Granger Causality and U.S. Crop and Livestock Prices

Rod F. Ziemer and Glenn S. Collins

Journal of Agricultural and Applied Economics, 1984, vol. 16, issue 1, 115-120

Abstract: Agricultural economists have recently been attracted to procedures suggested by Granger and others which allow observed data to reveal causal relationships. Results of this study indicate that “causality” tests can be ambiguous in identifying behavioral relationships between agricultural price variables. Caution is suggested when using such procedures for model choice.

Date: 1984
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