Cointegration and causality in international agricultural economics research
综述了格兰杰因果检验在国际农业经济学中的应用，讨论了协整理论、非平稳性、检验方法优劣及高维模型中的双变量因果问题，并展望了最新计量方法的应用前景。
Abstract A review of literature on applications of Granger causality to problems in international agricultural economics research is summarized. The review relates to cointegration theory, and it identifies the areas where recent econometric developments may be of value. Testing procedures are outlined, and a discussion is provided on questions such as non‐stationarity and asymptotic distribution of non‐causality tests, the relationship between cointegration and causation, the relative merits of various testing procedures, and concerns about testing bivariate causality in higher dimensional models. Finally, a recent econometric development is discussed and its future use in applied research is discussed.