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Granger–Sims Causality

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Abstract

The concept of Granger–Sims causality is discussed in its historical context. There follows a review of the subsequent literature that explored conditions under which the definitions of Granger and Sims are equivalent. The relationship to the potential outcomes framework is explored in light of recent developments in the literature.

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Kuersteiner, G.M. (2018). Granger–Sims Causality. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95189-5_2095

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