I have two time series, X and Y. The number of observations in each time series is the same and the variables would be price(logged). The goal of my research is to analyze if one variable X follows the movement of another variable Y over time.
I know that Granger causality is the standard econometric way to test this kind of relationship. So I started to study this method but, before starting to test the method on my problem, I would like to become more comfortable with this first. But I have no data to practice... and I don't know them! Dou you know examples of price time series (commodities, but not only that) whose causality in well-known (in literature, among the practitioners etc)?
