M. Bohdalová, M. Kalina, O. Nánásiová
arXiv 3 Oct 2018 · Econometrics
arXiv:1810.01654 · PDF · DOI · OpenAlex · Extracted main text
The intention of this paper is to discuss the mathematical model of causality introduced by C.W.J. Granger in 1969. The Granger's model of causality has become well-known and often used in various econometric models describing causal systems, e.g., between commodity prices and exchange rates. Our paper presents a new mathematical model of causality between two measured objects. We have slightly modified the well-known Kolmogorovian probability model. In particular, we use the horizontal sum of set $\sigma$-algebras instead of their direct product.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Granger, C.W.J.: Investigating causal relations by econometric model… (1969) | 1.000 | 7 | 5 | 100% |
| 2 | Nánásiová, O.: Principle conditioning. Int. J. Theor. Phys. 43 (2004) | 0.737 | 3 | 2 | 100% |
| 3 | Nánásiová, O.: Map for simultanous measuremants for a quantum logic.… (2003) | 0.737 | 3 | 2 | 100% |
| 4 | Nánásiová, O., Kalina, M.: Calculus for non-compatible observables,… (2015) self | 0.693 | 5 | 1 | 100% |
| 5 | Nánásiová, O., Pulmannová, S.: S-maps and tracial states. Inf. Sci.… (2009) | 0.644 | 2 | 2 | 100% |
| 6 | Hoover, K.D.: Causality in economics and econometrics. In: Steven N.… (2008) doi:10.1057/9780230226203.0209 | 0.585 | 3 | 1 | 100% |
| 7 | Varadarajan, V.: Geometry of Quantum Theory, N. J., D. Van Nostrand,… (1968) | 0.585 | 3 | 1 | 100% |
| 8 | Bohdalová, M., Kalina, M., Nánásiová, O.: Granger causality from a d… (2016) self | 0.511 | 2 | 1 | 100% |
| 9 | Dvurecenskij, A., Pulmannová, S.: New Trends in Quantum Structures.… (2000) | 0.511 | 2 | 1 | 100% |
| 10 | Granger, C.W.J.: Testing for causality. A personal viewpoint. Journa… (1980) | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 26 scored citations.