*! version 1.0.2 24may2026

Title

asycaus all -- Comprehensive asymmetric causality battery with unified summary and dashboard

Syntax

asycaus all depvar causvar [if] [in] [, options]

Description

Runs the full battery of asymmetric Granger-causality tests on a single pair
of variables and prints a unified summary table at the end (one row per
test x shock type). A combined dashboard graph is produced unless nograph
is set.

Tests included (skipped tests can be turned off with the skip* flags):

1. Static -- Hatemi-J (2012)

2. Fourier -- Nazlioglu, Gormus & Soytas (2016)

3. Efficient -- Hatemi-J (2024)

4. Spectral -- Bahmani-Oskooee, Chang & Ranjbar (2016)

5. Quantile -- Fang, Wang, Shieh & Chung (2026)

*. Dynamic -- Hatemi-J (2021) — runs by default; turn off with skipdynamic

Options

maxlag(#) max VAR lag (default 4)

ic(string) IC (default hjc)

intorder(#) TY augmentation lags (default 1)

boot(#) bootstrap reps (default 500)

seed(#) seed (default 12345)

kmax(#) max Fourier frequency (default 5)

nfreq(#) number of spectral frequencies (default 50)

quantiles(numlist) quantiles for the quantile test

window(#) rolling window for the dynamic test

lnform log of inputs

skipdynamic skip the dynamic time-varying test (faster)

skipspectral skip the spectral test

skipquantile skip the quantile test

nograph suppress graphs

Examples

webuse lutkepohl2, clear

tsset qtr

asycaus all dln_inv dln_inc, maxlag(4) boot(300)

asycaus all dln_inv dln_inc, maxlag(4) boot(300) skipdynamic skipspectral

Author

Dr Merwan Roudane -- merwanroudane920@gmail.com

See asycaus for the package overview.