Causal Reasoning in Graphical Time Series Models
  We propose a definition of causality for time series in terms of the effect of an intervention in one component of a multivariate time series on another component at some later point in time. Conditions for identifiability, comparable to the back-door and front-door criteria, are presented and can also be verified graphically. Computation of the causal effect is derived and illustrated for the linear case. 
Michael Eichler, Vanessa Didelez
stat.ME cs.AI