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The Relation between Granger Causality and Directed Information Theory: A Review [PDF]

Entropy, 2012
This report reviews the conceptual and theoretical links between Granger causality and directed information theory. We begin with a short historical tour of Granger causality, concentrating on its closeness to information theory.
Pierre-Olivier Amblard, Olivier J. J. Michel   +1 more
doaj   +2 more sources

Bibliometric Analysis of Granger Causality Studies [PDF]

Entropy, 2023
Granger causality provides a framework that uses predictability to identify causation between time series variables. This is important to policymakers for effective policy management and recommendations.
Weng Siew Lam, Weng Hoe Lam, Saiful Hafizah Jaaman, Pei Fun Lee   +3 more
doaj   +2 more sources

On the interpretability and computational reliability of frequency-domain Granger causality [PDF]

, 2017
This is a comment to the paper 'A study of problems encountered in Granger causality analysis from a neuroscience perspective'. We agree that interpretation issues of Granger Causality in Neuroscience exist (partially due to the historical unfortunate ...
Faes, Luca, Marinazzo, Daniele, Stramaglia, Sebastiano   +2 more
core   +6 more sources

Sparse Granger Causality Analysis Model Based on Sensors Correlation for Emotion Recognition Classification in Electroencephalography

Frontiers in Computational Neuroscience, 2021
In recent years, affective computing based on electroencephalogram (EEG) data has attracted increased attention. As a classic EEG feature extraction model, Granger causality analysis has been widely used in emotion classification models, which construct ...
Dongwei Chen, Rui Miao, Zhaoyong Deng, Zhaoyong Deng, Na Han, Chunjian Deng   +5 more
doaj   +1 more source

Quantitative assessment of lumbar dural mater pulsations using granger causality testing for spinal dynamics. [PDF]

Sci Rep
Kasai R, Bando K, Inage K, Eguchi Y, Narita M, Shiga Y, Inoue M, Tokeshi S, Okuyama K, Ohyama S, Suzuki N, Takeda K, Maki S, Furuya T, Kotani T, Hirata S, Ohtori S, Orita S.   +17 more
europepmc   +3 more sources

Hubungan Antara Perkembangan Sektor Keuangan dengan Volatilitas Ekonomi di Indonesia

Economic Journal of Emerging Markets, 2009
The study is conducted to analyze the causal relationship between financial sector development and economic volatility in Indonesia during the period of 1983.2-2000.4. The study uses three kinds of variables as proxies to the financial sector development.
Romi Mulyadi H.
doaj   +7 more sources

Asian ageing: The relationship between the elderly population and economic growth in the Asian context

PLoS ONE, 2023
The elderly population and economic growth have been a contentious topic among researchers. Regardless of the economic growth rate, the population and its growth have a stimulating influence on economic development.
Thaveesha Jayawardhana, Sachini Anuththara, Thamasha Nimnadi, Ridhmi Karadanaarachchi, Ruwan Jayathilaka, Kethaka Galappaththi   +5 more
doaj   +2 more sources

New considerations on the validity of the Wiener-Granger causality test

Heliyon, 2020
The Wiener-Granger causality test is used to predict future experimental results from past observations in a purely mathematical way. For instance, in many scientific papers this test has been used to study the causality relations in the case of neuronal
Greta Grassmann
doaj   +1 more source

Co-movement and Granger causality between Bitcoin and M2, inflation and economic policy uncertainty: Evidence from the U.K. and Japan

Heliyon, 2022
This study aims to investigate the co-movement and Granger causality between Bitcoin prices (BTC) and M2 (cash, demand, and time deposits), inflation, and economic policy uncertainty (EPU) in the U.K. and Japan.
Provash Kumer Sarker, Lei Wang
doaj   +1 more source

DLI: A Deep Learning-Based Granger Causality Inference

Complexity, 2020
Integrating autoencoder (AE), long short-term memory (LSTM), and convolutional neural network (CNN), we propose an interpretable deep learning architecture for Granger causality inference, named deep learning-based Granger causality inference (DLI).
Wei Peng
doaj   +1 more source