Scholar4AI Updated 2026-10-26 13:22 UTC+09:00

Granger causality

area: Time series · 2 papers in the last 7 days

← Most-used equations and models

yt=∑i=1paiyt−i+∑j=1pbjxt−j+εt,H0:b1=…=bp=0

Tests whether past values of x help predict y beyond y's own past.

LaTeX: y_t = \sum_{i=1}^{p} a_i\, y_{t-i} + \sum_{j=1}^{p} b_j\, x_{t-j} + \varepsilon_t,\quad H_0: b_1 = \dots = b_p = 0

Names searched for: Granger causality, Granger cause, Granger causal, Granger non-causality

Key findings

  • Granger causality was mentioned in 18 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #47 of the 104 equations and models mentioned.
  • By journal category: Finance (8), Economics (5), Management (3) and AI (2).
  • Most of them appeared in International Review of Economics & Finance (3), Journal of Econometrics (1) and The Journal of Economic Asymmetries (1).
  • Often mentioned together with Vector autoregression (VAR) (9), Cointegration and error correction (VECM) (5) and Instrumental variables (two-stage least squares) (5).
  • Datasets named in the same papers: S&P 500 (5), Economic Policy Uncertainty index (5) and VIX (3).
  • From Apr 2024 to Sep 2026, 127 archived papers mentioned Granger causality in their title, abstract or keywords, most of them in Apr 2024 (12).

Mentions over 30 months

Papers mentioning it by publication month, Apr 2024 to Sep 2026 (titles, abstracts and keywords)
TrendApr 24–Sep 24Oct 24–Sep 25Oct 25–Sep 2630 months
43768127
Papers mentioning Granger causality, newest first.
DateTitleJournalAuthorsAffiliations
2026-10-24Practical estimation methods for high-dimensional multivariate stochastic volatility modelsJournal of EconometricsMd. Nazmul Ahsan, Jean‐Marie DufourCanada Mortgage and Housing Corporation; Centre Interuniversitaire de Recherche et d’Ingénierie des Matériaux; McGill University
2026-10-20Exploring the nexus between renewable energy consumption, ores and metals exports, and foreign direct investment: Evidence from IcelandThe Journal of Economic AsymmetriesRamil I. Hasanov, Mandeep Mahendru, Amar Rao et al.Azerbaijan State University of Economics; Samarkand State University named after Sharof Rashidov; Széchenyi István University; …
2026-10-17The resilience of sentiment: VIX-led connectedness and monetary decoupling in a high-inflation regimeJournal of Economics and FinanceSayed Akif Hussain, Syed Amer Hussain, Syed Atif Hussain et al.Shihezi University; Chongqing University of Posts and Telecommunications; Abbottabad University of Science and Technology; …
2026-10-16The unstable boundary: conditional classification of non-performing loan determinants and its implications for banking regulationJournal of Banking RegulationMichael GiannoulakisUniversity of Greenwich
2026-10-15Geopolitical risk spillovers among GCC stock markets, non-renewable energy, and gold: evidence from a quantile connectedness approachPortuguese Economic JournalNidhal Mgadmi, Fekria Belhouichet, Ştefan Cristian Gherghina et al.University of Sfax; Faculty of Economics and Management of Sfax; Bucharest University of Economic Studies; …
2026-10-08Oil Shocks and Industry 4.0 Sectors: Quantile Time–frequency Connectedness and Causality EvidenceAsia-Pacific Financial MarketsHee-Un Ko, Nayanjyoti Bhattacharjee, Amit Kumar Narzary et al.Jeonbuk State Institute; Bodoland University; University of South Australia; …
2026-10-08Behavioral drivers of cryptocurrency markets: A systematic reviewJournal of Behavioral and Experimental FinanceSebastian Steindl, Hans Rüdiger Kaufmann, Bernd BritzelmaierUniversity of Nicosia; Pforzheim University of Applied Sciences
2026-10-06Is bitcoin a hedge against central banking? Evidence from AI-driven monetary policy expectationsJournal of International Money and FinanceMaxime L. D. Nicolas, François Sicard, Marion Labouré et al.University College London; Deutsche Bank (United Kingdom)
2026-10-06Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagationInternational Review of Economics & FinanceMd Tanvir HasanUniversity of Dhaka; University of Glasgow
2026-10-05The cost of collateral scarcity: Asset prices and misallocation in supply crisesEconomic ModellingYe Zhang, Ying Tung ChanTohoku University; Beijing Normal-Hong Kong Baptist University
2026-10-05The empirics of the tourism–growth nexus: how does tourism specialization affect regional growth paths?The Annals of Regional ScienceDavid Boto‐García, Roberto Balado‐Naves, José Francisco Baños-Pino et al.Universidad de Oviedo
2026-10-05Dynamics of regime and quantile connectedness across new economy marketsInternational Review of Economics & FinanceSami Al Kharusi, Rim M. El Khoury, Walid Mensi et al.Sultan Qaboos University; Lebanese American University; Pusan National University
2026-10-03Causal-driven attribution (CDA): estimating channel influence without user-level dataJournal of Marketing AnalyticsGeorgios Filippou, Boi Mai Quach, Diana Lenghel et al.Trinity College Dublin
2026-10-01Globalization channels and business cycle synchronization: The roles of capital mobility and China's bilateral tradeInternational Review of Economics & FinanceDong Yao, Wanyin Zhong, Liang Chen et al.Chengdu Jincheng College; Chengdu Medical College
2026-10-01Governing sustainability under uncertainty: dynamic evidence on climate risk and policy swingsJournal of Innovation & KnowledgeXiaotian Dong, Wenhui Ma, Kai-Hua Wang et al.Qingdao University; City University of Macau; Superior University
2026-10-01Tourism expansion and sustainable economic growth in Bangladesh: long-run gains or hidden costs?Future Business JournalMd. Mominul IslamSoutheast University
2026-09-29Beyond the hotspots: Identifying public opinion blind spots and agenda-setting dynamics in crisis information generationInformation Processing & ManagementYujiao Sun, Siyue Xiong, Zhijian Zhang et al.Wuhan University; Fudan University
2026-09-28FreSia: Frequency-semantic instantiation and alignment for multivariate time series analysisPattern RecognitionYubo Wang, Hui He, Hezhe Qiao et al.Beijing Institute of Technology; Singapore Management University
Cite this page

Scholar4AI. (2026). Granger causality. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/granger-causality

@misc{scholar4ai-equations-granger-causality,
  author = {{Scholar4AI}},
  title = {Granger causality},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/granger-causality}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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