Gupta, Rangan; Gil-Alana, Luis A.; Yaya, OlaOluwa S. - Department of Economics, Faculty of Economic and … - 2013
This paper applies the causality test in the frequency domain, developed by Breitung and Candelon (2006), to analyze whether sunspot numbers cause global temperatures, using monthly data covering the time period 1880:1-2013:9. While, standard time domain Granger causality test fails to reject...