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 1 1 221 0 4 5 502
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 6 8 1,067
A Dependence Metric for Nonlinear Time Series 0 0 1 311 2 5 7 555
A simple nonlinear time series model with misleading linear properties 0 0 0 20 2 5 10 1,224
Aggregation of Space-Time Processes 0 0 1 321 1 5 7 783
Aggregation of time series variables-a survey 3 4 14 676 4 12 30 2,183
Aggregationn of Space-Time Processes 0 0 0 13 0 5 7 90
An introduction to stochastic Unit Root Processes 0 0 0 4 1 9 11 1,442
Autobiography 0 0 0 87 2 5 5 208
Causality: Some New Thoughts on an Old Topic 0 0 0 7 2 6 9 1,007
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 0 2 2 2
Comments on the evaluation of policy models 1 1 1 45 1 3 4 337
Common Factors in Conditional Distributions 0 0 0 7 3 6 6 59
Common factors in conditional distributions 0 0 0 223 1 4 8 1,086
Common factors in conditional distributions for Bivariate time series 0 0 1 1 2 6 12 13
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 5 7 614
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 2 110 1 8 12 476
Economic and Statistical Measures of Forecast Accuracy 1 1 1 1,796 5 10 16 5,818
Efficient Market Hypothesis and Forecasting 0 1 6 1,254 1 17 29 3,410
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 9 20 1,857
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 0 0 2 179
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 3 5 5 75
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 5 5 369
Hidden Cointegration 1 1 1 104 1 5 11 356
Hidden Cointegration 0 0 5 530 5 13 38 1,084
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 0 5 11 562
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 0 148 2 3 5 489
Introduction to M-M Processes 0 0 1 12 3 8 10 75
Investigating the relationship between gold and silver prices 0 0 5 21 5 18 29 99
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 0 454 3 10 11 1,933
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 1 4 4 286
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 2 5 5 517
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 0 2 3 779
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 23 0 4 4 99
Non-stationarities in stock returns 0 0 1 786 2 8 16 1,516
Occasional Structural Breaks and Long Memory 0 0 0 44 1 5 6 141
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 2 13 13 78
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 1 5 10 58
Reasonable extreme bounds analysis 0 0 0 365 1 7 12 1,430
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 2 9 16 1,651
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 2 9 20 1,414
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 2 8 16 1,321
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 0 3 4 1,470
Self-Generating Variables in a Cointegrated VAR Framework 0 0 0 12 0 3 3 75
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 2 3 6 223
Spurious Regressions with Stationary Series 0 0 2 64 0 4 7 140
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 1 99 5 8 16 623
Strategies for Modelling Nonlinear Time Series Relationships 0 0 0 0 1 3 3 3
Structurally-Induced Volatility Clustering 0 0 0 20 1 6 6 73
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 0 3 6 735
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 7 9 1,386
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 1 7 7 43
The algebra of I (1) 0 0 0 0 3 8 12 547
The correlogram of a long memory process plus a simple noise 0 0 1 9 0 5 6 51
The impact of the use of forecasts in information sets 0 0 1 17 0 3 5 119
Time Series Analysis, Cointegration, and Applications 0 0 1 82 0 2 5 195
Time Series Analysis, Cointegration, and Applications 0 0 1 351 6 11 16 676
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 1 10 20 587
What are we learning about the long-run? 0 0 1 10 1 12 13 54
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 8 68
Total Working Papers 6 9 49 9,274 89 385 619 44,312
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 1 4 9
A Cointegration Analysis of Treasury Bill Yields 0 2 8 1,078 2 12 30 2,964
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 8 8 192
A Dependence Metric for Possibly Nonlinear Processes 3 4 6 124 7 16 22 363
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 0 2 3 63
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 3 0 4 5 21
A Review of Some Recent Textbooks of Econometrics 0 0 2 143 1 4 6 421
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 0 2 4 676 0 9 30 1,909
A long memory property of stock market returns and a new model 7 10 54 2,883 12 30 134 5,881
A simple nonlinear time series model with misleading linear properties 0 0 0 259 2 8 10 545
A time-distance criterion for evaluating forecasting models 0 0 0 70 0 3 6 193
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 0 0 8 0 2 5 25
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 7 21 48 248 21 49 103 430
