Inference on Granger-Causality in the Frequency Domain


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Documentation for package ‘grangers’ version 0.1.0

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bc_test_cond Conditional Granger-causality test of Breitung and Candelon (2006)
bc_test_uncond Unconditional Granger-causality test of Breitung and Candelon (2006)
euro_area_indicators Six Euro Area Monetary Indicators
Granger.conditional Conditional Granger-causality estimation
Granger.inference.conditional Inference on conditional Granger-causality
Granger.inference.difference Inference on the difference between unconditional and conditional Granger-causality
Granger.inference.unconditional Inference on unconditional Granger-causality
Granger.unconditional Unconditional Granger-causality estimation