Addo, Peter Martey; Peretti, Philippe De - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2014
achieved by using a recently proposed method on quantifying causal coupling strength, which identifies the existence of causal … meaningful coupling strength using the momentary information transfer (MIT). The measure of association is general, causal and … lag-specific, reflecting a well interpretable notion of coupling strength and is practically computable. A comprehensive …