It is well known that in a vector autoregressive (VAR) model Granger non-causality is characterized by a set of restrictions on the VAR coefficients. This characterization has been derived under the assumption of non-singularity of the covariance matrix of the innovations. This note shows that if this assumption is violated, then the characterization of Granger non-causality in a VAR model fail...

The causal notions embodied in the concept of Granger causality have been argued to belong to a different category than those of Judea Pearl’s Causal Model, and so far their relation has remained obscure. Here, we demonstrate that these concepts are in fact closely linked by showing how each relates to straightforward notions of direct causality embodied in settable systems, an extension and re...

The present study attempts to examine the casual relationship between foreign capital inflows and economic growth in India. Using the pair-wise Granger causality test (1969), this paper specifically examines casual relationship between foreign capital inflows and economic growth in India. The important observations emerge from pair-wise Granger causality test which shows there is the long-run e...

The Causality Workbench project is an environment to test causal discovery algorithms. Via a web portal (http://clopinet.com/causality), it provides a number of resources, including a repository of datasets, models, and software packages, and a virtual laboratory allowing users to benchmark causal discovery algorithms by performing virtual experiments to study artificial causal systems. We regu...

Inter-connected brain areas coordinate to process information and synchronized neural activities engage in learning and memory processes. Recent electrophysiological studies in rodents have implicated hippocampal-prefrontal connectivity in anxiety, spatial learning and memory-related tasks. In human patients with schizophrenia and autism, robust reduced connectivity between the hippocampus (HPC...

The paper examines the causal relationship between FDI and economic growth by using an innovative econometric methodology to study the direction of causality between the two variables. We apply our methodology, based on the Toda-Yamamoto test for causality, to time-series data covering the period 19692000 for three developing countries, namely Chile, Malaysia and Thailand, all of them major rec...

Abstract I n this paper we investigated total energy consumption and its individual forms (oil, natural gas, electricity, renewable energies and coal) relationship with real gross domestic product (GDP) in Iran. We employed Hsiao’s (1981) methodology and annual data which cover 1967-2010 for investigation. The empirical findings indicate there is bidirectional causality ef...

Experts believe that by lowering the interest rate on bank accounts, total cost of goods and services decreases, and secondly, investment production increases,  both of which lead to lower inflation and provide stable employment field, on the other hand, are concerned about the negative effects of lowering the interest rate without lowering inflation and know the underlying requirement of nomin...

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...

The purpose of this paper is to show the capacity of a new non-parametric test based on symbolic entropy and symbolic dynamics to deal with the detection of linear and non-linear spatial causality. The good performance of the new test in detecting spatial causality and causal weighting matrix is notable and gives rise to an expectation that it may form a adequate tool for constructive specifica...