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The purpose of this paper is to propose a version of causality testing that focuses onhow the sign of the returns affects the causality results. We replace the traditional VARspecification used in the Granger causality test by a discrete-time bivariate noisy Mackeyglass model. Our test reveals interesting and previously unexplored relationships in USeconomic series, including inflation, metal, and stock returns

Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns