Localization of cognitive processes is a strength of functional neuroimaging. However, information about functional interactions between brain areas is crucial for a deeper understanding of brain function. We applied vector autoregressive modeling in the context of Granger causality as a method to analyze directed connectivity in a standard event-related fMRI study using a simple auditory-motor paradigm. The basic idea is to use temporal information in stochastic time series of a brain region in order to predict signal time courses in other brain regions. Thus, we predicted that the method should demonstrate causal influence of the auditory cortex and the supplementary motor area (SMA) on primary motor cortex. Eleven right-handed healthy female subjects were instructed to press a ball with either their left or their right hand when hearing the command "left" or "right" in the scanner. Influence to the left motor cortex was found from bilateral auditory cortex as well as from the SMA in 9 of 11 subjects. Granger causality to the right motor cortex existed from bilateral auditory cortex in 5 and from SMA in 6 subjects. Granger causality to the SMA existed from right auditory cortex in 7 subjects and from left auditory cortex in 8 subjects. Our findings in a simple task show that even under suboptimal circumstances (a relatively long TR of 2440 ms), Granger causality can be a useful tool to explore effective connectivity. Temporally optimized scanning should increase that potential.