Time, frequency, and time-varying Granger-causality measures in neuroscience.
Sign Up to like & getrecommendations! Published in 2018 at "Statistics in medicine"
DOI: 10.1002/sim.7621
Abstract: This article proposes a systematic methodological review and an objective criticism of existing methods enabling the derivation of time, frequency, and time-varying Granger-causality statistics in neuroscience. The capacity to describe the causal links between signals… read more here.
Keywords: frequency time; granger causality; time varying; time ... See more keywords
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR
Sign Up to like & getrecommendations! Published in 2020 at "Empirical Economics"
DOI: 10.1007/s00181-020-01888-2
Abstract: In this paper, we extend the monthly financial stress index for Lithuania, computed by the European Central Bank, to a daily frequency and we also include banking sector stress among its constituents, beyond bond, equity… read more here.
Keywords: mixed frequency; granger causality; frequency; stress ... See more keywords
Modes of climate variability and their relationships with interhemispheric temperature asymmetry: a Granger causality analysis
Sign Up to like & getrecommendations! Published in 2020 at "Theoretical and Applied Climatology"
DOI: 10.1007/s00704-020-03468-x
Abstract: The aim of this paper is to investigate the relationships among Interhemispheric Temperature Asymmetry (ITA) and the principal modes of natural variability: the Atlantic Multidecadal Oscillation (AMO), the Southern Oscillation Index (SOI), and the Pacific… read more here.
Keywords: temperature asymmetry; interhemispheric temperature; granger causality; variability ... See more keywords
A Bootstrap Method to Test Granger-Causality in the Frequency Domain
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DOI: 10.1007/s10614-021-10112-x
Abstract: We propose a bootstrap test for unconditional and conditional Granger-causality spectra in the frequency domain. Our test aims to detect if the causality at a particular frequency is systematically different from zero. In particular, we… read more here.
Keywords: bootstrap; test; causality; granger causality ... See more keywords
Investigating the existence of asymmetric environmental Kuznets curve and pollution haven hypothesis in China: Fresh evidence from QARDL and quantile Granger causality
Sign Up to like & getrecommendations! Published in 2022 at "Environmental Science and Pollution Research"
DOI: 10.1007/s11356-022-18785-z
Abstract: This study aims to analyze the asymmetric long-run relationship between economic growth (EG), foreign direct investment (FDI), and carbon emissions (CO2) within the context of the environmental Kuznets curve (EKC) and the pollution haven hypothesis… read more here.
Keywords: quantile granger; pollution; granger causality; china ... See more keywords
Variable Time Delay-Based Granger Causality Approach Integrated with Dynamic Coupling Analysis for Root Cause Diagnosis in Chemical Processes
Sign Up to like & getrecommendations! Published in 2024 at "Korean Journal of Chemical Engineering"
DOI: 10.1007/s11814-024-00180-8
Abstract: Due to the dynamic characteristics of chemical industry systems, the time delay tends to be variable, which leads to changes in coupling intensity. This is contrary to the assumptions in causal analysis, where the time… read more here.
Keywords: time; analysis; granger causality; time delay ... See more keywords
A Copula Nonlinear Granger Causality
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DOI: 10.1016/j.econmod.2019.09.052
Abstract: Abstract We propose a new copula nonlinear Granger causality test that is more robust than the current available linear and nonlinear Granger causality tests when there exists an asymmetric and nonlinear directional dependence. To perform… read more here.
Keywords: nonlinear granger; granger causality; copula nonlinear; causality ... See more keywords
Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis
Sign Up to like & getrecommendations! Published in 2021 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2021.101389
Abstract: Abstract 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 returns. Multi-scale quantile Granger… read more here.
Keywords: granger causality; cryptocurrency; investor attention; investor ... See more keywords
Granger Causality Analysis of Chignolin Folding
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Chemical Theory and Computation"
DOI: 10.1021/acs.jctc.1c00945
Abstract: Constantly advancing computer simulations of biomolecules provide huge amounts of data that are difficult to interpret. In particular, obtaining insights into functional aspects of macromolecular dynamics, often related to cascades of transient events, calls for… read more here.
Keywords: causality analysis; analysis; chignolin folding; granger causality ... See more keywords
Detection of quadratic phase coupling by cross-bicoherence and spectral Granger causality in bifrequencies interactions
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DOI: 10.1038/s41598-024-59004-8
Abstract: Quadratic Phase Coupling (QPC) serves as an essential statistical instrument for evaluating nonlinear synchronization within multivariate time series data, especially in signal processing and neuroscience fields. This study explores the precision of QPC detection using… read more here.
Keywords: quadratic phase; neuroscience; granger causality; phase coupling ... See more keywords
Dynamic features of China's photovoltaic listed companies in different periods: Based on partial Granger causality network
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Renewable and Sustainable Energy"
DOI: 10.1063/1.5023131
Abstract: As an important kind of renewable energy, China's photovoltaic (PV) industry has experienced many challenges in different historical stages. Many PV enterprises emerge in the stock market, correlate with each other, and form China's PV… read more here.
Keywords: partial granger; network; granger causality; stock market ... See more keywords