Home Forum Presentations Presentations of All Participants – Please Click Here The Causal Relationship Between Temperature Change and Food Indices

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    Ali Zafer DalarAli Zafer Dalar
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    Authors: Nevra ALHAS EROGLU, Mehmet BOZOGLU, Ugur BASER, Bakiye KILIC TOPUZ

    #1972

    Thank you for your good representation. I noticed that your time series are cointegrated. In this case, you need to add one step lagged error correction term to Granger causality test models to remove long term relationships among the time series. Otherwise, you can not comment on short term relatonships by using GC test. I am looking forward your response.

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