The Problem of Aggregation in Spatial Causality Analysis

Steven Blank () and Brian H. Schmiesing

No 293338, Working Papers from University of Arizona, Department of Agricultural and Resource Economics

Abstract: Aggregation across time has major implications for interpretation of causality tests. Empirical tests for three corn markets reveal one-way causality to be "fragile" with respect to changes in the level of time aggregation in data. Dynamic multipliers are discussed as one method of checking model specification.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 25
Date: 1986-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:usazwp:293338

DOI: 10.22004/ag.econ.293338

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