Results 31 to 40 of about 284,614 (340)
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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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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Granger Causality between Tourism and Income: A Meta-regression Analysis
Journal of Travel Research, 2020 In this article, we sum up the literature on the study of Granger causality relationships between tourism and income using a meta-regression analysis.
Nino Fonseca, Marcelino Sánchez Rivero
semanticscholar +1 more source
Finance Research Letters, 2019 This paper examines the causal relationship between Bitcoin attention (measured by the Google Trends search queries) and Bitcoin returns for the period from January 1, 2013, to December 31, 2017.
Shabbir Dastgir +4 more
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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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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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A study of problems encountered in Granger causality analysis from a neuroscience perspective [PDF]
Proceedings of the National Academy of Sciences of the United States of America, 2017 Significance Granger causality analysis is a statistical method for investigating the flow of information between time series. Granger causality has become more widely applied in neuroscience, due to its ability to characterize oscillatory and ...
P. Stokes, P. Purdon
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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 +2 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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