I have an idea but I'm still not sure if it's right. I will look at the link now.

On Apr 19, 2023, at 18:57, JOSE FRANCISCO PERLES RIBES <jfperles@gmail.com> wrote:

Dear Nikola:

I'm not sure, but probably it would be possible to test for non-Granger causality test as David Giles explains for Eviews using your option VEC Granger Causality Test/ Block Exogeneity Wald Test with the VAR options in Gretl.