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Bibliometric Analysis of Granger Causality Studies
Weng Siew Lam1, Weng Hoe Lam1, Saiful Hafizah Jaaman2
1Department of Physical and Mathematical Science, Faculty of Science, Kampar Campus, Universiti Tunku Abdul Rahman, Jalan Universiti, Bandar Barat, Kampar 31900, Perak, Malaysia.
Entropy (Basel, Switzerland)
|May 16, 2023
Summary
This bibliometric analysis maps Granger causality research trends. Publications have increased since 1981, focusing on environmental science, energy, and economics, with China leading in output and the US in citations.
Area of Science:
- * Multidisciplinary research spanning environmental science, energy, economics, business, ecology, and neurosciences.
- * Analysis of time series data for identifying causal relationships.
Background:
- * Granger causality is a key framework for inferring causation from time series predictability.
- * Essential for policymakers in developing effective strategies and recommendations.
- * Recognized as a significant advancement in addressing the causation problem.
Purpose of the Study:
- * To perform a comprehensive bibliometric analysis of Granger causality publications.
- * To track the evolution and trends of Granger causality research.
- * To identify key contributors, research areas, and geographical distributions.
Main Methods:
- * Bibliometric analysis of publications indexed in the Web of Science database.
- * Utilized Harzing's Publish or Perish for performance analysis.
- * Employed VOSviewer for science mapping and visualization.
Main Results:
- * Consistent upward trend in Granger causality publications since 1981.
- * Emerging focus on environmental science, energy, and economics.
- * China leads in publication volume; the United States leads in citations; England shows the highest citation impact.
- * Analysis of co-authorship, cited references, sources, authors, and keywords.
Conclusions:
- * Granger causality remains a vital research area with growing influence.
- * The field is expanding into new domains, particularly applied sciences.
- * Bibliometric insights provide a roadmap for future research and collaboration.
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