DIFFICULTIES WITH TESTING FOR CAUSATION

被引：98

作者：

JACOBS, RL

LEAMER, EE

WARD, MP

机构：

来源：

ECONOMIC INQUIRY | 1979年 / 17卷 / 03期

关键词：

D O I：

10.1111/j.1465-7295.1979.tb00538.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper examines the use of econometric tests for causality that are based on the work of Granger and Sims. The main conclusion is that it is not possible to infer the direction of causation from observed correlations. There are two reasons why the causality tests cannot reveal the direction of causation from observed correlations. First, the null hypothesis tested is necessary but not sufficient to imply causality. Second, any specification error renders the causality test results uninterpretable. Copyright © 1979, Wiley Blackwell. All rights reserved

引用

页码：401 / 413

页数：13