Granger-Causality Inference of the Existence of Unobserved Important Components in Network Analysis
Detecting causal interrelationships in multivariate systems, in terms of the Granger-causality concept, is of major interest for applications in many fields. Analyzing all the relevant components of a system is almost impossible, which contrasts with the
Heba Elsegai
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Background The purpose of this study was to explore the contribution of each factor of the phosphorus metabolism network following phosphorus diet intervention via Granger causality analysis.
Guoxin Ye +7 more
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Reexamination of Okun's law: Empirical analysis from Panel Granger Causality [PDF]
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 +3 more
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On the interpretability and computational reliability of frequency-domain Granger causality [PDF]
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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Statistical Analysis of Single-Trial Granger Causality Spectra [PDF]
Granger causality analysis is becoming central for the analysis of interactions between neural populations and oscillatory networks. However, it is currently unclear whether single-trial estimates of Granger causality spectra can be used reliably to assess directional influence.
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THE CAUSALITY BETWEEN ECONOMIC GROWTH AND GOVERNMENT EXPENDITURE IN NIGERIA
The Purpose. The paper studies the causal relationship between economic growth and government expenditure between 1970 and 2016. Design/Methodology/Approach.
Damian Chidozie Uzoma-Nwosu
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Increasing fMRI sampling rate improves Granger causality estimates. [PDF]
Estimation of causal interactions between brain areas is necessary for elucidating large-scale functional brain networks underlying behavior and cognition. Granger causality analysis of time series data can quantitatively estimate directional information
Fa-Hsuan Lin +8 more
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Power Allocation in 5G Wireless Communication
Granger Causality analysis originated in the field of econometrics is used as a time series analysis tool based on vector auto-regression, and its phased generalized transfer entropy (TE), which is based on conditional co-information in information ...
Zhangliang Chen, Qilian Liang
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Economic policy and confidence of economic agents – a causal relationship?
The purpose of this paper is to study whether innovations in monetary and fiscal policy are a leading indicator of future business and consumer confidence and reverse applying the panel Granger causality analysis to two periods in the history of the euro
Dajčman Silvo
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Analysis of granger causality between daily and monthly temperatures of water and air, as illustrated with the example of Noteć river [PDF]
The study presents the results obtained following the analysis of the so-called Granger causality between daily and monthly temperatures of air and water for the period 1987–2013 carried out for the Noteć river and its two main tributaries: Drawa and ...
Renata Graf
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