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Investigating Causal Relations by Econometric Models and Cross-spectral Methods C. W. J. Granger Econometrica, Vol. 37, No. 3. (Aug., 1969), pp. 424-438. Stable URL: http://links.jstor.org/sici?sici=0012-9682%28196908%2937%3A3%3C424%3AICRBEM%3E2.0.CO%3B2-L Econometrica is currently published by The Econometric Society. Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://www.jstor.org/journals/econosoc.html. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is an independent not-for-profit organization dedicated to and preserving a digital archive of scholarly journals. For more information regarding JSTOR, please contact [email protected]. http://www.jstor.org Tue Mar 20 16:55:44 2007

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  • Investigating Causal Relations by Econometric Models and Cross-spectral Methods

    C. W. J. Granger

    Econometrica, Vol. 37, No. 3. (Aug., 1969), pp. 424-438.

    Stable URL:

    http://links.jstor.org/sici?sici=0012-9682%28196908%2937%3A3%3C424%3AICRBEM%3E2.0.CO%3B2-L

    Econometrica is currently published by The Econometric Society.

    Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available athttp://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtainedprior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content inthe JSTOR archive only for your personal, non-commercial use.

    Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained athttp://www.jstor.org/journals/econosoc.html.

    Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printedpage of such transmission.

    JSTOR is an independent not-for-profit organization dedicated to and preserving a digital archive of scholarly journals. Formore information regarding JSTOR, please contact [email protected].

    http://www.jstor.orgTue Mar 20 16:55:44 2007

    http://links.jstor.org/sici?sici=0012-9682%28196908%2937%3A3%3C424%3AICRBEM%3E2.0.CO%3B2-Lhttp://www.jstor.org/about/terms.htmlhttp://www.jstor.org/journals/econosoc.html

  • You have printed the following article:

    Investigating Causal Relations by Econometric Models and Cross-spectral MethodsC. W. J. GrangerEconometrica, Vol. 37, No. 3. (Aug., 1969), pp. 424-438.Stable URL:

    http://links.jstor.org/sici?sici=0012-9682%28196908%2937%3A3%3C424%3AICRBEM%3E2.0.CO%3B2-L

    This article references the following linked citations. If you are trying to access articles from anoff-campus location, you may be required to first logon via your library web site to access JSTOR. Pleasevisit your library's website or contact a librarian to learn about options for remote access to JSTOR.

    References

    5 Spectral Analysis of Seasonal Adjustment ProceduresMarc NerloveEconometrica, Vol. 32, No. 3. (Jul., 1964), pp. 241-286.Stable URL:

    http://links.jstor.org/sici?sici=0012-9682%28196407%2932%3A3%3C241%3ASAOSAP%3E2.0.CO%3B2-N

    6 Actions, Consequences, and Causal RelationsGuy H. OrcuttThe Review of Economics and Statistics, Vol. 34, No. 4. (Nov., 1952), pp. 305-313.Stable URL:

    http://links.jstor.org/sici?sici=0034-6535%28195211%2934%3A4%3C305%3AACACR%3E2.0.CO%3B2-K

    8 Recursive vs. Nonrecursive Systems: An Attempt at Synthesis (Part I of a Triptych on CausalChain Systems)Robert H. Strotz; H. O. A. WoldEconometrica, Vol. 28, No. 2. (Apr., 1960), pp. 417-427.Stable URL:

    http://links.jstor.org/sici?sici=0012-9682%28196004%2928%3A2%3C417%3ARVNSAA%3E2.0.CO%3B2-R

    http://www.jstor.org

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