springer Netherlands
Year
1999
Tongue
English
Weight
89 KB
Volume
14
Category
Article
ISSN
0169-3867

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In this paper we examine how causality inference and forecasting within a bivariate VAR, consisting of yt and xt, are aected by the omission of a third variable, wt, which causes (a) none, (b) one, and (c) both variables in the bivariate system. We also derive conditions under which causality infere