• Table of Contents
    • Abstract
    • Keywords
    • Article
      • 1 Definitions
      • 2 Motivation and interpretation of Granger–Sims causality
      • 3 Equivalence and non-equivalence of Granger and Sims causality
      • 4 The connection between Granger–Sims causality and potential outcomes
      • 5 Summary
    • See Also
    • Bibliography
    • How to cite this article

Granger–Sims causality

G. M. Kuersteiner
From The New Palgrave Dictionary of Economics, Second Edition, 2008
Edited by Steven N. Durlauf and Lawrence E. Blume
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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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Keywords

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Article

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How to cite this article

Kuersteiner, G. M. "Granger–Sims causality." The New Palgrave Dictionary of Economics. Second Edition. Eds. Steven N. Durlauf and Lawrence E. Blume. Palgrave Macmillan, 2008. The New Palgrave Dictionary of Economics Online. Palgrave Macmillan. 22 October 2014 <http://www.dictionaryofeconomics.com/article?id=pde2008_G000190> doi:10.1057/9780230226203.0665

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