SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Relation between Granger Causality and Directed Information Theory: A Review
16 references·3 citing·29 second hop
The Relation between Granger Causality and Directed Information Theory: A Review (2012)The Relation between Granger Causality an…Transfer Entropy as a Log-Likelihood Ratio (2012)Transfer Entropy as a Log-Lik…Escaping the Curse of Dimensionality in Estimating Multivariate Transfer Entropy (2012)Escaping the Curse of Dimensi…Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Granger Causality and Transfe…Some Recent Developments in a Concept of Causality (2008)Some Recent Developments in a…Partial Mutual Information for Coupling Analysis of Multivariate Time Series (2007)Partial Mutual Information fo…Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections (2007)Directionality of coupling fr…Causality detection based on information-theoretic approaches in time series analysis (2007)Causality detection based on …Information transfer in continuous processes (2002)Information transfer in conti…Some recent development in a concept of causality (1988)Some recent development in a …Measures of Conditional Linear Dependence and Feedback Between Time Series (1984)Measures of Conditional Linea…The General Equivalence of Granger and Sims Causality (1982)The General Equivalence of Gr…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Testing for causality (1980)Testing for causalityOn the Granger Condition for Non-Causality (1977)On the Granger Condition for …MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Hunting the quicksilver: Using textual news and causality analysis to predict market volatility (2021)Hunting the quicksilver: Usin…Estimating the decomposition of predictive information in multivariate systems (2015)Estimating the decomposition …Structure and causality relations in a global network of financial companies (2013)Structure and causality relat…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Cross-Sectional versus Longitudinal Survey Research: Concepts, Findings, and Guidelines (2008)Testing for Granger non-causality in heterogeneous panels (2012)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Forecasting Economic Time Series (2000)Symbolic Transfer Entropy (2008)Unraveling the cause-effect relation between time series (2014)Complex network approaches to nonlinear time series analysis (2018)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy (2012)Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package (2015)The role of exchange rates in a popular model of international trade (1991)Export-led growth: a survey of the empirical literature and some non-causality results. Part 1 (2000)Spurious causalities with transfer entropy (2013)Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations (2017)Practical Measures of Integrated Information for Time-Series Data (2011)Cross-lagged panel networks (2025)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 1980Testing for causality1,747 cited
  • 2009Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables1,149 cited
  • 2007Causality detection based on information-theoretic approaches in time series analysis804 cited
  • 1984Measures of Conditional Linear Dependence and Feedback Between Time Series769 cited
  • 2002Information transfer in continuous processes366 cited
  • 2007Partial Mutual Information for Coupling Analysis of Multivariate Time Series349 cited
  • 2012Escaping the Curse of Dimensionality in Estimating Multivariate Transfer Entropy346 cited
  • 2007Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections267 cited
  • 2008Some Recent Developments in a Concept of Causality251 cited
  • 2012Transfer Entropy as a Log-Likelihood Ratio138 cited
  • 1982The General Equivalence of Granger and Sims Causality

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

133 cited
  • 1977On the Granger Condition for Non-Causality63 cited
  • Cited by

    • 2015Estimating the decomposition of predictive information in multivariate systems110 cited
    • 2013Structure and causality relations in a global network of financial companies61 cited
    • 2021Hunting the quicksilver: Using textual news and causality analysis to predict market volatility39 cited