Allosteric regulation is crucial for the operation of protein machines and molecular motors. A major challenge is to characterize and quantify the information exchange underlying allosteric communication between remote functional sites in a protein, and to identify the involved relevant pathways. We review applications of two topical approaches of dynamical protein modeling, a kinetic-based single-molecule stochastic model, which employs information thermodynamics to quantify allosteric interactions, and structure-based coarse-grained modeling to characterize intra-molecular couplings in terms of conformational motions and propagating mechanical strain. Both descriptions resolve the directionality of allosteric responses within a protein, emphasizing the concept of causality as the principal hallmark of protein allostery. We discuss the application of techniques from information thermodynamics to dynamic protein elastic networks and evolutionary designed model structures, and the ramifications for protein allostery.