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 $\alpha$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

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The Answer of 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 $\alpha$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

Consider the Following Bivariate VAR(2): Which of the Following α\alphaα

Consider the Following Bivariate VAR(2): Which of the Following $\alpha$