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how to study the lead and lag relation of two time series?

Michael 
Hi all,

Is there a way to study the lead and lag relation of two time series?

Let's say I have two time series, At and Bt. Is there a systematic way
of concluding whether it's A leading B or B leading A and by how much?

Thanks!

Thread (5 messages)

Michael how to study the lead and lag relation of two time series? Jan 21 Matthieu Stigler how to study the lead and lag relation of two time series? Jan 21 Charles Ward how to study the lead and lag relation of two time series? Jan 22 Sylvain Barthelemy how to study the lead and lag relation of two time series? Jan 22 Washington Santos Silva how to study the lead and lag relation of two time series? Jan 25