The communication among neuronal populations, reflected by transient synchronous activity, is the mechanism underlying the information processing in the brain. Although it is widely assumed that the interactions among those populations (i.e. functional connectivity) are highly nonlinear, the amount of nonlinear information transmission and its functional roles are not clear. The state of the art to understand the communication between brain systems are dynamic causal modeling (DCM) and Granger causality. While DCM models nonlinear couplings, Granger causality, which constitutes a major tool to reveal effective connectivity, and is widely used to analyze EEG/MEG data as well as fMRI signals, is usually applied in its linear version. In order to capture nonlinear interactions between even short and noisy time series, a few approaches have been proposed. We review them and focus on a recently proposed flexible approach has been recently proposed, consisting in the kernel version of Granger causality. We show the application of the proposed approach on EEG signals and fMRI data.