Granger Causality-Statistical Analysis Under a Configural Perspective

Alexander von Eye, Wolfgang Wiedermann, Eun-Young Mun

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)79-99
Number of pages21
JournalIntegrative Psychological and Behavioral Science
Volume48
Issue number1
DOIs
StatePublished - 1 Jan 2014

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causality
Causality
statistical analysis
Statistical methods
frequency analysis
Aggression
aggression
regression
cause
hypothesis testing
adolescence
Research Personnel
Statistical Analysis
Granger Causality
Testing
Causation
Causes

Keywords

  • Configural analysis
  • Granger causality
  • Person-oriented analysis
  • Regression models
  • Statistical models

Cite this

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Granger Causality-Statistical Analysis Under a Configural Perspective. / von Eye, Alexander; Wiedermann, Wolfgang; Mun, Eun-Young.

In: Integrative Psychological and Behavioral Science, Vol. 48, No. 1, 01.01.2014, p. 79-99.

Research output: Contribution to journalArticleResearchpeer-review

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