Access Statistics for Clive W. J. Granger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu 0 0 1 221 0 0 5 502
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 2 10 1,069
A Dependence Metric for Nonlinear Time Series 0 0 1 311 1 4 11 559
A simple nonlinear time series model with misleading linear properties 0 0 0 20 0 2 12 1,226
Aggregation of Space-Time Processes 0 0 1 321 1 4 11 787
Aggregation of time series variables-a survey 1 3 16 679 2 8 35 2,191
Aggregationn of Space-Time Processes 0 0 0 13 1 5 12 95
An introduction to stochastic Unit Root Processes 0 0 0 4 0 3 13 1,445
Autobiography 0 0 0 87 1 5 10 213
Causality: Some New Thoughts on an Old Topic 0 0 0 7 1 6 14 1,013
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 1 2 4 4
Comments on the evaluation of policy models 0 0 1 45 0 0 4 337
Common Factors in Conditional Distributions 0 0 0 7 0 2 8 61
Common factors in conditional distributions 0 0 0 223 0 3 11 1,089
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 2 9 616
Common factors in conditional distributions for Bivariate time series 0 0 0 1 0 1 12 14
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 2 110 0 2 14 478
Economic and Statistical Measures of Forecast Accuracy 1 1 2 1,797 3 10 23 5,828
Efficient Market Hypothesis and Forecasting 0 2 7 1,256 1 8 34 3,418
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 10 29 1,867
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 0 3 5 182
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 1 6 11 81
Further Developments in the Study of Cointegrated Variables 0 0 0 0 1 2 7 371
Hidden Cointegration 0 0 1 104 2 3 10 359
Hidden Cointegration 1 3 6 533 2 7 31 1,091
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 2 8 564
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 1 1 149 1 2 5 491
Introduction to M-M Processes 0 0 0 12 0 2 11 77
Investigating the relationship between gold and silver prices 0 1 4 22 7 29 56 128
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 0 454 0 3 14 1,936
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 1 3 8 520
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 0 2 6 288
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 0 3 6 782
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 23 0 3 7 102
Non-stationarities in stock returns 0 0 1 786 0 12 26 1,528
Occasional Structural Breaks and Long Memory 0 0 0 44 1 1 7 142
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 0 3 16 81
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 0 3 13 61
Reasonable extreme bounds analysis 0 0 0 365 0 2 14 1,432
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 0 1 14 1,652
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 1 8 26 1,422
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 1 13 27 1,334
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 1 3 7 1,473
Self-Generating Variables in a Cointegrated VAR Framework 0 0 0 12 0 1 4 76
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 1 2 7 225
Spurious Regressions with Stationary Series 0 0 1 64 0 2 8 142
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 1 99 1 5 21 628
Strategies for Modelling Nonlinear Time Series Relationships 0 0 0 0 0 0 3 3
Structurally-Induced Volatility Clustering 0 0 0 20 1 4 10 77
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 0 1 7 736
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 1 10 1,387
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 2 3 10 46
The algebra of I (1) 0 1 1 1 0 1 10 548
The correlogram of a long memory process plus a simple noise 0 0 1 9 0 1 7 52
The impact of the use of forecasts in information sets 0 0 1 17 0 1 6 120
Time Series Analysis, Cointegration, and Applications 0 0 1 351 1 9 25 685
Time Series Analysis, Cointegration, and Applications 0 0 1 82 0 2 5 197
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 3 20 590
What are we learning about the long-run? 0 0 1 10 0 1 14 55
Women’s Jobs and Marriage: Baby-Boom versus Baby-Bust (Travail des Femmes et Mariage: du baby-boom au baby-bust) 0 0 0 4 1 4 10 72
Total Working Papers 3 12 52 9,286 40 236 793 44,548
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2 Some Comments on Econometric Methodology 0 0 0 1 0 0 4 9
A Cointegration Analysis of Treasury Bill Yields 1 2 6 1,080 1 5 27 2,969
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 3 11 195
A Dependence Metric for Possibly Nonlinear Processes 0 0 6 124 2 5 27 368
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 0 3 6 66
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 3 0 2 7 23
A Review of Some Recent Textbooks of Econometrics 0 0 2 143 0 1 7 422
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 0 0 4 676 1 4 27 1,913
A long memory property of stock market returns and a new model 15 36 77 2,919 32 76 181 5,957
A simple nonlinear time series model with misleading linear properties 0 0 0 259 0 3 12 548
A time-distance criterion for evaluating forecasting models 0 0 0 70 0 1 7 194
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 0 0 8 0 3 8 28
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 6 23 61 271 9 44 132 474
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 1 2 29 1,402
Aggregation of space-time processes 0 0 3 273 2 2 12 674
An introduction to stochastic unit-root processes 0 0 0 382 1 3 12 867
Analysing qualitative data, by A. E. Maxwell, Methuen (1961), pp. 163, $3.00. QUEUES, by D. R. Cox and Walter L. Smith, Methuen (1961), pp. 180, $3.75 0 0 0 3 0 3 4 21
Can We Improve the Perceived Quality of Economic Forecasts? 0 1 1 231 0 1 13 691
