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Books on the topic 'Granger causality'

Author: Grafiati

Published: 4 June 2021

Last updated: 9 June 2025

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1

Yi, Wen. Granger causality and equilibrium business cycle theory. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.

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2

Reuveny, Rafael. International trade, political conflict/cooperation, and Granger causality. Bloomington, Indiana: Indiana University, Graduate School of Business, 1994.

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3

Bianchi, Marco. Granger causality in the presence of structural changes. London: Bank of England, 1995.

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4

Reuveny, Rafael. Disaggregated bilateral trade political conflict/cooperation and Granger causality. Bloomington, Indiana: Indiana University, Graduate School of Business, 1996.

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5

Halbert, 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.

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6

Lyons, 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.

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7

Spanos, Aris. On the statistical implications of modelling the error term: Common factors, Granger-causality and unit roots. London: Birkbeck College, Dept. of Economics, 1987.

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8

Abhyankar, 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.

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9

Philonenko, Alexis. Kant et l'île de la vérité: Néant, chose en soi, sujet transcendantal, causalité, grandeur intensive, temps, substance. Paris: Librarie philosophique J. Vrin, 2011.

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10

(Editor), Robert F. Engle, and Halbert White (Editor), eds. Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger. Oxford University Press, USA, 1999.

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11

Dobson, S. M. Performance and revenue in professional league football: Evidence from Granger causality tests. University of Hull, Department of Economics, 1997.

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12

Engineering 5. 0 6G Exploring Granger Causality in Dynamical Systems Modeling: The First Cobots Sold,. Independently Published, 2021.

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13

Yang, Chin-Wei. Unit Root, Cointegration, Granger-Causality, Threshold Regression and Other Econometric Modeling with Economics and Financial Da. Ehgbooks, 2018.

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14

Watson, Mark W., Clive W. J. Granger, Norman R. Swanson, and Eric Ghysels. Essays in Econometrics : Volume 2, Causality, Integration and Cointegration, and Long Memory: Collected Papers of Clive W. J. Granger. Cambridge University Press, 2001.

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15

Watson, Mark W., Clive W. J. Granger, Norman R. Swanson, and Eric Ghysels. Essays in Econometrics : Volume 2, Causality, Integration and Cointegration, and Long Memory: Collected Papers of Clive W. J. Granger. Cambridge University Press, 2010.

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16

Wendling, Fabrice, Marco Congendo, and Fernando H. Lopes da Silva. EEG Analysis. Edited by Donald L. Schomer and Fernando H. Lopes da Silva. Oxford University Press, 2017. http://dx.doi.org/10.1093/med/9780190228484.003.0044.

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Abstract:

This chapter addresses the analysis and quantification of electroencephalographic (EEG) and magnetoencephalographic (MEG) signals. Topics include characteristics of these signals and practical issues such as sampling, filtering, and artifact rejection. Basic concepts of analysis in time and frequency domains are presented, with attention to non-stationary signals focusing on time-frequency signal decomposition, analytic signal and Hilbert transform, wavelet transform, matching pursuit, blind source separation and independent component analysis, canonical correlation analysis, and empirical model decomposition. The behavior of these methods in denoising EEG signals is illustrated. Concepts of functional and effective connectivity are developed with emphasis on methods to estimate causality and phase and time delays using linear and nonlinear methods. Attention is given to Granger causality and methods inspired by this concept. A concrete example is provided to show how information processing methods can be combined in the detection and classification of transient events in EEG/MEG signals.

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17

Zhongguo 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.

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18

Zhongguo 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.

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19

Yang, Chin-Wei, 楊慶偉, and 黃柏農. Unit Root, Cointegration, Granger-Causality, Threshold Regression and Other Econometric Modeling with Economics and Financial Data: 單根，共積，格蘭傑爾因果，門檻迴歸及其他計量經濟模式. Ehgbooks, 2018.

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20

Zaanen, Jan. On Time. Oxford University PressOxford, 2024. http://dx.doi.org/10.1093/9780198920793.001.0001.

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Abstract This text revolves around a new and unusual view on the most fundamental puzzle of physics. It focusses on the key aspect that makes the role of the time dimension fundamentally different, dealing on the one hand with general relativity and quantum theory, and on the other hand: causality. The implicit and intuitive way by which causality is usually taken for granted is just made explicit and less self-evident, shedding new light on the gravity–quantum conflict. The case is made that gravity is a necessary condition for a causal universe. But upon turning to the ‘pure’ unitary quantum physics explaining the nature of matter, one is dealing with the strictly acausal time expressed through the thermal quantum field theory machinery. When this acausal microscopic and causal macroscopic world meet, one encounters the wavefunction collapse, that itself may be rooted in the quantum–gravity conflict. Modern ideas are discussed resting on eigenstate thermalization, showing how this may lie eventually at the origin of the irreversible thermodynamics, with its famous second law setting also a direction of time. The case is anchored in the sophisticated modern mathematical machinery of both general relativity and quantum physics, which is typically barely disseminated beyond the theoretical physics floors. The book is unique in the regard that the consequences of this machinery—Riemannian geometry and Penrose diagrams, thermal quantum fields, quantum non-equilibrium, and so forth—are explained in an original, descriptive language, conveying the conceptual consequences while avoiding mathematical technicalities.

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