Consider the following bivariate VAR(2): $Consider the following bivariate VAR(2): Which of the following coefficient significances are required to be able to say that y1 Granger-causes y2 but not the other way around? A) \alpha 13 and \alpha 14 significant; \alpha 21 and \alpha 22 not significant B) \alpha 21 and \alpha 22 significant; \alpha 13 and \alpha 14 not significant C) \alpha 21 and \alpha 23 significant; \alpha 11 and \alpha 13 not significant D) \alpha 11 and \alpha 13 significant; \alpha 21 and \alpha 23 not significant$ Which of the following coefficient significances are required to be able to say that y₁ Granger-causes y₂ but not the other way around?
A)

\alpha

₁₃ and

\alpha

₁₄ significant;

\alpha

₂₁ and

\alpha

₂₂not significant
B)

\alpha

₂₁ and

\alpha

₂₂ significant;

\alpha

₁₃ and

\alpha

₁₄not significant
C)

\alpha

₂₁ and

\alpha

₂₃ significant;

\alpha

₁₁ and

\alpha

₁₃not significant
D)

\alpha

₁₁ and

\alpha

₁₃ significant;

\alpha

₂₁ and

\alpha

₂₃not significant

Which of the Following Could Be Viewed as a Disadvantage

Multiple Choice

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