For VARMA models with instantaneous effects, graph separation in a constructed infinite graph implies conditional independence, and an IV regression identifies total causal effects.
Journal of the Egyptian Mathematical Society 23(2), 297–302 (2015) 22 I
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Causality for VARMA processes with instantaneous effects: The global Markov property, faithfulness and instrumental variables
For VARMA models with instantaneous effects, graph separation in a constructed infinite graph implies conditional independence, and an IV regression identifies total causal effects.