Causality, cointegration, and control 1 3 10 520 1 5 28 1,107
Co-integration and Error Correction: Representation, Estimation, and Testing 26 48 136 16,057 81 224 688 40,129
Co-integration and error correction: Representation, estimation, and testing 3 11 63 925 13 61 258 3,203
Combining competing forecasts of inflation using a bivariate arch model 1 3 6 188 1 5 16 458
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 0 1 4 85
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 1 4 592
Comments on the evaluation of policy models 0 0 0 35 1 6 7 195
Common factors in conditional distributions for bivariate time series 0 0 0 109 2 3 9 302
Comparing forecasts of inflation using time distance 0 0 0 65 0 4 8 198
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 0 59 0 0 0 195
Consideration of Trends in Time Series 0 1 10 312 0 3 22 651
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 0 3 11 464
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 0 0 18 0 5 9 127
Curriculum Vitae 0 0 0 74 0 3 3 189
Data mining with local model specification uncertainty: a discussion of Hoover and Perez 0 0 0 1 0 3 8 491
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 3 15 35 3,189
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 0 1 3 212
Efficient market hypothesis and forecasting 0 2 6 417 5 15 48 1,158
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 6 17 59 2,443
Evaluating significance: comments on "size matters" 0 0 0 76 1 7 9 225
Evaluation of global models 0 0 0 130 0 0 4 290
Experience with using the Box-Cox transformation when forecasting economic time series 0 0 1 186 0 2 14 588
Extracting information from mega‐panels and high‐frequency data 0 0 1 8 0 0 9 38
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 1 26 0 4 7 118
Fellow's opinion: Evaluating economic theory 0 0 0 37 0 1 6 193
Fisheries Management Under Cyclical Population Dynamics 0 0 1 40 0 6 18 183
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 1 2 11 287
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 0 2 7 387
Forecasting Volatility in Financial Markets: A Review 2 5 24 480 14 27 104 5,513
Forecasting stock market prices: Lessons for forecasters 0 0 3 334 0 2 8 672
Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam 0 0 0 63 0 1 2 226
Future Developments in the Study of Cointegrated Variables 0 0 0 1 1 2 7 413
Implications of Aggregation with Common Factors 0 0 1 58 0 0 5 125
Implications of seeing economic variables through an aggregation window 0 0 0 23 0 2 5 100
Interactions between large macro models and time series analysis 0 0 0 98 0 2 4 351
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 1 2 10 502
Introducing Non-Linearity Into Cointegration 0 0 2 10 0 2 10 34
Introduction to m-m processes 0 0 2 49 1 3 10 199
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 10 20 63 4,773 34 100 361 14,916
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 1 1 1 524 3 7 23 1,293
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 1 2 8 601
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 0 3 5 196
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 0 0 4 139
Judy Klein, Statistical Visions in Time: A History of Time Series Analysis, 1662–1938 (Cambridge, Cambridge University Press1997), pp.xix + 345. $64.95. ISBN 1-521-42-46-6 0 0 1 50 0 5 9 171
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 0 28 0 2 8 137
Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999) 0 0 1 79 0 5 9 228
Long Memory Series with Attractors 0 0 0 0 0 0 4 248
Long memory relationships and the aggregation of dynamic models 1 2 14 523 6 13 35 1,050
Long-term forecasting and evaluation 1 1 3 127 2 5 12 332
MODELS THAT GENERATE TRENDS 0 0 0 0 0 1 4 13
Macroeconometrics - Past and future 0 0 1 176 0 1 9 322
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 1 5 10 33
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 2 3 291 1 7 17 707
Model evaluation based on residual analysis of two similar models 0 0 1 55 1 6 12 244
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 1 3 10 13
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 0 4 10 64
Modeling volatility persistence of speculative returns: A new approach 1 3 10 526 1 18 34 1,075
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 0 3 8 338
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 103 3 7 12 586
Multidimensional Gaussian distributions, by K. S. Miller, published by John Wiley and Sons, New York, 1964, viii + 129 pages, $9.50. The SIAM series in Applied Mathematics 0 0 1 37 1 3 7 90
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 1 3 11 0 3 14 39
Nearer-Normality and Some Econometric Models 0 0 0 22 0 0 7 150
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 1 3 10 442 2 9 30 822
Nonlinear stochastic trends 0 0 1 71 1 2 14 219
Nonstationarities in Stock Returns 0 0 4 339 2 6 21 758
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 1 41 0 4 10 111
Occasional Structural Breaks and Long Memory 0 0 3 67 1 2 18 269
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 1 3 285 4 10 31 631
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 20 0 1 5 161
On Modelling the Long Run in Applied Economics 0 0 0 115 0 1 3 361
On the Price Consciousness of Consumers 0 0 1 47 1 6 14 141
On the invertibility of time series models 0 0 0 37 1 6 12 164
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 0 1 8 81
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 0 0 1 15 0 1 6 142
Outline of forecast theory using generalized cost functions 0 0 5 378 2 6 20 1,243
