Part VI · Chapter 19

Granger Causality

x Granger-causes y if lagged x improves the forecast of y beyond what lagged y already provides. It's about PREDICTIVE content, not structural causation.

Learning objectives

Set up restricted vs unrestricted regressions.
Interpret F-tests for Granger causality.
Avoid the trap of equating prediction with causation.
Handle stationarity requirements.

Prediction Causality Lab

Seed:

Test results (pseudo)

x → y F-stat (pseudo):
y → x F-stat (pseudo):
Verdict:

Crude SSR comparison; in Gretl use VAR + Granger test.

📐 Granger test

\[ \text{Restricted: } y_t = \sum_{i=1}^p \alpha_i y_{t-i} + u_t \]
\[ \text{Unrestricted: } y_t = \sum \alpha_i y_{t-i} + \sum \beta_j x_{t-j} + u_t \]
\[ F = \frac{(SSR_R-SSR_U)/q}{SSR_U/(T-k)} \]
H₀ x does NOT Granger-cause y
Reject x has predictive content
Both directions feedback system

🔍 What to look for

⚠️ Pro Tip: What to Avoid

Student says

"x Granger-causes y, so x is the structural cause of y."

Why this is wrong

Granger causality is a statement about FORECAST IMPROVEMENT. It does NOT identify a structural causal mechanism. Reverse causality, omitted common factors can produce the same evidence.

Correct interpretation

Report "x has predictive content for y, conditional on lagged y." Structural causation requires identification (IV, sign restrictions, RCT).

📝 Mini-quiz

📋 Key Takeaways

ConceptNote
Granger causalityPredictive content, not structural
TestF-test on cross-lag coefficients
BidirectionalFeedback system — common in macro
StationarityRequired — use differencing or VECM