Code

Nonparametric Granger Causality (bivariate)
   Standard DP test (R implementation)
   Standard DP test with Gaussian kernel

Nonparametric Granger Causality (multivariate)
   3-variate sharpened DW test
   4-variate sharpened DW test

Data

Fiscal variables (Empirical Economics, 2016)
   Data set

M. Wolski
Marcin Wolski, PhD
Economist
European Investment Bank
E-mail: M.Wolski (at) eib.org
Phone: +352 43 79 88708

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