Econometrics # 28 : Granger Causality with EViews - Dr. Tehseen Jawaid

This video/lecture tells about granger causality application with EViews.
Complete reference as discussed in above video:
Jones, J.D. (1989). A comparison of lag length selection techniques in tests of granger causality between money growth and inflation: Evidence from the US: 1959-86. Applied Economics, 21(1), 809-822.
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[@karimullah593]

You have made econometrics as easy as on a fingertips

[@sadyazeeshan4289]

Well explained and to the point.

[@himanshigarg8249]

Nicely explained sir..it helps a lot to understand econometrics step by step..u explained this with utmost clarity.

[@savitanagar1659]

So nice explaination sir. It's very helpful for me

[@rwaewae]

A well explained video. thanx

[@shy1954]

thanks sir

[@srijananant6889]

Great sir, love from india.

[@abidemisomoye]

Thank You.

[@user-nr5vw3vz1y]

Thank you professor for informative video,with sincere respect ,could you please tell me what will be the next pricess after ganger causality test ,you said there is unidirectional causality then what should we do in this case??

[@aminaahmedalibelal5676]

How you made things as simple as that? God bless you.

[@LesegoPThipe]

Thank you. I just wanted to know why are we only using the 5% level of significance?

[@TJAcademyofficial]

U can use it according to literature even at 10%

[@Fatima-bv1nu]

what is minimum required sample size for the granger causality test?

[@zarnishrajput1789]

Aoa sir plzzz ARCH or GRACH MODEL KI VIDO DAL DY PLZZZ

[@savitanagar1659]

But i have one doubt
I have 32 variables in my research then how I can decide that which variables should be checked Granger causilty ?
Ex. I hv gdp, gold price, silver price, fdi, fii etc then for all how I can check?

[@TJAcademyofficial]

Select all and apply the test

[@ayeshasilva627]

Sir when my variables is non stationary how i can use them for this test

[@varshaSharma-yv8qu]

Sir how can I get your full course for econometrics

[@yathidevkm4050]

Is the data of GDP and FDI true? Can i get this data in excel form??

[@TJAcademyofficial]

Yes you can download from worldbank database

[@samfisher1250]

does causality indicates cointegration?

[@TJAcademyofficial]

No

[@pradiptanugraha4828]

are the unit root processes dont included here sir ?

[@TJAcademyofficial]

No need for Granger causality

[@PS5_PixelParadise]

@@TJAcademyofficial Sir we need to check for stationary series and error auto correlation for Granger casuality right? Anything else we should check?

[@afreenkhan1290]

What does f- statistic shows?

[@TJAcademyofficial]

Prob and f-stats show same thing.

[@afreenkhan1290]

@@TJAcademyofficial okay, thank you

[@anumarshad1281]

what is AD-hoc selection?

[@TJAcademyofficial]

Ad-hoc selection means I can have any lag depends on your sample size and best results

[@FaizKaz]

naashta nahi kya kya...

[@manzoorali3138]

Sir clear nahi dek raha hy