#Granger-causality

dgwozdz

HN_SO_analysis

Is there a relationship between popularity of a given technology on Stack Overflow (SO) and Hacker News (HN)? And a few words about causality

mrosol

Nonlincausality

Python package for Granger causality test with nonlinear forecasting methods.

i6092467

GVAR

An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.

MajorLift

volatility-modeling-python-datasci

Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."