For VARMA models with instantaneous effects, graph separation in a constructed infinite graph implies conditional independence, and an IV regression identifies total causal effects.
John Wiley & Sons (2019)
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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.