Dear all,

I am doing a research on the causality relation between Economic Growth/GDP, Electricity Consumption, and other variables. I will be using a Multivariate Co-integration Model jointly with the Multivariate Granger Causality. Can anyone advise me the steps on how to do Multivariate Co-integration Model jointly with the Multivariate Granger Causality or which book or material to follow? Thanks in advance for your help.