Search results for "causality"
showing 10 items of 258 documents
Measuring frequency domain granger causality for multiple blocks of interacting time series
2011
In the past years, several frequency-domain causality measures based on vector autoregressive time series modeling have been suggested to assess directional connectivity in neural systems. The most followed approaches are based on representing the considered set of multiple time series as a realization of two or three vector-valued processes, yielding the so-called Geweke linear feedback measures, or as a realization of multiple scalar-valued processes, yielding popular measures like the directed coherence (DC) and the partial DC (PDC). In the present study, these two approaches are unified and generalized by proposing novel frequency-domain causality measures which extend the existing meas…
Extended causal modeling to assess Partial Directed Coherence in multiple time series with significant instantaneous interactions.
2010
The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for investigating, in the frequency domain, the concept of Granger causality among multivariate (MV) time series. PDC and gPDC are formalized in terms of the coefficients of an MV autoregressive (MVAR) model which describes only the lagged effects among the time series and forsakes instantaneous effects. However, instantaneous effects are known to affect linear parametric modeling, and are likely to occur in experimental time series. In this study, we investigate the impact on the assessment of frequency domain causality of excluding instantaneous effects from the model underlying PDC evaluation. M…
Multivariate Frequency Domain Analysis of Causal Interactions in Physiological Time Series
2011
A common way of obtaining information about a physiological system is to measure one or more signals from the system, consider their temporal evolution in the form of numerical time series, and obtain quantitative indexes through the application of time series analysis techniques. While historical approaches to time series analysis were addressed to the study of single signals, recent advances have made it possible to study collectively the behavior of several signals measured simultaneously from the considered system. In fact, multivariate (MV) time series analysis is nowadays extensively used to characterize interdependencies among multiple signals collected from dynamical physiological s…
Testing different methodologies for Granger causality estimation: A simulation study
2021
Granger causality (GC) is a method for determining whether and how two time series exert causal influences one over the other. As it is easy to implement through vector autoregressive (VAR) models and can be generalized to the multivariate case, GC has spread in many different areas of research such as neuroscience and network physiology. In its basic formulation, the computation of GC involves two different regressions, taking respectively into account the whole past history of the investigated multivariate time series (full model) and the past of all time series except the putatively causal time series (restricted model). However, the restricted model cannot be represented through a finit…
Inclusion of Instantaneous Influences in the Spectral Decomposition of Causality: Application to the Control Mechanisms of Heart Rate Variability
2021
Heart rate variability is the result of several physiological regulation mechanisms, including cardiovascular and cardiorespiratory interactions. Since instantaneous influences occurring within the same cardiac beat are commonplace in this regulation, their inclusion is mandatory to get a realistic model of physiological causal interactions. Here we exploit a recently proposed framework for the spectral decomposition of causal influences between autoregressive processes [2] and generalize it by introducing instantaneous couplings in the vector autoregressive model (VAR). We show the effectiveness of the proposed approach on a toy model, and on real data consisting of heart period (RR), syst…
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study
2019
Abstract This paper replicates the Diebold and Yilmaz (2012) study on the connectedness of the commodity market and three other financial markets: the stock market, the bond market, and the FX market, based on the Generalized Forecast Error Variance Decomposition, GEFVD. We show that the net spillover indices (of directional connectedness), used to assess the net contribution of one market to overall risk in the system, are sensitive to the normalization scheme applied to the GEFVD. We show that, considering data generating processes characterized by different degrees of persistence and covariance, a scalar-based normalization of the Generalized Forecast Error Variance Decomposition is pref…
Cross-lagged associations between perceived external employability, job insecurity, and exhaustion: Testing gain and loss spirals according to the Co…
2012
Summary This study investigates perceived external employability (PEE) as a personal resource in relation to job insecurity and exhaustion. We advance the idea that PEE may reduce feelings of job insecurity and, through felt job insecurity, also exhaustion. That is, we probe the paths from PEE to job insecurity and from job insecurity to exhaustion. We furthermore account for possible reversed causality, so that exhaustion felt job insecurity and felt job insecurity PEE. This aligns with insights from the Conservation of Resources Theory, which is built on the assumption of resource caravans passageways and associated gain and loss spirals. We based the results on a sample of 1314 workers…
Interface between work and family: A longitudinal individual and crossover perspective
2010
This study assessed longitudinal individual and crossover relationships between work-family conflict and well-being in the domains of work (job satisfaction) and family (parental distress) in a sample of 239 dual-earner couples. The results revealed only longitudinal individual effects over a 1-year period. First, high family-to-work conflict (WFC) at Time 1 was related to a high level of work-to-family conflict (WFC) 1 year later in both partners. Second, the wife's high level of FWC was related to her decreased job satisfaction 1 year later. Thus, the longitudinal effects identified supported normal causality, that is, work-family conflict led to poor well-being outcomes or increased perc…
General causality orientations in self-determination theory: Meta-analysis and test of a process model
2020
Causality orientations theory, a key sub-theory of self-determination theory, identifies three distinct causality orientations: autonomy, control, and impersonal orientation. The theory proposes generalized effects of the orientations on motivation and behavior. We meta-analyzed studies ( k = 83) testing relations between causality orientations, forms of motivation from self-determination theory, and behavior. Pooled data were used to test a process model in which autonomous and controlled forms of motivation mediated relations between causality orientations and behavior. Results revealed that autonomy and control orientations were positively correlated with autonomous and controlled forms…