The identification, modeling, and analysis of interactions between nodes of neural systems in the human brain have become the aim of interest of many studies in neuroscience. The complex neural network structure and its correlations with brain functions have played a role in all areas of neuroscience, including the comprehension of cognitive and emotional processing. Indeed, understanding how information is stored, retrieved, processed, and transmitted is one of the ultimate challenges in brain research. In this context, in functional neuroimaging, connectivity analysis is a major tool for the exploration and characterization of the information flow between specialized brain regions. In most functional magnetic resonance imaging (fMRI) studies, connectivity analysis is carried out by first selecting regions of interest (ROI) and then calculating an average BOLD time series (across the voxels in each cluster). Some studies have shown that the average may not be a good choice and have suggested, as an alternative, the use of principal component analysis (PCA) to extract the principal eigen-time series from the ROI(s). In this paper, we introduce a novel approach called cluster Granger analysis (CGA) to study connectivity between ROIs. The main aim of this method was to employ multiple eigen-time series in each ROI to avoid temporal information loss during identification of Granger causality. Such information loss is inherent in averaging (e.g., to yield a single "representative" time series per ROI). This, in turn, may lead to a lack of power in detecting connections. The proposed approach is based on multivariate statistical analysis and integrates PCA and partial canonical correlation in a framework of Granger causality for clusters (sets) of time series. We also describe an algorithm for statistical significance testing based on bootstrapping. By using Monte Carlo simulations, we show that the proposed approach outperforms conventional Granger causality analysis (i.e., using representative time series extracted by signal averaging or first principal components estimation from ROIs). The usefulness of the CGA approach in real fMRI data is illustrated in an experiment using human faces expressing emotions. With this data set, the proposed approach suggested the presence of significantly more connections between the ROIs than were detected using a single representative time series in each ROI.