This paper examines empirically the tourism impact on the long-run economic growth of Greece by using the causality analysis among real gross domestic product, real effective exchange rate and international tourism earnings. A multivariate autoregressive VAR model is applied for the examined period 1960:Ι – 2000:IV. The results of cointegration analysis suggested that there is one cointegrated ...

Atlantic tropical cyclones have been getting stronger recently with a trend that is related to an increase in the late summer/early fall sea-surface temperature over the North Atlantic. Some studies attribute the increasing ocean warmth and hurricane intensity to a natural climate fluctuation, known as the Atlantic Multidecadal Oscillation; others suggest that climate change related to anthropo...

UNLABELLED We propose a likelihood ratio test (LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrap-based approach. LRT is shown to be significantly faster and statistically powerful even within non-Normal distributions. An R package named gGrang...

We propose applying the linear Granger Causality concept to very high-dimensional time series. The approach is based on integrating dimensionality reduction into a multivariate time series model. If residuals of dimensionality reduced models can be transformed back into the original space, prediction errors in the high–dimensional space may be computed, and a Granger Causality Index (GCI) is pr...

Multielectrode neurophysiological recording and high-resolution neuroimaging generate multivariate data that are the basis for understanding the patterns of neural interactions. How to extract directions of information flow in brain networks from these data remains a key challenge. Research over the last few years has identified Granger causality as a statistically principled technique to furni...

Power modulations of oscillations in electro- and magnetoencephalographic (EEG/MEG) signals have been linked to a wide range of brain functions. To date, most of the evidence is obtained by correlating bandpower fluctuations to specific target variables such as reaction times or task ratings, while the causal links between oscillatory activity and behavior remain less clear. Here, we propose to...

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...

We recently proposed a new measure, termed Phase Slope Index (PSI), It estimates the causal direction of interactions robustly with respect to instantaneous mixtures of independent sources with arbitrary spectral content. We compared this method to Granger Causality for linear systems containing spatially and temporarily mixed noise and found that, in contrast to PSI, the latter was not able to...

Granger causality is increasingly being applied to multi-electrode neurophysiological and functional imaging data to characterize directional interactions between neurons and brain regions. For a multivariate dataset, one might be interested in different subsets of the recorded neurons or brain regions. According to the current estimation framework, for each subset, one conducts a separate auto...