Econometrica: May 1982, Volume 50, Issue 3

A Note on Noncausality

https://doi.org/0012-9682(198205)50:3<583:ANON>2.0.CO;2-H
p. 583-592

J. P. Florens, M. Mouchart

The relationship between Granger's [8] and Sims' [13] concepts of noncausality is analyzed in terms of conditional independence and Bahadur's [1] concept of transitivity. In particular their equivalence is easily shown to disappear when uncorrelatedness is replaced by independence.

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