[ Mariusz Maziarz (2015), “A review of the Granger-causality fallacy”, The Journal of Philosophical Economics, 8(2): 86-105. ]
1. Introduction
2. Popularity of the Method
3. Granger’s ideas on causality
4. Axioms
5. Granger-causality test application and fallacy
6. Methodology
7. The effects of time series transformation
8. Sampling frequency and causality
9. Rational expectations and cause-effect relationship
10. Common cause and indirect causality
11. Conclusions
1. Introduction
2. Popularity of the Method
3. Granger’s ideas on causality
4. Axioms
5. Granger-causality test application and fallacy
6. Methodology
7. The effects of time series transformation
8. Sampling frequency and causality
9. Rational expectations and cause-effect relationship
10. Common cause and indirect causality
11. Conclusions
(2023.04.10.)
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