@Article{Jarocinski_Mackowiak_2017,
  author={Jaroci\'nski, Marek and Ma\'ckowiak, Bartosz},
  title={Granger-causal-priority and choice of variables in vector autoregressions},
  journal={The Review of Economics and Statistics},
  year=2017,
  volume={99},
  number={2},
  pages={319-329},
  month={May},
  doi={10.1162/REST_a_00601},
}