Results 271 to 280 of about 150,134 (327)

Forecasting Cryptocurrency Price Fluctuations with Granger Causality Analysis

Asian Conference on Intelligent Information and Database Systems, 2022
Dave John, Bela Stantic
semanticscholar   +2 more sources

Investigating dynamic causal network with unified Granger causality analysis

Journal of Neuroscience Methods, 2023
Dynamic coupling phenomena characterize a widespread fundamental mechanism for the functional brain, which involves large-scale interactions at a multi-level. The Granger causality analysis (GCA) provides a data-driven procedure to investigate causal connections and has the potential to be a powerful dynamic capturing tool.In this paper, distinct from ...
Fei, Li   +6 more
openaire   +2 more sources

Road transportation and economic growth in China: Granger causality analysis based on provincial panel data

Transportation letters, 2021
This study examines the causal relationship between road transportation and economic growth in 31 provinces and municipalities in China by using province-level panel data covering the period from 1980 to 2015.
Fengwu Zhu, Xu Wu, W. Peng
semanticscholar   +1 more source

Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis

, 2021
This paper investigates the relationship between investor attention and the major cryptocurrency markets by wavelet-based quantile Granger causality. The wavelet analysis illustrates the interdependence between investor attention and the cryptocurrency ...
Rong Li, Sufang Li, Di Yuan, Huiming Zhu
semanticscholar   +1 more source

Granger Causality—Statistical Analysis Under a Configural Perspective

Integrative Psychological and Behavioral Science, 2013
The concept of Granger causality can be used to examine putative causal relations between two series of scores. Based on regression models, it is asked whether one series can be considered the cause for the second series. In this article, we propose extending the pool of methods available for testing hypotheses that are compatible with Granger ...
Von Eye, Alexander   +2 more
openaire   +3 more sources

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