Evidence map›Paper›PMID 37840549›Full record

ArticleAnnual review of statistics and its application2022

Granger Causality: A Review and Recent Advances.

Ali Shojaie, Emily B Fox

Abstract read
In one paragraph

Article in Annual review of statistics and its application, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 86 papers, 1 of them a synthesis that pooled it.

0numbers the graph read from it
0cells of the map it votes in
86citing papers in PubMed, 1 pooled it
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

86 citing papers in PubMed, 1 synthesis or guideline pooled it.

  1. Pooled it
  2. Article
  3. Advances in causal discovery methods for ecological time series.Biological reviews of the Cambridge Philosophical Society · 2026
    Review
  4. Article
  5. Functional connectivity networks for transportation delay analysis: From theory to software.Transportation research interdisciplinary perspectives · 2026
    Article
  6. Article
  7. Article
  8. Review
  9. Article
  10. Article
  11. Article
  12. Article
  13. Article
  14. Article
  15. Review
  16. Article
  17. Article
  18. Article
  19. Article
  20. Article

26 more citing papers are in PubMed but not listed here.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Ali ShojaieDepartment of Biostatistics, University of Washington, Seattle, Washington 98195-4322, USA.
Emily B FoxDepartment of Statistics, Stanford University, Stanford, California 94305-4020, USA.

Funding

Machine Learning Tools for Discovery and Analysis of Active Metabolic PathwaysR01GM114029 · NIGMS · UNIVERSITY OF WASHINGTON · PI SHOJAIE, ALI · 2016 to 2020
$1.7M
Novel Statistical Inference for Biomedical Big DataR01GM133848 · NIGMS · UNIVERSITY OF WASHINGTON · PI SHOJAIE, ALI · 2020 to 2023
$1.7M
NIGMS NIH HHS R01 GM114029NIGMS NIH HHS R01 GM133848
6 · The paper itself

Abstract

Introduced more than a half-century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity of this framework for inferring causal relationships among time series has remained the topic of continuous debate. Moreover, while the original definition was general, limitations in computational tools have constrained the applications of Granger causality to primarily simple bivariate vector autoregressive processes. Starting with a review of early developments and debates, this article discusses recent advances that address various shortcomings of the earlier approaches, from models for high-dimensional time series to more recent developments that account for nonlinear and non-Gaussian observations and allow for subsampled and mixed-frequency time series.

Indexed as

deep neural networksgraphical modelsmixed-frequency time seriesmultivariate time seriespenalized estimationvector autoregressive model

Identifiers

PMID37840549
PMCPMC10571505

What OpenQuestion holds

Textmetadata
LicenceTDM
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.