Dufour, Jean-Marie; Renault, Eric - In: Econometrica 66 (1998) 5, pp. 1099-1126
Causality in Granger's sense is defined in terms of predictibility one period ahead. The notion of causality is generalized by considering causality at any given horizon 1 = h = inifinity, providing a rigorous formalization of indirect causal effects and causality chains in (possibly)...