Chapter 9

Testing for Causality: A Survey of the Current Literature

Nicholas Apergis    University of Piraeus, Piraeus, Greece

Abstract

This survey reports a review of different approaches in causal inference available in the relevant literature. Special emphasis is placed on certain causality methodologies, such as, bivariate causality tests in time series, multivariate causality tests in time series, alternative causality test approaches in time series, asymmetric causality, linear panel causality, nonlinear causality, and nonparametric causality. At the same time, real examples, associated with each test, are reported that provide a clear description of the test application.

Keywords

asymmetric causality
nonparametric causality
panel causality ...

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