Academic literature on the topic 'Granger causality'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Granger causality.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Granger causality"
Seth, Anil. "Granger causality." Scholarpedia 2, no. 7 (2007): 1667. http://dx.doi.org/10.4249/scholarpedia.1667.
Full textFriston, Karl J., André M. Bastos, Ashwini Oswal, Bernadette van Wijk, Craig Richter, and Vladimir Litvak. "Granger causality revisited." NeuroImage 101 (November 2014): 796–808. http://dx.doi.org/10.1016/j.neuroimage.2014.06.062.
Full textMalekpour, Sheida, and William A. Sethares. "Conditional Granger causality and partitioned Granger causality: differences and similarities." Biological Cybernetics 109, no. 6 (October 16, 2015): 627–37. http://dx.doi.org/10.1007/s00422-015-0665-3.
Full textHe, Zonglu, and Koichi Maekawa. "On spurious Granger causality." Economics Letters 73, no. 3 (December 2001): 307–13. http://dx.doi.org/10.1016/s0165-1765(01)00498-0.
Full textAl-Sadoon, Majid M. "Testing subspace Granger causality." Econometrics and Statistics 9 (January 2019): 42–61. http://dx.doi.org/10.1016/j.ecosta.2017.08.003.
Full textAhmadi, Salman, Girish N. Nair, and Erik Weyer. "Granger causality from quantized measurements." Automatica 142 (August 2022): 110371. http://dx.doi.org/10.1016/j.automatica.2022.110371.
Full textElsner, James B. "Granger causality and Atlantic hurricanes." Tellus A: Dynamic Meteorology and Oceanography 59, no. 4 (January 1, 2007): 476–85. http://dx.doi.org/10.1111/j.1600-0870.2007.00244.x.
Full textTastan, Hüseyin. "Testing for Spectral Granger Causality." Stata Journal: Promoting communications on statistics and Stata 15, no. 4 (December 2015): 1157–66. http://dx.doi.org/10.1177/1536867x1501500411.
Full textAngelini, Leonardo, Mario Pellicoro, and Sebastiano Stramaglia. "Granger causality for circular variables." Physics Letters A 373, no. 29 (June 2009): 2467–70. http://dx.doi.org/10.1016/j.physleta.2009.05.009.
Full textGranderson, Gerald, and Carl Linvill. "Regulation, efficiency, and Granger causality." International Journal of Industrial Organization 20, no. 9 (November 2002): 1225–45. http://dx.doi.org/10.1016/s0167-7187(01)00094-7.
Full textDissertations / Theses on the topic "Granger causality"
AZEVEDO, RONALDO. "GRANGER CAUSALITY IN TIME SERIES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1991. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8782@1.
Full textNeste trabalho fazemos uma revisita à causalidade no sentido de Granger aplicada à s Séries Temporais bivariadas no domÃnio do tempo e da freqüência. Um programa computacional foi escrito usando a linguagem Pascal para, testando casos reais e simulados, construir modelos de causalidade/feedback, que são então analisados no ambiente espectral, com ênfase maior à discussão da coerência e da fase de causalidade.
In this work causality in the sense defined by Granger is revisited. Applications to bivariante temporal systems in time domain and frequency-domain were analysed, using a computer program written in Pascal. After this, spectral methods were developed, with special emphasis on phase and causality-coerence.
Zou, Cunlu. "Applications of Granger causality to biological data." Thesis, University of Warwick, 2010. http://wrap.warwick.ac.uk/35694/.
Full textStokes, Patrick A. "Fundamental problems in Granger causality analysis of neuroscience data." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/97828.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (pages 111-115).
Granger causality methods analyze the flow of information between time series. The Geweke measure of Granger causality (GG-causality) has been widely applied in neuroscience because its frequency-domain and conditional forms appear well-suited to highly-multivariate oscillatory data. In this work, I analyze the statistical and structural properties of GG-causality in the context of neuroscience data analysis. 1. I analyze simulated examples and derive analytical expressions to demonstrate how computational problems arise in current methods of estimating conditional GG-causality. I show that the use of separate full and reduced models in the computation leads to either large biases or large uncertainties in the causality estimates, and high sensitivity to uncertainties in model parameter estimates, producing spurious peaks, valleys, and even negative values in the frequency domain. 2. I formulate a method of correctly computing GG-causality that resolves the above computational problems. 3. I analyze how generative system properties and frequency structure map into GG-causality to demonstrate deeper conceptual pitfalls: (a) I use simulated examples and derive analytical expressions to show that GG-causality is independent of the receiver dynamics, particularly the magnitude of response, which is counter-intuitive to physical notions of causality. (b) Overall, GG-causality combines transmitter and channel dynamics in a way that cannot be disentangled without evaluating the component dynamics of the full model estimate. 4. I discuss relevant concepts from causality analyses in other fields to better place causality analysis in a modeling and system identification framework. The computational uncertainties in GG-causality estimates make the interpretation of frequency-domain structure highly problematic. Even if these computational issues are overcome, correct interpretation of the GG-causality values is still challenging and could be easily misinterpreted without careful consideration of the component dynamics of the full model estimate. Through this work, I provide conceptual clarification of GG-causality and place it in the broader framework of modeling and system analysis, which may enable investigators to better assess the utility and interpretation of such methods.
by Patrick A. Stokes.
