For decades, the main ways to study the effect of one part of the nervous system upon another have been either to stimulate or lesion the first part and investigate the outcome in the second. This article describes a fundamentally different approach to identifying causal connectivity in neuroscience: a focus on the predictability of ongoing activity in one part from that in another. This approa...

Scientometric models can connect indicators via cross-country correlations, but these are not enough to assert causality. Sometimes a causal connection can be argued from the physical process. In other cases the causality or its direction is not clear, and the Granger test is often used to clarify the connection. Here it was shown that gross expenditures on R&D (GERD) Granger caused scientific ...

Editor's Note: These short, critical reviews of recent papers in the Journal, written exclusively by graduate students or postdoctoral fellows, are intended to summarize the important findings of the paper and provide additional insight and commentary. For more information on the format and purpose of the Journal Club, please see Review of Bressler et al. It has been known for decades that neu-...

this paper empirically investigates the exchange rate effects of iranian rial against dollar (rial vs.us) on stock prices in iran. the sample period for the study has been taken from march 20, 2004 to march 20, 2010 using daily nominal exchange rate of rial /us and daily closing values of tehran stock exchange. generalized autoregressive conditional heteroskedasticity (garch) model has been use...

this world; though all the discussions are focused on the causal relationships in allthe scientific arguments. one of the methods to study the designed causal relationshipsobjectively is granger causality test. this paper aims to investigate the longtermcausal relationship between the stock price and dividends. the statisticalpopulation includes 180 active companies in stock exchange of tehran ...

The paper focuses on establishing causation in regression analysis in observational settings. Simple static regression analysis cannot establish causality in the absence of a priori theory on possible causal mechanisms or controlled and randomized experiments. However, two regression based econometric techniques – instrumental variables and Granger causality can be used to test for causality gi...

We discuss the use of multivariate Granger causality in presence of redundant variables: the application of the standard analysis, in this case, leads to under estimation of causalities. Using the un-normalized version of the causality index, we quantitatively develop the notions of redundancy and synergy in the frame of causality and propose two approaches to group redundant variables: (i) for...

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...

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, ...