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A modified Sims' test which bypasses the traditional Aristotelian causality can be used to determine the appropriate causal ordering among Important economic variables This test can provide valuable insight into many economic relationships, thereby providing additional information for policy application and model formulation

Keywords: Statistical exogeneity ; Causal ordering ; Empirical filtering ; Autocorrelation ; Bidirectional feedback ; Unidirectional causality

Subject(s): Agricultural and Food Policy

Research Methods/ Statistical Methods

Issue Date: 1979-10

Publication Type: Journal Article

PURL Identifier: http://purl.umn.edu/148571 Published in: Agricultural Economics Research, Volume 31, Number 4 Page range: 1-6

Total Pages: 6

Record appears in: United States Department of Agriculture (USDA) > Economic Research Service > Agricultural Economics Research





Autor: Bishop, Robert V.

Fuente: http://ageconsearch.umn.edu/record/148571?ln=en







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