--- title: "Granger causality: formula and 18 recent papers" description: "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." url: https://scholar4ai.com/equations/granger-causality markdown_url: https://scholar4ai.com/equations/granger-causality.md license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/) share_text: "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." data_url: https://scholar4ai.com/data/rankings.json updated: 2026-10-26T14:52:47+09:00 window: 2026-09-27 to 2026-10-26 source: OpenAlex (CC0) --- # Granger causality $$ y_t = \sum_{i=1}^{p} a_i\, y_{t-i} + \sum_{j=1}^{p} b_j\, x_{t-j} + \varepsilon_t,\quad H_0: b_1 = \dots = b_p = 0 $$ Tests whether past values of x help predict y beyond y's own past. - area: Time series - 2 papers in the last 7 days - Names searched for: Granger causality, Granger cause, Granger causal, Granger non-causality Back to the ranking: https://scholar4ai.com/rankings/equations.md ## 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 Oct 2023 to Sep 2026, 156 archived papers mentioned Granger causality in their title, abstract or keywords, most of them in Apr 2024 (12). ## Mentions over 36 months *Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)* | Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months | |---|---:|---:|---:|---:| | | 72 | 76 | 8 | 156 | *Papers mentioning Granger causality, newest first.* | Date | Title | Journal | Authors | Affiliations | |---|---|---|---|---| | 2026-10-24 | [Practical estimation methods for high-dimensional multivariate stochastic volatility models](https://doi.org/10.1016/j.jeconom.2026.106349) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | Md. Nazmul Ahsan, Jean‐Marie Dufour | Canada Mortgage and Housing Corporation; Centre Interuniversitaire de Recherche et d’Ingénierie des Matériaux; McGill University | | 2026-10-20 | [Exploring the nexus between renewable energy consumption, ores and metals exports, and foreign direct investment: Evidence from Iceland](https://doi.org/10.1016/j.jeca.2026.e00483) | [The Journal of Economic Asymmetries](https://scholar4ai.com/journals/the-journal-of-economic-asymmetries.md) | Ramil I. Hasanov, Mandeep Mahendru, Amar Rao et al. | Azerbaijan State University of Economics; Samarkand State University named after Sharof Rashidov; Széchenyi István University; … | | 2026-10-17 | [The resilience of sentiment: VIX-led connectedness and monetary decoupling in a high-inflation regime](https://doi.org/10.1007/s12197-026-09790-w) | [Journal of Economics and Finance](https://scholar4ai.com/journals/journal-of-economics-and-finance.md) | Sayed Akif Hussain, Syed Amer Hussain, Syed Atif Hussain et al. | Shihezi University; Chongqing University of Posts and Telecommunications; Abbottabad University of Science and Technology; … | | 2026-10-16 | [The unstable boundary: conditional classification of non-performing loan determinants and its implications for banking regulation](https://doi.org/10.1057/s41261-026-00365-7) | [Journal of Banking Regulation](https://scholar4ai.com/journals/journal-of-banking-regulation.md) | Michael Giannoulakis | University of Greenwich | | 2026-10-15 | [Geopolitical risk spillovers among GCC stock markets, non-renewable energy, and gold: evidence from a quantile connectedness approach](https://doi.org/10.1007/s10258-026-00299-y) | [Portuguese Economic Journal](https://scholar4ai.com/journals/portuguese-economic-journal.md) | Nidhal Mgadmi, Fekria Belhouichet, Ştefan Cristian Gherghina et al. | University of Sfax; Faculty of Economics and Management of Sfax; Bucharest University of Economic Studies; … | | 2026-10-08 | [Oil Shocks and Industry 4.0 Sectors: Quantile Time–frequency Connectedness and Causality Evidence](https://doi.org/10.1007/s10690-026-09631-0) | [Asia-Pacific Financial Markets](https://scholar4ai.com/journals/asia-pacific-financial-markets.md) | Hee-Un Ko, Nayanjyoti Bhattacharjee, Amit Kumar Narzary et al. | Jeonbuk State Institute; Bodoland University; University of South Australia; … | | 