Results 21 to 30 of about 90,737 (348)
Energies, 2019 This paper investigates the co-movement and asymmetric interactions between energy and grain prices, based on the evidence from the crude oil and corn markets, the most important energy and grain markets, respectively. Time series analysis indicates that
Zhan-Ming Chen +3 more
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Granger causality from quantized measurements
Automatica, 2022 An approach is proposed for inferring Granger causality between jointly stationary, Gaussian signals from quantized data. First, a necessary and sufficient rank criterion for the equality of two conditional Gaussian distributions is proved. Assuming a partial finite-order Markov property, a characterization of Granger causality in terms of the rank of ...
Ahmadi, S, Nair, GN, Weyer, E
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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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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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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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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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Redundant variables and Granger causality [PDF]
Physical Review E, 2010 4 pages, 5 figures.
ANGELINI, Leonardo +5 more
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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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Granger Causality Analysis of Chignolin Folding. [PDF]
J Chem Theory Comput, 2022 Constantly advancing computer simulations of biomolecules provide huge amounts of data that are difficult to interpret. In particular, obtaining insights into functional aspects of macromolecular dynamics, often related to cascades of transient events, calls for methodologies that depart from the well-grounded framework of equilibrium statistical ...
Sobieraj M, Setny P.
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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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