Granger models are popular when it comes to testing hypotheses that relate series of measures causally to each other. In this article, we propose a taxonomy of Granger causality models. The taxonomy results from crossing the four variables Order of Lag, Type of (Contemporaneous) Effect, Direction of Effect, and Segment of Dependent Series Targeted. Among the uses of such a taxonomy are that existing models can be embedded in the context of possible other models, new models can be derived, models can be compared, and the relation of statistical models to theories of causality can be specified. Sample models are depicted, and parameters of interest are indicated. For two new models, empirical data examples are provided from research on the development of aggression in adolescents.