Concepedia

Granger Causality Analysis

Granger Causality Analysis is a statistical method for inferring directed functional interactions between time series by determining whether past values of one signal provide unique information that improves the prediction of another signal beyond what is achievable using only its own past values.

5.6K

Publications

293.6K

Citations

11.3K

Authors

3.5K

Institutions

Publications per year

2017–2026

2.3K

Variants

Granger Causality

Parents

Publications

5.6K

Testing for Granger non-causality in heterogeneous panels

Elena-Ivona Dumitrescu, Christophe Hurlin · Economic Modelling · 2012 · 5.6K citations

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A critical role for the right fronto-insular cortex in switching between central-executive and default-mode networks

Devarajan Sridharan, Daniel J. Levitin, Vinod Menon · Proceedings of the National Academy of Sciences · 2008 · 2.9K citations · Full text

, , +17

Inference in Linear Time Series Models with some Unit Roots

Christopher A. Sims, James H. Stock, Mark W. Watson · Econometrica · 1990 · 2.6K citations

, , +10

Corruption and Economic Growth

Pak Hung Mo · Journal of Comparative Economics · 2001 · 1.4K citations

, , +16

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

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1–5 of 5.6K

Authors

11.3K

  1. MD
    Mingzhou Ding

    University of Florida, United States

    36 publications · 7.7K citations

    31

    h-index

  2. MS
    Muhammad Shahbaz

    COMSATS University Islamabad, Pakistan

    48 publications · 4.9K citations

    30

    h-index

  3. DM
    Daniele Marinazzo

    Ghent University, Belgium

    22 publications · 2.2K citations

    22

    h-index

  4. TC
    Tsangyao Chang

    Feng Chia University, Taiwan

    32 publications · 1.9K citations

    22

    h-index

  5. RG
    Rangan Gupta

    University of Pretoria, South Africa

    31 publications · 1.4K citations

    21

    h-index

1–5 of 11.3K

Institutions

3.5K

  1. Eastern Mediterranean University

    Famagusta, Cyprus

    37 h-index

    119 publications

    7.2K citations

  2. University of Florida

    Gainesville, United States

    34 h-index

    114 publications

    15.2K citations

  3. COMSATS University Islamabad

    Islamabad, Pakistan

    31 h-index

    80 publications

    6K citations

  4. University of Electronic Science and Technology of China

    Chengdu, China

    29 h-index

    210 publications

    11K citations

  5. University of Pretoria

    Pretoria, South Africa

    27 h-index

    87 publications

    5K citations

  6. Chinese Academy of Sciences

    Beijing, China

    27 h-index

    112 publications

    5.3K citations

  7. Beijing Institute of Technology

    Beijing, China

    24 h-index

    48 publications

    3.7K citations

  8. University of Southern Queensland

    Toowoomba, Australia

    22 h-index

    40 publications

    2.6K citations

1–8 of 3.5K

Venues

  1. Applied Economics

    127 publications · 8.8K citations

    53

    h-index

  2. SSRN Electronic Journal

    Repository · 196 publications · 5.8K citations

    40

    h-index

  3. PLoS ONE

    79 publications · 4.4K citations

    39

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 160 publications · 7.2K citations

    39

    h-index

  5. Sustainability

    94 publications · 4.2K citations

    38

    h-index

1–5