Academic literature on the topic 'Conditional Granger causality (CGC)'

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Journal articles on the topic "Conditional Granger causality (CGC)"

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Vidhusha S and Kavitha Anandan. "Inter-hemispherical Investigations on the Functional Connectivity of Autistic Resting State fMRI." International Journal of Cognitive Informatics and Natural Intelligence 10, no. 2 (2016): 95–108. http://dx.doi.org/10.4018/ijcini.2016040105.

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Autism spectrum disorders are connected with disturbances of neural connectivity. Functional connectivity is typically examined during a cognitive task, but also exists in the absence of a task i.e., “rest.” Adults with ASD have been found to show weaker connectivity relative to controls. This work focuses on analyzing the brain activation for autistic subjects, measured by fMRI during rest, relative to the control group using interhemispherical analysis. Though both groups activated similarly in cortical areas, indications of under connectivity were exhibited by the autistic group measured by
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Wang, Yu Qing, Hua Fu Chen, and Ling Zeng. "Evaluation of Causal Influences in Model of Motor Control in Left Hands Movement-Readiness State." Applied Mechanics and Materials 195-196 (August 2012): 418–23. http://dx.doi.org/10.4028/www.scientific.net/amm.195-196.418.

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The previous research revealed some functional coupling among nodes in model of motor control in human brain, which described nondirectional synchronous actions among these nodes during movement-readiness state. However, causal relationships among these nodes were still lack, which represented some directional interactions among these nodes in movement-readiness state. In the present study, we used functional magnetic resonance imaging (fMRI) and conditional Granger causality (CGC) method to investigate the interactions in model of motor control in movement-readiness state. Our result showed t
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WONG, HOCK TSEN. "REAL EXCHANGE RATE RETURNS AND REAL STOCK PRICE RETURNS IN THE STOCK MARKET OF MALAYSIA." Singapore Economic Review 64, no. 05 (2016): 1319–49. http://dx.doi.org/10.1142/s0217590816500387.

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This study examines the relationships between real exchange rate returns and real stock price returns in the stock market of Malaysia. The Kwiatkowski, Phillips, Schmidt and Shin (KPSS) and Dickey and Fuller (DF) unit root test statistics show that all the variables examined are found to be stationary in the first differences. The constant conditional correlation (CCC)-multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model shows that real exchange rate return of Malaysian ringgit against the United States dollar (RM/USD) and real stock price return of Kuala Lumpu
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Wang, Li, Jingna Zhang, Ye Zhang, Rubing Yan, Hongliang Liu, and Mingguo Qiu. "Conditional Granger Causality Analysis of Effective Connectivity during Motor Imagery and Motor Execution in Stroke Patients." BioMed Research International 2016 (2016): 1–9. http://dx.doi.org/10.1155/2016/3870863.

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Aims.Motor imagery has emerged as a promising technique for the improvement of motor function following stroke, but the mechanism of functional network reorganization in patients during this process remains unclear. The aim of this study is to evaluate the cortical motor network patterns of effective connectivity in stroke patients.Methods.Ten stroke patients with right hand hemiplegia and ten normal control subjects were recruited. We applied conditional Granger causality analysis (CGCA) to explore and compare the functional connectivity between motor execution and motor imagery.Results.Compa
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Ferro, Demetrio, Jochem van Kempen, Michael Boyd, Stefano Panzeri, and Alexander Thiele. "Directed information exchange between cortical layers in macaque V1 and V4 and its modulation by selective attention." Proceedings of the National Academy of Sciences 118, no. 12 (2021): e2022097118. http://dx.doi.org/10.1073/pnas.2022097118.

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Achieving behavioral goals requires integration of sensory and cognitive information across cortical laminae and cortical regions. How this computation is performed remains unknown. Using local field potential recordings and spectrally resolved conditional Granger causality (cGC) analysis, we mapped visual information flow, and its attentional modulation, between cortical layers within and between macaque brain areas V1 and V4. Stimulus-induced interlaminar information flow within V1 dominated upwardly, channeling information toward supragranular corticocortical output layers. Within V4, infor
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Zhu, Hongmin. "Real-Time Prognostics of Engineered Systems under Time Varying External Conditions Based on the COX PHM and VARX Hybrid Approach." Sensors 21, no. 5 (2021): 1712. http://dx.doi.org/10.3390/s21051712.

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In spite of the development of the Prognostics and Health Management (PHM) during past decades, the reliability prognostics of engineered systems under time-varying external conditions still remains a challenge in such a field. When considering the challenge mentioned above, a hybrid method for predicting the reliability index and the Remaining Useful Life (RUL) of engineered systems under time-varying external conditions is proposed in this paper. The proposed method is competent in reflecting the influence of time-varying external conditions on the degradation behaviour of engineered systems
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Singh, Amanjot, and Manjit Singh. "How linkages fuel dependent economic policy initiatives." International Journal of Law and Management 59, no. 2 (2017): 303–18. http://dx.doi.org/10.1108/ijlma-01-2016-0007.

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Purpose With the globalization and liberalization in terms of increasing financial flows across the countries, the policy makers around the world are not independent in the context of monetary and fiscal policy initiatives. In this regard, this paper aims to attempt to quantify and capture long run, short run as well as time-varying linkages among the two financial stress indices, namely, Kansas City Financial Stress Index (KCFSI) and Indian Financial Stress Index (IFSI) across the monthly period (2004 to 2014). Design/methodology/approach Owing to the non-existence of a standardized financial
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Malekpour, Sheida, and William A. Sethares. "Conditional Granger causality and partitioned Granger causality: differences and similarities." Biological Cybernetics 109, no. 6 (2015): 627–37. http://dx.doi.org/10.1007/s00422-015-0665-3.

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Lu, Xun, Liangjun Su, and Halbert White. "GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA." Econometric Theory 33, no. 2 (2016): 263–91. http://dx.doi.org/10.1017/s0266466616000086.

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Granger noncausality in distribution is fundamentally a probabilistic conditional independence notion that can be applied not only to time series data but also to cross-section and panel data. In this paper, we provide a natural definition of structural causality in cross-section and panel data and forge a direct link between Granger (G–) causality and structural causality under a key conditional exogeneity assumption. To put it simply, when structural effects are well defined and identifiable,G–non-causality follows from structural noncausality, and with suitable conditions (e.g., separabilit
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Wang, Xia, and Yongmiao Hong. "CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH." Econometric Theory 34, no. 4 (2017): 815–49. http://dx.doi.org/10.1017/s026646661700010x.

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We propose a characteristic function based test for conditional independence, applicable to both cross-sectional and time series data. We also derive a class of derivative tests, which deliver model-free tests for such important hypotheses as omitted variables, Granger causality in various moments and conditional uncorrelatedness. The proposed tests have a convenient asymptotic null N (0, 1) distribution, and are asymptotically locally more powerful than a variety of related smoothed nonparametric tests in the literature. Unlike other smoothed nonparametric tests for conditional independence,
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