Emanuele Lopetuso

University of Reading - ICMA Centre

Whiteknights

Henley, RG9 3AU

United Kingdom

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Scholarly Papers (1)

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Identification and Inference of Long-Run Causal Exogeneity: A Graphical Approach

Number of pages: 45 Posted: 01 May 2024
Emanuele Lopetuso, Michael Clements and Andrew Urquhart
University of Reading - ICMA Centre, University of Reading and University of Reading - ICMA Centre
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Abstract:

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Exogeneity, Causality, Causal Inference, Long-Run Causality, Cointegrated Vector Autoregression