This paper uses Granger causality test techniques to investigate the causal order of the air-sea interactions between the anomalous NAO index and the NCAR/NCEP SST anomalies over the northern hemisphere. Compared to the simple lead/lagged correlation, the Granger causality analysis is generally more reliable since it ensures that any apparent oceanic influence upon the atmosphere is uniquely pr...

This presentation provides a demonstration of how Granger causality (GC) can be applied to MEG data to visualize dynamic functional connectivity and causality between cortical regions on a millisecond time scale. GC is derived from autoregressive models and provides directionality information. We apply the GC technique to dynamic statistical parameter map source space to demonstrate that the dy...

The interrelationship between international stock markets has been a key study area among the financial market researchers for international portfolio management and risk measurement. The characteristics of security returns and their dynamics play a vital role in the financial market theory. This study is an attempt to find out the dynamic linkages among the equity market of USA and emerging ma...

The paper examines the causal relationship between foreign direct investment (FDI) and economic growth for selected Asian economies covering the period from 1981-2008. The study has been done for China, India, Pakistan, Sri Lanka, Indonesia, Malaysia, Philippines, Singapore and Thailand. Using Granger-causality, it has been observed that for the countries like China, India, Pakistan, Sri Lanka,...

In the present paper, it is studied the price relations and how price is transmitted between the producer level and the consumer level for lamb meat. Data used in the research include consumer price index and producer price index for lamb meat covering monthly periods of 91 months since March 2001 through September 2008. Johansen's and Juselius's cointegration method and Granger causality test ...

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 development of port logistics and regional economy presents a linkage relationship. This paper resorted to the commonly used econometric software, namely Eviews, to undergo some empirical analysis. One of its applications, known as the Granger Causality Test, is to provide evidence about the direction of causality in economic relationships. The competitiveness of port city logistics evaluat...

Granger causality (GC), based on a vector autoregressive model, is one of the most popular methods in uncovering the temporal dependencies among time series. The original Granger model is able to detect only linear causal dependencies and many approaches were recently developed to extend it to the non-linear modeling. The method Copula-Granger from Bahadori and Liu in 2012 introduces non-linear...