Multivariate Granger causality and generalized variance.

  title={Multivariate Granger causality and generalized variance.},
  author={Adam B. Barrett and Lionel C. Barnett and Anil K. Seth},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  volume={81 4 Pt 1},
Granger causality analysis is a popular method for inference on directed interactions in complex systems of many variables. A shortcoming of the standard framework for Granger causality is that it only allows for examination of interactions between single (univariate) variables within a system, perhaps conditioned on other variables. However, interactions do not necessarily take place between single variables but may occur among groups or "ensembles" of variables. In this study we establish a… CONTINUE READING
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