Results 11 to 20 of about 203,482 (260)
Identifying interactions in the time and frequency domains in local and global networks : a Granger causality approach [PDF]
, 2010 Background Reverse-engineering approaches such as Bayesian network inference, ordinary differential equations (ODEs) and information theory are widely applied to deriving causal relationships among different elements such as genes, proteins, metabolites,
Ladroue, Christophe +11 more
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A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models
Econometrics, 2015 It is well known that in a vector autoregressive (VAR) model Granger non-causality is characterized by a set of restrictions on the VAR coefficients. This characterization has been derived under the assumption of non-singularity of the covariance matrix ...
Umberto Triacca
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THE ROLE OF RELIGIOUS TOURISM IN SUSTAINABLE DEVELOPMENT IN SAUDI ARABIA: EVIDENCE FROM QUANTILE NON-CAUSALITY TEST [PDF]
Geo Journal of Tourism and Geosites, 2019 This paper empirically examines the role of religious tourism in sustainable development to the projection of Saudi Arabia 2030. This study observes the causal relationship between hajj pilgrims and economic growth in the KSA by conducting a quantile ...
Mohamed Bilel TRIKI
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Heliyon, 2023 This study investigates the nexus between economic growth (GDP), trade openness, remittances, exchange rate, and agricultural output in E7 (Russia, Indonesia, Mexico, China, India, Brazil, and Turkey) economies, covering the data from 1990 to 2020.
Khalid Usman
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BOLD Granger causality reflects vascular anatomy. [PDF]
PLoS ONE, 2013 A number of studies have tried to exploit subtle phase differences in BOLD time series to resolve the order of sequential activation of brain regions, or more generally the ability of signal in one region to predict subsequent signal in another region ...
J Taylor Webb +3 more
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Does Change over Time the Causal Relationship between Economic Growth and Foreign Trade in Turkey?
Ekoist Journal of Econometrics and Statistics, 2022 This paper investigates the relation between economic growth, export growth, and import growth in Turkey using time-varying causality methods. The starting point in examining the causality relationship is Granger’s study in 1969.
Gülçin Kendirkıran +1 more
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Granger causality vs. dynamic Bayesian network inference: a comparative study [PDF]
, 2009 Background In computational biology, one often faces the problem of deriving the causal relationship among different elements such as genes, proteins, metabolites, neurons and so on, based upon multi-dimensional temporal data.
Denby Katherine J +9 more
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CommoditiesThe article analyzes the Granger-based causal relationship between two major crude oil markets, namely Brent and West Texas Intermediate (WTI), by using the standard vector autoregression (VAR) framework.
Salim Lahmiri
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Designing Bivariate Auto-Regressive Timeseries with Controlled Granger Causality
Entropy, 2021 In this manuscript, we analyze a bivariate vector auto-regressive (VAR) model in order to draw the design principle of a timeseries with a controlled statistical inter-relationship.
Shohei Hidaka, Takuma Torii
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On the Validity of Granger Causality for Ecological Count Time Series
EconometricsKnowledge of causal relationships is fundamental for understanding the dynamic mechanisms of ecological systems. To detect such relationships from multivariate time series, Granger causality, an idea first developed in econometrics, has been formulated ...
Konstantinos G. Papaspyropoulos +1 more
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