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

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
  • #1925
    Ali Zafer DalarAli Zafer Dalar

    Authors: Nevra ALHAS EROGLU, Mehmet BOZOGLU, Ugur BASER, Bakiye KILIC TOPUZ


    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.

Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.