Causality analysis is a substantial tool for identifying cause-and-effect links between different components of a system and has been extensively used in various areas of science such as neuroscience, climatology, and econometrics. This analysis is carried out in terms of the renormalized partial directed coherence and the directed transfer function connectivity measures. Applying such analysis in the nuclear reactor field is of paramount importance since it can help in inferring cause-and-effect relationships between highly coupled processes, and consequently, it can assist on the safe and reliable operation of a nuclear power plant during the occurrence of possible disturbances or malfunctions. The effectiveness of the connectivity analysis is demonstrated through several simulated and measured test cases. Results show that the connectivity analysis is able to identify accurately the importance and central role of the activation signal when it is applied on a simple analytical model and a simulated nuclear reactor system. In addition, the application on more realistic and complex measured data sets of a Swiss boiling water reactor illustrates the capability of this analysis to indicate possible causes behind the observed anomalies or trends observed at certain conditions and, more importantly, allows a better understanding of the underlying interactions among different neutronic and thermal-hydraulic processes. Published under license by AIP Publishing.