Results 261 to 270 of about 88,646 (292)

Granger Causality

1997
Abstract Granger causality is a relationship between the components of D(L)zl or D(L)zf. Therefore, as in Chapter 8, there is no loss of generality in assuming D(L) = I. Let us further simplify the matter by considering a two-variable model.
Mario Forni, Marco Lippi
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Granger-causality maps of diffusion processes

Physical Review E, 2016
Granger causality is a statistical concept devised to reconstruct and quantify predictive information flow between stochastic processes. Although the general concept can be formulated model-free it is often considered in the framework of linear stochastic processes.
Wahl, B., Feudel, U., Hlinka, J. (Jaroslav), Wächter, M., Peinke, J., Freund, J.A.   +5 more
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On spurious Granger causality

Economics Letters, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
He, Zonglu, Maekawa, Koichi
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Relating Granger causality to long-term causal effects

Physical Review E, 2015
In estimation of causal couplings between observed processes, it is important to characterize coupling roles at various time scales. The widely used Granger causality reflects short-term effects: it shows how strongly perturbations of a current state of one process affect near future states of another process, and it quantifies that via prediction ...
Dmitry A, Smirnov, Igor I, Mokhov
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Granger-Causality and Policy Effectiveness

Economica, 1984
It is generally recognized that, if a set of monetary and fiscal policy variables Granger-cause1 real economic variables, this does not imply that alternative deterministic rules for determining the values of these policy instruments will alter the joint density function of the real variables.2 It has, however, also been asserted that (letting X denote
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Looking behind Granger causality [PDF]

, 2010
Granger causality as a popular concept in time series analysis is widely applied in empirical research. The interpretation of Granger causality tests in a cause-effect context is, however, often unclear or even controversial, so that the causality label has faded away.
Chen, Pu, Hsiao, Chih-Ying
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Granger Causality

2022
Manfred Deistler, Wolfgang Scherrer
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Neural Granger Causality

IEEE Transactions on Pattern Analysis and Machine Intelligence, 2021
Emily Fox, Ali Shojaie, Alex Tank
exaly  

Granger Causality

2012
Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler   +2 more
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Granger Causality

The Handbook of Economic Methodology is a major multidisciplinary reference work on the developing field of economic methodology.
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