Causality Along Subspaces: Theory

Majid M. Al-Sadoon

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Abstract: This paper extends previous notions of causality to take into account the subspaces along which causality occurs as well as long run causality. The properties of these new notions of causality are extensively studied for a wide variety of time series processes. The paper then proves that the notions of stability, cointegration, and controllability can all be recast under the single framework of causality.

Keywords: Granger causality; indirect causality; long run causality; stability; controllability; VARMA. (search for similar items in EconPapers)
JEL-codes: C1 C32 (search for similar items in EconPapers)
Date: 2009-04-14
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Persistent link: http://EconPapers.repec.org/RePEc:cam:camdae:0919

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