We propose Granger causality mapping (GCM) as an approach to explore directed influences between neuronal populations (effective connectivity) in fMRI data. The method does not rely on a priori specification of a model that contains pre-selected regions and connections between them. This distinguishes it from other fMRI effective connectivity approaches that aim at testing or contrasting specif...

The objective of this study is to explore the presence of a causal relationship between stock market development and economic growth. This study aims to explore this relationship in the nine Newly Industrialized Countries (NIC’s): Brazil, China, India, Malaysia, Mexico, Philippines, South Africa, Thailand and Turkey. 2005 nominal GDP values are used as a proxy for economic growth, and market ca...

The asymptotic behavior of the Granger-causality test under stochastic nonstationarity is studied. Our results confirm that the inference drawn from the test is not reliable when the series are integrated to the first order. In the presence of deterministic components, the test statistic diverges, eventually rejecting the null hypothesis, even when the series are independent of each other. More...

Granger causality analysis (GCA) has been well-established in the brain imaging field. However, the structural underpinnings and functional dynamics of Granger causality remain unclear. In this paper, we present fibercentered GCA studies on resting state fMRI and natural stimulus fMRI datasets in order to elucidate the structural substrates and functional dynamics of GCA. Specifically, we extra...

A question of great interest in systems biology is how to uncover complex network structures from experimental data[1, 3, 18, 38, 55]. With the rapid progress of experimental techniques, a crucial task is to develop methodologies that are both statistically sound and computationally feasible for analysing increasingly large datasets and reliably inferring biological interactions from them [16, ...

Quantitative characterization of interaction between processes from time series is often required in different fields of natural science including geophysics and biophysics. Typically, one estimates "short-term" influences, e.g., the widely used Granger causality is defined via one-step-ahead predictions. Such an approach does not reveal how strongly the "long-term" behavior of one process unde...

A persistent problem in developing plausible neurophysiological models of perception, cognition, and action is the difficulty of characterizing the interactions between different neural systems. Previous studies have approached this problem by estimating causal influences across brain areas activated during cognitive processing using structural equation modeling (SEM) and, more recently, with G...

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized that neural interactions are directional. Being able to assess the directionality of neuronal interactions is thus a highly desired capability for understandin...