2026-10-08 | [Behavioral drivers of cryptocurrency markets: A systematic review](https://doi.org/10.1016/j.jbef.2026.101265) | [Journal of Behavioral and Experimental Finance](https://scholar4ai.com/journals/journal-of-behavioral-and-experimental-finance.md) | Sebastian Steindl, Hans Rüdiger Kaufmann, Bernd Britzelmaier | University of Nicosia; Pforzheim University of Applied Sciences | | 2026-10-06 | [Is bitcoin a hedge against central banking? Evidence from AI-driven monetary policy expectations](https://doi.org/10.1016/j.jimonfin.2026.103683) | [Journal of International Money and Finance](https://scholar4ai.com/journals/journal-of-international-money-and-finance.md) | Maxime L. D. Nicolas, François Sicard, Marion Labouré et al. | University College London; Deutsche Bank (United Kingdom) | | 2026-10-06 | [Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Md Tanvir Hasan | University of Dhaka; University of Glasgow | | 2026-10-05 | [The cost of collateral scarcity: Asset prices and misallocation in supply crises](https://doi.org/10.1016/j.econmod.2026.107873) | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | Ye Zhang, Ying Tung Chan | Tohoku University; Beijing Normal-Hong Kong Baptist University | | 2026-10-05 | [The empirics of the tourism–growth nexus: how does tourism specialization affect regional growth paths?](https://doi.org/10.1007/s00168-026-01574-8) | [The Annals of Regional Science](https://scholar4ai.com/journals/the-annals-of-regional-science.md) | David Boto‐García, Roberto Balado‐Naves, José Francisco Baños-Pino et al. | Universidad de Oviedo | | 2026-10-05 | [Dynamics of regime and quantile connectedness across new economy markets](https://doi.org/10.1016/j.iref.2026.105940) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Sami Al Kharusi, Rim M. El Khoury, Walid Mensi et al. | Sultan Qaboos University; Lebanese American University; Pusan National University | | 2026-10-03 | [Causal-driven attribution (CDA): estimating channel influence without user-level data](https://doi.org/10.1057/s41270-026-00535-6) | [Journal of Marketing Analytics](https://scholar4ai.com/journals/journal-of-marketing-analytics.md) | Georgios Filippou, Boi Mai Quach, Diana Lenghel et al. | Trinity College Dublin | | 2026-10-01 | [Globalization channels and business cycle synchronization: The roles of capital mobility and China's bilateral trade](https://doi.org/10.1016/j.iref.2026.106000) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Dong Yao, Wanyin Zhong, Liang Chen et al. | Chengdu Jincheng College; Chengdu Medical College | | 2026-10-01 | [Governing sustainability under uncertainty: dynamic evidence on climate risk and policy swings](https://doi.org/10.1016/j.jik.2026.101173) | [Journal of Innovation & Knowledge](https://scholar4ai.com/journals/journal-of-innovation-knowledge.md) | Xiaotian Dong, Wenhui Ma, Kai-Hua Wang et al. | Qingdao University; City University of Macau; Superior University | | 2026-10-01 | [Tourism expansion and sustainable economic growth in Bangladesh: long-run gains or hidden costs?](https://doi.org/10.1186/s43093-026-01016-z) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Md. Mominul Islam | Southeast University | | 2026-09-29 | [Beyond the hotspots: Identifying public opinion blind spots and agenda-setting dynamics in crisis information generation](https://doi.org/10.1016/j.ipm.2026.105210) | [Information Processing & Management](https://scholar4ai.com/journals/information-processing-management.md) | Yujiao Sun, Siyue Xiong, Zhijian Zhang et al. | Wuhan University; Fudan University | | 2026-09-28 | [FreSia: Frequency-semantic instantiation and alignment for multivariate time series analysis](https://doi.org/10.1016/j.patcog.2026.114944) | [Pattern Recognition](https://scholar4ai.com/journals/pattern-recognition.md) | Yubo 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 ```bibtex @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} } ``` License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).