Question: Continuting the previous exercise, suppose that both Y2t does not Granger-cause Y1t , and Y1t does not Granger-cause Y2t . What are the implications for

Continuting the previous exercise, suppose that both Y2t does not Granger-cause Y1t , and Y1t does not Granger-cause Y2t . What are the implications for the VAR coefficient matrices A1 and A2?

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