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A routine exercise designed to test one's knowledge; often from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

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Granger causality

I have a variable $A$ which Granger causes a variable $B$, and a variable $C$, separately. Since A and B are very similar in nature, I should expect that $B$ granger caused $C$ as well. Anyway when I …
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