A new nonlinear causality test based on single multiplicative neuron model artificial neural network: a case study for Turkey’s macroeconomic indicators

Author:

Egrioglu Erol,Bas Eren,Cansu Turan,Kara M. Akif

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Computer Science Applications,Information Systems

Reference21 articles.

1. Amblard PO, Michel OJ, Richard C, Honeine P (2012) A Gaussian process regression approach for testing Granger causality between time series data. IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 3357–3360.

2. Ancona N, Marinazzo D, Stramaglia S (2004) Radial basis function approach to nonlinear Granger causality of time series. Phys Rev E 70(5):056221

3. Baek EG, Brock AW (1992) A general test for non-linear granger causality: bivariate model. Technical Report, Korean Development Institute and University of Wisconsin-Madison

4. Bouezmarni T, Rombouts JV, Taamouti A (2012) Nonparametric copula-based test for conditional independence with applications to Granger causality. J Bus Econom Statist 30(2):275–287

5. Brock W (1991) Causality, chaos, explanation and prediction in economics and finance. In: Casti J, Karlqvist A (eds) Beyond Belief: Randomness, Prediction and Explanation in Science CRC Press. Fla, Boca Raton

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