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On the virtues and limitations of Granger-causal brain connectivity estimate: Critical analysis using neural mass models. [PDF]
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Forecasting Cryptocurrency Price Fluctuations with Granger Causality Analysis
Asian Conference on Intelligent Information and Database Systems, 2022Dave John, Bela Stantic
semanticscholar +2 more sources
Investigating dynamic causal network with unified Granger causality analysis
Journal of Neuroscience Methods, 2023Dynamic 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
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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
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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
, 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
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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, 2013The 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
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