Granger-causality in the frequency domain is a new way to study cause and effect between two sets of data over time. Researchers developed a bootstrap test to see if there are strong causal patterns in the data. They found that money stock in the Euro Area had a big impact on economic output consistently over time, while the reverse relationship was only strong at certain points. This method is more careful when the data is changing a lot, making it a reliable way to study causal relationships.