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Granger Causality—Statistical Analysis Under a Configural Perspective

Authors :
Eun Young Mun
Alexander von Eye
Wolfgang Wiedermann
Source :
Integrative Psychological and Behavioral Science. 48:79-99
Publication Year :
2013
Publisher :
Springer Science and Business Media LLC, 2013.

Abstract

The concept of Granger causality can be used to examine putative causal relations between two series of scores. Based on regression models, it is asked whether one series can be considered the cause for the second series. In this article, we propose extending the pool of methods available for testing hypotheses that are compatible with Granger causation by adopting a configural perspective. This perspective allows researchers to assume that effects exist for specific categories only or for specific sectors of the data space, but not for other categories or sectors. Configural Frequency Analysis (CFA) is proposed as the method of analysis from a configural perspective. CFA base models are derived for the exploratory analysis of Granger causation. These models are specified so that they parallel the regression models used for variable-oriented analysis of hypotheses of Granger causation. An example from the development of aggression in adolescence is used. The example shows that only one pattern of change in aggressive impulses over time Granger-causes change in physical aggression against peers.

Details

ISSN :
19363567 and 19324502
Volume :
48
Database :
OpenAIRE
Journal :
Integrative Psychological and Behavioral Science
Accession number :
edsair.doi.dedup.....23732afbbe826e986f065f23821ff09e
Full Text :
https://doi.org/10.1007/s12124-013-9243-1