In this letter we discuss use of Granger causality to the analyze systems of coupled circular variables, by modifying a recently proposed method for multivariate analysis of causality. We show the application of the proposed approach on several Kuramoto systems, in particular one living on networks built by preferential attachment and a model for the transition from deeply to lightly anaestheti...

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 ...

In this paper, an examination is made of the linkage between foreign direct investment and productivity in eight East Asian economies–China, Hong Kong SAR, Indonesia, Malaysia, Republic of Korea, Singapore, Taiwan Province of China and Thailand. The Granger causality test and the Toda-Yamamoto version of the Granger causality test are used to test if inflows of foreign direct investment “cause”...

T his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002:03 to 2015:06. For this purpose, we have exploited Sigma-Point Kalman Filter (SPKF) to extract the bubble component of assets prices in the aforementioned Markets. Then, in order to analyze the price bubbles spi...

The communication among neuronal populations, reflected by transient synchronous activity, is the mechanism underlying the information processing in the brain. Although it is widely assumed that the interactions among those populations (i.e. functional connectivity) are highly nonlinear, the amount of nonlinear information transmission and its functional roles are not clear. The state of the ar...

The present investigation examined the temporal relationships between changes in coronary artery heart disease (CAHD) mortality rates from whites (1938-1980) and changes in national measures of dietary elements, tobacco consumption, alcohol consumption, and unemployment. The magnitude and latency of the causal relationships were estimated with the use of cross-lagged correlation functions (CCFs...

In this paper an effort is made in order to investigate the nexus of dynamic interrelations between the general macroeconomic environment of Greek economy with a special reference to the real wages determination. For the causality analysis among real wages, consumer price index, labour productivity, unemployment rate and gross domestic product a multivariate autoregressive VAR model was used, c...

In this paper we develop a dynamic discrete-time bivariate probit model, in which the conditions for Granger non-causality can be represented and tested. The conditions for simultaneous independence are also worked out. The model is extended in order to allow for covariates, representing individual as well as time heterogeneity. The proposed model can be estimated by Maximum Likelihood. Granger...

In recent years, the study of causality in the brain, or effective connectivity, has become increasingly important in the field of computational neuroscience. Neuroimaging modalities such as EEG, fMRI and MEG provide an immense and rich source of data. Causal analysis has the potential to help make sense of this complex data, and provide important insights about the neural basis of cognition. T...

This paper introduces a kernel-based non-parametric inferential procedure to test for Granger causality in distribution. This test is a multivariate extension of the kernel-based Granger causality test in tail event introduced by Hong, Liu, and Wang (2009). The main advantage of this test is its ability to examine a large number of lags, with higher-order lags discounted. In addition, our test ...