Concepedia

Causal Forecasting

Causal Forecasting is a forecasting method that belongs to the class of explanatory models by identifying and quantifying the cause-and-effect relationships between the variable to be forecasted and one or more independent predictor variables.

550

Publications

30.9K

Citations

1.2K

Authors

671

Institutions

Publications per year

2017–2026

187

Variants

Explanatory Forecasting

Parents

Children

Publications

550

Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation

Craig Hiemstra, Jonathan D. Jones · The Journal of Finance · 1994 · 1.4K citations

, , +17

Wiener–Granger Causality: A well established methodology

Steven L. Bressler, Anil K. Seth · NeuroImage · 2010 · 874 citations · Full text

, , +8

Autoregressive modelling and money-income causality detection

Chêng Hsiao · Journal of Monetary Economics · 1981 · 722 citations

, , +10

Advertising and Aggregate Consumption: An Analysis of Causality

Richard Ashley, Clive W. J. Granger, Richard Schmalensee · Econometrica · 1980 · 551 citations

, , +13

Export-led growth: a survey of the empirical literature and some non-causality results. Part 1

Judith A. Giles, Cara L. Williams · Journal of International Trade & Economic Development · 2000 · 477 citations

, , +11

1–5 of 550

Authors

1.2K

  1. XX
    Xiaojie Xu

    North Carolina State University, United States

    7 publications · 460 citations

    7

    h-index

  2. RG
    Rangan Gupta

    University of Pretoria, South Africa

    7 publications · 366 citations

    7

    h-index

  3. AH
    Alain Hecq

    Maastricht University, Netherlands

    5 publications · 149 citations

    5

    h-index

  4. SY
    Seung‐Hoon Yoo

    Seoul National University of Science and Technology, South Korea

    5 publications · 304 citations

    5

    h-index

  5. JS
    Jordan Shan

    Victoria School of Management, Switzerland

    5 publications · 689 citations

    5

    h-index

1–5 of 1.2K

Institutions

671

  1. University of Pretoria

    Pretoria, South Africa

    10 h-index

    13 publications

    899 citations

  2. Chinese Academy of Sciences

    Beijing, China

    9 h-index

    11 publications

    955 citations

  3. University of Chinese Academy of Sciences

    Beijing, China

    8 h-index

    13 publications

    776 citations

  4. Maastricht University

    Maastricht, The Netherlands

    8 h-index

    13 publications

    610 citations

  5. University of Warwick

    Coventry, United Kingdom

    7 h-index

    9 publications

    873 citations

  6. North Carolina State University

    Raleigh, United States

    7 h-index

    10 publications

    737 citations

  7. University of Victoria

    Victoria, Canada

    7 h-index

    10 publications

    1.5K citations

  8. Australian National University

    Canberra, Australia

    6 h-index

    8 publications

    242 citations

1–8 of 671

Venues

  1. Applied Economics

    21 publications · 881 citations

    15

    h-index

  2. SSRN Electronic Journal

    Repository · 22 publications · 750 citations

    14

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 17 publications · 530 citations

    14

    h-index

  4. Journal of Econometrics

    13 publications · 857 citations

    13

    h-index

  5. Applied Economics Letters

    15 publications · 931 citations

    12

    h-index

1–5