How does one interpret an element of the "transfer matrix" used to calculate frequency domain granger causality (via VAR models)?
Hi: At a quick glance,  the Geweke, 1982 and 1984 references on the last page of this link are probably necessary reading for understanding it.

I realize that this doesn't answer your question but I'm trying to see if I'm able to send a link without actually typing the link.
and I don't know how to do that in a comment. Hopefully it works here.