SOME RECENT DEVELOPMENTS IN A CONCEPT OF CAUSALITY
SOME RECENT DEVELOPMENTS IN A CONCEPT OF CAUSALITY
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DOI：
10.1016/0304-4076(88)90045-0
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发表时间：
1988-09-01
影响因子：
6.3
通讯作者：
GRANGER, CWJ
中科院分区：
文献类型：
--
作者：
GRANGER, CWJ
本文考虑了三个独立但相关的主题。(i)因果关系和协整关系是什么？如果一对I(1)级数是协整的，则至少有一个方向上的因果关系。一个暗示是，一些基于不同系列的因果关系测试可能错过了因果关系的一个来源。（ii）在决策科学中是否需要定义“瞬时因果关系”？有人认为不需要这样的定义。能否将因果关系检验用于政策评价？建议这些测试是有用的，但应谨慎评估。
The paper considers three separate but related topics. (i) What is the relationship between causation and co-integration? If a pair of I(1) series are co-integration, there must be causation in at least one direction. An implication is that some tests of causation based on different series may have missed one source of causation. (ii) Is there a need for a definition of ‘instantaneous causation’ in a decision science? It is argued that no such definition is required. (iii) Can causality tests be used for policy evaluation? It is suggested that these tests are useful, but that they should be evaluated with care.