could you please help me with this question !! thank you very much!
 ?To test whether a set of variables called X ?cause? the movements of
another set called ?Y? you should estimate a VAR using the levels of
both sets of variables and then test for the joint exclusion from the
VAR of all variables in set ?Y? at lags greater than a single
time-period. Because of possible simultaneity, it is important to use
an Instrumental Variables estimator.?