Good morning and thanks in advice for your time.
Can I use Granger casuality for studying if a financial variable (stock price of a company) can be caused by a non financial variable (like the number of hours the employers work)? If not, do I have to consider my non financial variables as exogenous variables referred to the financial variable?
Thanks
Can I use Granger casuality for studying if a financial variable (stock price of a company) can be caused by a non financial variable (like the number of hours the employers work)? If not, do I have to consider my non financial variables as exogenous variables referred to the financial variable?
Thanks