Assuming That You Have a VAR Model with 2 Variables

Assuming that you have a VAR model with 2 variables (A and B) including many lags, how can you test whether A cause Granger-causes changes in B?

A) By observing if the differences in correlation between A and B are statistically significant
B) Impose restrictions that all the coefficients of the lags of A are equal to 0 in the equation for B of the VAR model and test the joint hypothesis within the F-test framework
C) Impose restrictions that all the coefficients of the lags of B are equal to 0 in the equation for A of the VAR model and test the joint hypothesis within the F-test framework
D) None of the above

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