Assessing Causal Interactions among Cardiovascular Variability Series through a Time-Domain Granger Causality Approach

2014 ◽  
pp. 223-242
Author(s):  
Alberto Porta ◽  
Anielle Takahashi ◽  
Aparecida Catai ◽  
Nicolo Montano
Keyword(s):  
Granger Causality ◽  
Time Domain ◽  
Cardiovascular Variability

Accounting for Respiration is Necessary to Reliably Infer Granger Causality From Cardiovascular Variability Series

2012 ◽  
Vol 59 (3) ◽  
pp. 832-841 ◽  
Author(s):  
A. Porta ◽  
T. Bassani ◽  
V. Bari ◽  
G. D. Pinna ◽  
R. Maestri ◽  
...  
Keyword(s):  
Granger Causality ◽  
Cardiovascular Variability

scholarly journals Ability of Granger Causality Analysis to Detect Indirect Links: A Simulation Study

2020 ◽  
Vol 23 (2) ◽  
pp. 121-124
Author(s):  
N. W. Falasca ◽  
R. Franciotti
Keyword(s):  
Time Series ◽  
Granger Causality ◽  
Time Domain ◽  
Simulated Data ◽  
Biological Data ◽  
Connection Strength ◽  
Connectivity Analysis ◽  
Causality Analysis ◽  
Granger Causality Analysis ◽  
Virtual Time

Granger causality (G-causality) has emerged as a useful tool to investigate the influence that one system can exert over another system, but challenges remain when applying it to biological data. Specifically, it is not clear if G-causality can distinguish between direct and indirect influences. In this study time domain G-causality connectivity analysis was performed on simulated electroencephalographic cerebral signals. Conditional multivariate autoregressive model was applied to 19 virtual time series (nodes) to identify the effects of direct and indirect links while varying one of the following variables: the length of the time series, the lags between interacting nodes, the connection strength of the links, and the noise. Simulated data revealed that weak indirect influences are not identified by Gcausality analysis when applied on covariance stationary, non-correlated electrophysiological time series.

Time domain and frequency domain Granger causality networks: Application to China’s financial institutions

2020 ◽  
pp. 101662
Author(s):  
Gang-Jin Wang ◽  
Hui-Bin Si ◽  
Yang-Yang Chen ◽  
Chi Xie ◽  
Julien Chevallier
Keyword(s):  
Frequency Domain ◽  
Granger Causality ◽  
Financial Institutions ◽  
Time Domain

scholarly journals Cardiovascular control and time domain Granger causality: insights from selective autonomic blockade

2013 ◽  
Vol 371 (1997) ◽  
pp. 20120161 ◽  
Author(s):  
Alberto Porta ◽  
Paolo Castiglioni ◽  
Marco Di Rienzo ◽  
Tito Bassani ◽  
Vlasta Bari ◽  
...  
Keyword(s):  
Granger Causality ◽  
Time Domain ◽  
Closed Loop ◽  
Systolic Arterial Pressure ◽  
Cardiovascular Control ◽  
Causal Direction ◽  
Autonomic Blockade ◽  
Definition Of ◽  
The Time Domain ◽  
Bidirectional Interactions

We studied causal relations among heart period (HP), systolic arterial pressure (SAP) and respiration (R) according to the definition of Granger causality in the time domain. Autonomic pharmacological challenges were used to alter the complexity of cardiovascular control. Atropine (AT), propranolol and clonidine (CL) were administered to block muscarinic receptors, β-adrenergic receptors and centrally sympathetic outflow, respectively. We found that: (i) at baseline, HP and SAP interacted in a closed loop with a dominant causal direction from HP to SAP; (ii) pharmacological blockades did not alter the bidirectional closed-loop interactions between HP and SAP, but AT reduced the dominance of the causal direction from HP to SAP; (iii) at baseline, bidirectional interactions between HP and R were frequently found; (iv) the closed-loop relation between HP and R was unmodified by the administration of drugs; (v) at baseline, unidirectional interactions from R to SAP were often found; and (vi) while AT induced frequently an uncoupling between R and SAP, CL favoured bidirectional interactions. These results prove that time domain measures of Granger causality can contribute to the description of cardiovascular control by suggesting the temporal direction of the interactions and by separating different causality schemes (e.g. closed loop versus unidirectional relations).

The link between financial stress index and economic activity: prominent Granger causalities across frequencies in Luxembourg

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Pejman Bahramian ◽  
Andisheh Saliminezhad ◽  
Şule Aker
Keyword(s):  
Granger Causality ◽  
Time Domain ◽  
Economic Activity ◽  
Financial Stress ◽  
Financial Sector ◽  
Stress Index ◽  
Content Type ◽  
Financial Stress Index ◽  
The Time Domain ◽  
The Relationship

PurposeIn spite of the certain risk imposed by financial stress on the real economy, the relationship between financial stress and economic activity is complicated and underresearched, meaning that important gaps still remain in the authors’ understanding of this critical relationship. Therefore, the current study aims to answer the significant question regarding whether a stressful financial sector has predictive power on the real sector and vice versa. Hence, the study examines the causal interrelationship between financial stress index (FSI) and economic activity in Luxembourg as a sample country.Design/methodology/approachIn this study, accompanying the time domain Granger causality framework of Hacker and Hatemi-J (2012), the authors utilize the spectral causality technique of Breitung and Candelon (2006), which is based on the study of Geweke (1982) and Hosoya (1991). This method enables the researcher to measure the degree of a particular variation in time series. Moreover, it allows considering the nonlinearities and causality cycles. The authors further apply the recent method of Farné and Montanari (2018) that is a bootstrap framework on Granger-causality spectra, which allows for disambiguation in causalities.FindingsThe time-domain approach finds evidence of bidirectional causation between the variables. However, the spectral causality results indicate the causal linkages between the series are only valid under the medium-run frequency. This study’s findings emphasize covering the frequency causality to deliver a more comprehensive picture of the interrelationship between the variables.Originality/valueThere are many studies in this area that examine the nexus between financial stress and economic activity. However, the authors believe this paper is the first study in the context of Luxemburg. The authors focus on this country since its financial sector is designated as the most important pillar for the economy. Thus, a careful and reliable examination of the relationship between the financial sector and economic activity is likely to be of considerable interest to policymakers and researchers in this field.

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