Ph. D.
Nasseef, Md Taufiq. "Measuring directed functional connectivity in mouse fMRI networks using Granger Causality." Doctoral thesis, Università degli studi di Trento, 2015. https://hdl.handle.net/11572/368149.
Full textNasseef, Md Taufiq. "Measuring directed functional connectivity in mouse fMRI networks using Granger Causality." Doctoral thesis, University of Trento, 2015. http://eprints-phd.biblio.unitn.it/1582/1/Taufiq_thesis_CiMeC_UniTN.pdf.
Full textSalata, Andrea <1989>. "Differenze topologiche nei Granger Causality Networks: Esempi dal mercato dei CDS." Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/5899.
Full textMbeleke, Paul Wuakoh. "The monetary sector in Cameroon money demand and causality analysis." Thesis, University of Salford, 1997. http://usir.salford.ac.uk/26806/.
Full textGuo, Yuanxiang. "Chinese wheat price analysis - with application of cointegration and Granger causality test." Thesis, Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/52978.
Full textSUN, FEI. "Analysis to China's Urban and Rural CPI Data." Thesis, Uppsala universitet, Statistiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175796.
Full textMurakami, Patricia Nagami. "Causalidade Granger em medidas de risco." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-14072011-221932/.
Full textQuantile Regression, Value at Risk, CAViaR Model, Granger Causality, Granger Causality in Risk
Books on the topic "Granger causality"
Yi, Wen. Granger causality and equilibrium business cycle theory. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Find full textReuveny, Rafael. International trade, political conflict/cooperation, and Granger causality. Bloomington, Indiana: Indiana University, Graduate School of Business, 1994.
Find full textBianchi, Marco. Granger causality in the presence of structural changes. London: Bank of England, 1995.
Find full textReuveny, Rafael. Disaggregated bilateral trade political conflict/cooperation and Granger causality. Bloomington, Indiana: Indiana University, Graduate School of Business, 1996.
Find full textHalbert, White, Engle R. F, and Granger, C. W. J. 1934-, eds. Cointegration, causality, and forecasting: A festschrift in honour of Clive W.J. Granger. Oxford: Oxford University Press, 1999.
Find full textLyons, Susanna E. Cointegration and Granger-causality testing of hypotheses on supply-leading and demand-following finance. Cardiff: Cardiff Business School, Financial and Banking Economics Research Group, 1993.
Find full textSpanos, Aris. On the statistical implications of modelling the error term: Common factors, Granger-causality and unit roots. London: Birkbeck College, Dept. of Economics, 1987.
Find full textAbhyankar, Abhay. Linear and nonlinear Granger causality: Evidence from the FT-SE 100 stock index futures and cash markets. Stirling: University of Stirling, Dept. of Accountancy and Finance, 1994.
Find full textZhongguo jin rong fa zhan yu jing ji zeng chang de yin guo fang xiang xing shi zheng yan jiu: 1995-2004 = An empirical study on the direction of granger causality between financial development and economic growth in China. Beijing Shi: Jing ji ke xue chu ban she, 2008.
Find full textZhongguo jin rong fa zhan yu jing ji zeng chang de yin guo fang xiang xing shi zheng yan jiu: 1995-2004 = An empirical study on the direction of granger causality between financial development and economic growth in China. Beijing Shi: Jing ji ke xue chu ban she, 2008.
Find full textBook chapters on the topic "Granger causality"
Kirchgässner, Gebhard, Jürgen Wolters, and Uwe Hassler. "Granger Causality." In Introduction to Modern Time Series Analysis, 95–125. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-33436-8_3.
Full textKirchgässner, Gebhard, and Jürgen Wolters. "Granger Causality." In Introduction to Modern Time Series Analysis, 93–123. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-73291-4_3.
Full textDeistler, Manfred, and Wolfgang Scherrer. "Granger Causality." In Time Series Models, 167–73. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-13213-1_9.
Full textKuersteiner, G. M. "Granger–Sims Causality." In The New Palgrave Dictionary of Economics, 1–13. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2095-1.
Full textKuersteiner, G. M. "Granger–Sims Causality." In The New Palgrave Dictionary of Economics, 5413–25. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2095.
Full textKuersteiner, G. M. "Granger-Sims causality." In Macroeconometrics and Time Series Analysis, 119–34. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230280830_14.
Full textKoller, Ingrid, Claus H. Carstensen, Wolfgang Wiedermann, and Alexander von Eye. "Granger Meets Rasch: Investigating Granger Causation with Multidimensional Longitudinal Item Response Models." In Statistics and Causality, 231–48. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781118947074.ch10.
