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Validity of Time Reversal for Testing Granger Causality
7 references·0 citing·27 second hop
Validity of Time Reversal for Testing Granger Causality (2016)Validity of Time Reversal for Testing Gra…Robustly Estimating the Flow Direction of Information in Complex Physical Systems (2008)Robustly Estimating the Flow …Kernel Method for Nonlinear Granger Causality (2008)Kernel Method for Nonlinear G…Mitigating the effects of measurement noise on Granger causality (2007)Mitigating the effects of mea…Granger causality and the sampling of economic processes (2005)Granger causality and the sam…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables (1976)Effect of Temporal Aggregatio…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Rational Distributed Lag Functions (1966)Distributed Lags: A Survey (1967)Time Series Analysis: Forecasting and Control (1977)Systematic Sampling, Temporal Aggregation, and the Study of Political Relationships (1989)An analogue model of phase-averaging procedures (1990)Exchange rates and commodity prices: Measuring causality at multiple horizons (2015)Causality detection based on information-theoretic approaches in time series analysis (2007)Multivariate linear and nonlinear causality tests (2010)Escaping the Curse of Dimensionality in Estimating Multivariate Transfer Entropy (2012)Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy (2012)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Multiscale Granger causality (2017)Some recent development in a concept of causality (1988)A New Method for Identifying the Effects of Foreign Exchange Interventions (2012)Macroeconomics and the Reality of Mixed Frequency Data (2012)Mixed-Frequency Vector Autoregressive Models (2013)Simulation Study of Direct Causality Measures in Multivariate Time Series (2013)EEG Based Emotion Recognition by Combining Functional Connectivity Network and Local Activations (2019)Quantification of inter-brain coupling: A review of current methods used in haemodynamic and electrophysiological hyperscanning studies (2023)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 2008Robustly Estimating the Flow Direction of Information in Complex Physical Systems592 cited
  • 2008Kernel Method for Nonlinear Granger Causality400 cited
  • 1976Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables105 cited
  • 2007Mitigating the effects of measurement noise on Granger causality98 cited
  • 2005Granger causality and the sampling of economic processes73 cited

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