POWER OF THE NEURAL NETWORK LINEARITY TEST 5 9 31 145 10 24 94 299
Practical Issues in Forecasting Volatility 0 0 0 1 0 1 9 14
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 0 4 9 95
Preface: Some Thoughts on the Future of Forecasting 0 1 2 6 0 1 3 12
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 83 0 5 14 276
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 1 82 0 3 10 250
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 2 9 208
Reasonable extreme-bounds analysis 0 0 1 221 0 0 13 614
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 0 5 908
Seasonal integration and cointegration 1 5 23 1,706 4 22 62 3,617
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 2 6 178
Shorte-run forecasts of electricity loads and peaks 0 1 3 237 0 1 13 529
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 0 18 0 0 7 83
Some Properties of Absolute Return: An Alternative Measure of Risk 0 1 10 109 0 3 24 246
Some aspects of causal relationships 0 1 7 326 0 2 16 694
Some comments on risk 0 0 1 221 0 0 10 511
Some generalizations on the algebra of I(1) processes 0 0 0 79 1 2 7 230
Some properties of time series data and their use in econometric model specification 0 1 22 2,808 1 18 60 6,420
Some recent development in a concept of causality 1 1 8 1,958 2 14 38 3,948
Some thoughts on the development of cointegration 0 0 0 69 0 2 17 200
Spectral Analysis of the Term Structure of Interest Rates 0 0 0 10 1 4 9 60
Spurious Stochastics in a Short Time-Series Panel Data 0 0 1 12 0 0 3 44
Spurious regressions in econometrics 8 22 103 3,077 26 93 298 7,638
Spurious regressions with stationary series 0 0 3 331 2 4 16 846
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 1 18 0 5 15 139
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 1 6 0 2 8 19
Structural attribution of observed volatility clustering 0 0 0 45 1 3 5 207
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 1 5 14 413
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 1 4 7 144
Tendency towards normality of linear combinations of random variables 0 0 0 28 0 2 9 111
Testing for Common Features: Comment 0 0 0 0 0 0 3 121
Testing for causality: A personal viewpoint 0 3 22 1,937 1 12 62 3,543
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 3 631 1 11 36 1,473
The Applied Economics journals: a personal reflection 0 0 0 70 1 6 8 855
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 0 0 79 0 1 15 214
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 1 72 0 0 6 327
The Japanese consumption function 0 0 0 182 0 1 11 529
The Present and Future of Empirical Finance 0 1 1 1 1 2 8 10
The billing cycle and weather variables in models of electricity sales 0 0 0 7 1 2 7 50
The combination of forecasts using changing weights 0 0 1 380 0 3 10 770
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution 0 0 0 25 0 2 3 179
The effect of aggregation on nonlinearity 0 0 0 53 0 3 13 175
The mathematica theory of linear systems, by B. M. Brown. Automation and control engineering series, no. 1. J. Wiley & Sons, New York, 1961. pp. xv + 267 0 0 0 0 0 4 5 15
The past and future of empirical finance: some personal comments 0 0 0 84 3 5 14 238
The use of R2 to determine the appropriate transformation of regression variables 1 1 1 89 1 2 7 273
Thick modeling 0 0 3 636 0 3 14 1,556
Time Series Analysis, Cointegration, and Applications 0 0 0 655 0 3 14 1,325
Time Series Concepts for Conditional Distributions* 0 0 1 105 1 3 10 281
Time series analysis of residuals from the St. Louis model 0 0 0 29 0 4 11 154
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 2 6 53
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS 1 2 3 48 1 4 19 93
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 2 8 34 2,151
Useful conclusions from surprising results 0 0 1 73 0 6 16 177
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 0 135 0 3 15 523
Varieties of long memory models 0 1 1 423 0 3 17 930
What Are We Learning about the Long-Run? 0 0 0 86 0 1 8 270
Total Journal Articles 87 219 816 55,165 314 1,183 4,002 155,979
4 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Empirical Modeling in Economics 0 0 0 0 1 3 14 86
Empirical Modeling in Economics 0 0 0 0 2 4 14 153
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 5 16 79
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 3 6 14 105
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 4 5 60
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 5 9 90
Forecasting Economic Time Series 3 11 42 857 8 29 132 2,180
Forecasting in Business and Economics 0 0 7 44 0 4 31 171
Modelling Non-Linear Economic Relationships 0 0 0 0 4 17 88 9,000
Modelling Nonlinear Economic Time Series 0 0 0 0 1 8 35 2,047
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 0 3 14 510
Total Books 3 11 49 901 20 88 372 14,481

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aspects of modelling nonlinear time series 0 0 0 275 0 3 9 721
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 0 0 1 11
Conjugate Processes 0 0 0 0 0 1 1 1
Forecasting and Decision Theory 0 1 4 415 0 15 32 1,560
Modeling Nonlinearity over the Business Cycle 0 1 2 152 2 11 24 354
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 1 2 5 7
Seasonality: Causation, Interpretation, and Implications 0 0 3 41 0 2 15 143
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 0 4 16 109
Time series and spectral methods in econometrics 0 0 2 500 0 2 11 1,050
Total Chapters 0 2 11 1,431 3 40 114 3,956

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