The possibilities of Mixed Causal Non-Causal models

Sean Telg
13 April 2020

Academic column by Assistant Professor Sean Telg

Few econometricians may have heard of mixed causal non-causal models, mostly because it has only been tentatively applied to finance economics. Assistent Professor Sean Telg explored the possibilities these kinds of models represented in his PhD, going over their uses in both economics and finance and even creating a package in R to use these models, called MARX. The article below summarizes the mixed causal non-causal model, elaborates on it with some short examples, and poses possible questions to solve.

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