Full textGuo, Shuixia, Christophe Ladroue, and Jianfeng Feng. "Granger Causality: Theory and Applications." In Frontiers in Computational and Systems Biology, 83–111. London: Springer London, 2010. http://dx.doi.org/10.1007/978-1-84996-196-7_5.
Full textLi, Xiang, Kaiming Li, Lei Guo, Chulwoo Lim, and Tianming Liu. "Fiber-Centered Granger Causality Analysis." In Lecture Notes in Computer Science, 251–59. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-23629-7_31.
Full textBehzadi, Sahar, Kateřina Hlaváčková-Schindler, and Claudia Plant. "Granger Causality for Heterogeneous Processes." In Advances in Knowledge Discovery and Data Mining, 463–75. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-16142-2_36.
Full textConference papers on the topic "Granger causality"
Park, Il, and Jose C. Principe. "Correntropy based Granger causality." In ICASSP 2008 - 2008 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, 2008. http://dx.doi.org/10.1109/icassp.2008.4518432.
Full textJia, Xinxin, Sanqing Hu, Jianhai Zhang, and Wanzeng Kong. "Blockwise Granger causality and blockwise new causality." In 2015 Seventh International Conference on Advanced Computational Intelligence (ICACI). IEEE, 2015. http://dx.doi.org/10.1109/icaci.2015.7184744.
Full textChvostekova, Martina. "Granger Causality Inference and Time Reversal." In 2019 12th International Conference on Measurement. IEEE, 2019. http://dx.doi.org/10.23919/measurement47340.2019.8779895.
Full textGautama, T., and M. M. Van Hulle. "Surrogate-based test for Granger causality." In 2003 IEEE XIII Workshop on Neural Networks for Signal Processing (IEEE Cat. No.03TH8718). IEEE, 2003. http://dx.doi.org/10.1109/nnsp.2003.1318079.
Full textStramaglia, S., L. Angelini, J. M. Cortes, and D. Marinazzo. "Synergy, redundancy and unnormalized Granger causality." In 2015 37th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC). IEEE, 2015. http://dx.doi.org/10.1109/embc.2015.7319280.
Full textStramaglia, S., L. Angelini, M. Pellicoro, and D. Marinazzo. "Nonlinear granger causality for brain connectivity." In 2011 IEEE International Symposium on Medical Measurements and Applications (MeMeA). IEEE, 2011. http://dx.doi.org/10.1109/memea.2011.5966694.
Full textAmblard, P. O., R. Vincent, O. J. J. Michel, and C. Richard. "Kernelizing Geweke's measures of granger causality." In 2012 IEEE International Workshop on Machine Learning for Signal Processing (MLSP). IEEE, 2012. http://dx.doi.org/10.1109/mlsp.2012.6349710.
Full textBalazia, Michal, Katerina Hlavackova-Schindler, Petr Sojka, and Claudia Plant. "Interpretable Gait Recognition by Granger Causality." In 2022 26th International Conference on Pattern Recognition (ICPR). IEEE, 2022. http://dx.doi.org/10.1109/icpr56361.2022.9956624.
Full textQiu, Huida, Yan Liu, Niranjan A. Subrahmanya, and Weichang Li. "Granger Causality for Time-Series Anomaly Detection." In 2012 IEEE 12th International Conference on Data Mining (ICDM). IEEE, 2012. http://dx.doi.org/10.1109/icdm.2012.73.
Full textSu, Jing-Ru, Jian-Guo Wang, Long-Fei Deng, Yuan Yao, and Jian-Long Liu. "Granger Causality Detection Based on Neural Network." In 2020 IEEE 9th Data Driven Control and Learning Systems Conference (DDCLS). IEEE, 2020. http://dx.doi.org/10.1109/ddcls49620.2020.9275129.
Full textReports on the topic "Granger causality"
Wen, Yi. Granger Causality and Equilibrium Business Cycle Theory. Federal Reserve Bank of St. Louis, 2005. http://dx.doi.org/10.20955/wp.2005.038.
Full textBuiter, Willem. Granger-Causality and Policy Ineffectiveness: A Rejoinder. Cambridge, MA: National Bureau of Economic Research, October 1986. http://dx.doi.org/10.3386/t0061.
Full textHafer, R. W., and Scott E. Hein. Federal Government Debt and Inflation: Evidence from Granger Causality Tests. Federal Reserve Bank of St. Louis, 1986. http://dx.doi.org/10.20955/wp.1986.003.
Full textPerdigão, Rui A. P., and Julia Hall. Spatiotemporal Causality and Predictability Beyond Recurrence Collapse in Complex Coevolutionary Systems. Meteoceanics, November 2020. http://dx.doi.org/10.46337/201111.
Full textMbaye, Safiétou, Rémi Kouabenan, and Philippe Sarnin. L'explication naïve et la perception des risques comme des voies pour améliorer les pratiques de REX: des études dans l'industrie chimique et l'industrie nucléaire. Fondation pour une culture de sécurité industrielle, September 2009. http://dx.doi.org/10.57071/311rex.
Full text