Results 301 to 310 of about 284,614 (340)

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
openaire   +2 more sources

Urbanization, coal consumption and CO2 emissions nexus in China using bootstrap Fourier Granger causality test in quantiles

Letters in spatial and resource sciences, 2021
Kai Cheng, H. Hsueh, O. Ranjbar, Mei-Chih Wang, T. Chang   +4 more
semanticscholar   +1 more source

Nonlinear effective connectivity measure based on adaptive Neuro Fuzzy Inference System and Granger Causality

NeuroImage, 2018
Exploring brain networks is an essential step towards understanding functional organization of the brain, which needs characterization of linear and nonlinear connections based on measurements like EEG or MEG.
M. Farokhzadi, G. Hossein-Zadeh, H. Soltanian-Zadeh   +2 more
semanticscholar   +1 more source

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
openaire   +1 more source

Economic policy uncertainty, energy consumption and carbon emissions in G7 countries: evidence from a panel Granger causality analysis

Environmental science and pollution research international, 2020
Burak Pirgaip, Burcu Dinçergök
semanticscholar   +1 more source

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
openaire  

Granger Causality

2022
Manfred Deistler, Wolfgang Scherrer
openaire   +1 more source

Testing for Granger-causality in quantiles

, 2018
Victor Troster
semanticscholar   +1 more source

Local and systemic mechanisms linking periodontal disease and inflammatory comorbidities

Nature Reviews Immunology, 2021
George Hajishengallis, Triantafyllos Chavakis   +1 more
exaly  

Investigating the multivariate Granger causality between energy consumption, economic growth and CO2 emissions in Ghana

, 2018
Michael Appiah
semanticscholar   +1 more source