Results 41 to 50 of about 284,614 (340)

Redundant variables and Granger causality [PDF]

Physical Review E, 2010
4 pages, 5 figures.
ANGELINI, Leonardo, DE TOMMASO, Marina, STRAMAGLIA, Sebastiano, MARINAZZO D, NITTI L, PELLICORO M   +5 more
openaire   +5 more sources

Causality Between Brent and West Texas Intermediate: The Effects of COVID-19 Pandemic and Russia–Ukraine War

Commodities
The 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
doaj   +1 more source

Depressed MEG causality analysis based on polynomial kernel Granger causality

AIP Advances, 2023
In this study, we employ the Granger causality of a polynomial kernel to identify the coupling causality of depressed magnetoencephalography (MEG). We collect MEG under positive, neutral, and negative emotional stimuli and focus on the β-band activities.
Jing Qian, Wenpo Yao, Dengxuan Bai, Qiong Wang, Shuwang Wang, Ang Zhou, Wei Yan, Jun Wang   +7 more
doaj   +1 more source

On the Validity of Granger Causality for Ecological Count Time Series

Econometrics
Knowledge 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, Dimitris Kugiumtzis   +1 more
doaj   +1 more source

Reexamination of Okun's law: Empirical analysis from Panel Granger Causality [PDF]

Industrija, 2020
This study aims to confirm the existence of Okun's coefficients in Indonesia. Authors conducted panel data of 34 provinces in Indonesia for the period from 2014 to 2019, obtained from the Central Bureau of Statistics.
Sasongko Gatot, Artanti Niken Putri, Huruta Andrian, Lee Cheng-Wen   +3 more
doaj  

Kernel Method for Nonlinear Granger Causality [PDF]

Physical Review Letters, 2008
Revised version, accepted for publication on Physical Review ...
Marinazzo, Daniele, Pellicoro, Mario, Stramaglia, Sebastiano   +2 more
openaire   +5 more sources

Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis

Energies, 2018
This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance.
Emrah İ. Çevik, Erdal Atukeren, Turhan Korkmaz   +2 more
doaj   +1 more source

Space-Time Causality Analysis of Regional Impacts of ENSO on Terrestrial and Oceanic Precipitation

Atmosphere, 2023
Future changes are expected in precipitation under climate change, therefore, changes are projected in the oceanic and terrestrial components. However, it remains poorly elucidated how the El Niño–Southern Oscillation (ENSO) can influence these changes ...
Gleisis Alvarez-Socorro, José C. Fernández-Alvarez, Luis Gimeno   +2 more
doaj   +1 more source

Vector autoregressive-based Granger causality test in the presence of instabilities

, 2019
In this article, we review Granger causality tests that are robust to the presence of instabilities in a vector autoregressive framework. We also introduce the gcrobustvar command, which illustrates the procedure in Stata.
B. Rossi, Yiru Wang
semanticscholar   +1 more source

Comparative analysis of Granger causality and transfer entropy to present a decision flow for the application of oscillation diagnosis

Journal of Process Control, 2019
Causality analysis techniques can be used for fault diagnosis in industrial processes. Multiple causality analysis techniques have been shown to be effective for fault diagnosis [1] .
Brian Lindner, L. Auret, M. Bauer, J. Groenewald   +3 more
semanticscholar   +1 more source