Sammenlign metoder

	Granger-kausalitetstest	Vektorautoregresjon (VAR)
Fagfelt	Økonometri	Økonometri
Familie	Regression model	Regression model
Opprinnelsesår	1969	1980
Opphavsperson	Clive W. J. Granger	Christopher A. Sims
Type	Time-series predictive causality test	Multivariate time-series model
Opprinnelig kilde	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Alias	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	VAR, VAR model, vector autoregressive model, multivariate autoregression
Relaterte	5	5
Sammendrag	The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.	Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.