Two Sides of the Same Coin? Employing Granger Causality Tests in a Time Series Cross-Section Framework
Two Sides of the Same Coin? Employing Granger Causality Tests in a Time Series Cross-Section Framework
复制标题
同一枚硬币的两面？
作者：
M. Hood;Q. Kidd;Irwin L. Morris
在本文中，我们介绍了一种最近开发的方法，用于评估时间序列横截面格兰杰框架中因果同质性的假设。在描述了程序和适当的分析背景后，我们采用这种新方法来研究南方二战后政党制度的转变。具体来说，我们分析了该地区黑人动员与共和党增长之间的因果关系。我们发现，黑人动员格兰杰导致了整个南方共和党的增长，而共和党增长格兰杰只在南方腹地引发了黑人动员。我们讨论了我们的结果的实质性意义，并得出了适当使用该程序的指南以及对该方法的未来扩展的建议。
In this paper, we introduce a recently developed methodology for assessing the assumption of causal homogeneity in a time series cross-section Granger framework. Following a description of the procedure and the analytical contexts for which it is appropriate, we implement this new approach to examine the transformation of the post-World War II party system in the South. Specifically, we analyze the causal relationship between black mobilization and GOP growth in the region. We find that black mobilization Granger caused Republican growth throughout the South, whereas Republican growth Granger caused black mobilization only in the deep South. We discuss the substantive significance of our results and conclude with guidelines for the appropriate use of this procedure and suggestions for future extensions of the method.