Different resampling methods for the null hypothesis of no Granger causality are assessed in the setting of multivariate time series, taking into account that the driving-response coupling is conditio
Pairwise causal influences using Granger causality following application of significance thresholds, conditional Granger causality analysis, and removal of mediated influences.
This dataset contains monthly time series data on electoral support for the Norwegian Progressive Party (FrP) along with montly data on key predictors. The data span the period from January 1991 to Au
Abstract This paper frames the study of causality in economics, with time series data, within the broader context of the philosophical question of causality. To that purpose, we demonstrate that the s