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 2 12 29 1,400
Aggregation of space-time processes 0 0 3 273 1 5 11 672
An introduction to stochastic unit-root processes 0 0 0 382 0 5 10 864
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 1 3 0 1 2 18
Can We Improve the Perceived Quality of Economic Forecasts? 0 0 0 230 1 6 13 690
Causality, cointegration, and control 2 3 10 517 3 14 27 1,102
Co-integration and Error Correction: Representation, Estimation, and Testing 15 43 110 16,009 53 205 554 39,905
Co-integration and error correction: Representation, estimation, and testing 8 23 66 914 19 83 257 3,142
Combining competing forecasts of inflation using a bivariate arch model 0 2 3 185 2 6 11 453
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 0 2 3 84
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 2 3 591
Comments on the evaluation of policy models 0 0 0 35 0 1 1 189
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 3 7 299
Comparing forecasts of inflation using time distance 0 0 0 65 0 2 4 194
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 1 59 0 0 1 195
Consideration of Trends in Time Series 0 3 11 311 0 7 22 648
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 3 4 8 461
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 0 0 18 1 3 4 122
Curriculum Vitae 0 0 0 74 0 0 0 186
Data mining with local model specification uncertainty: a discussion of Hoover and Perez 0 0 0 1 2 5 6 488
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 1 15 26 3,174
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 0 1 2 211
Efficient market hypothesis and forecasting 0 1 6 415 3 15 45 1,143
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 7 29 46 2,426
Evaluating significance: comments on "size matters" 0 0 1 76 0 2 3 218
Evaluation of global models 0 0 0 130 0 4 4 290
Experience with using the Box-Cox transformation when forecasting economic time series 0 1 1 186 1 9 13 586
Extracting information from mega‐panels and high‐frequency data 1 1 1 8 4 7 9 38
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 1 26 1 2 3 114
Fellow's opinion: Evaluating economic theory 0 0 0 37 1 4 5 192
Fisheries Management Under Cyclical Population Dynamics 0 0 1 40 0 8 12 177
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 1 4 13 285
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 0 4 5 385
Forecasting Volatility in Financial Markets: A Review 0 4 24 475 2 23 94 5,486
Forecasting stock market prices: Lessons for forecasters 0 1 7 334 1 3 10 670
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 1 225
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 3 6 411
Implications of Aggregation with Common Factors 0 0 1 58 1 1 5 125
Implications of seeing economic variables through an aggregation window 0 0 0 23 0 2 3 98
Interactions between large macro models and time series analysis 0 0 0 98 0 2 2 349
Interval forecasting: An analysis based upon ARCH-quantile estimators 1 1 1 218 2 5 8 500
Introducing Non-Linearity Into Cointegration 0 1 2 10 1 5 8 32
Introduction to m-m processes 0 0 2 49 2 5 7 196
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 7 21 55 4,753 27 119 316 14,816
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 0 523 1 9 19 1,286
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 4 9 599
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 0 1 2 193
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 2 4 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 1 2 4 166
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 1 28 1 2 8 135
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 0 4 223
Long Memory Series with Attractors 0 0 0 0 2 2 4 248
Long memory relationships and the aggregation of dynamic models 3 4 15 521 4 11 28 1,037
Long-term forecasting and evaluation 0 1 2 126 2 6 7 327
MODELS THAT GENERATE TRENDS 0 0 0 0 1 3 3 12
Macroeconometrics - Past and future 0 0 2 176 2 5 9 321
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 0 3 5 28
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 0 3 289 1 6 14 700
Model evaluation based on residual analysis of two similar models 0 0 1 55 0 2 6 238
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 2 6 7 10
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 0 6 6 60
Modeling volatility persistence of speculative returns: A new approach 0 3 7 523 0 7 18 1,057
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 1 3 5 335
Modelling Nonlinear Relationships between Extended-Memory Variables 0 1 1 103 0 4 5 579
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 2 37 0 2 5 87
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 2 10 1 6 12 36
Nearer-Normality and Some Econometric Models 0 0 0 22 2 3 7 150
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 0 3 8 439 0 10 26 813
Nonlinear stochastic trends 0 0 1 71 0 8 13 217
Nonstationarities in Stock Returns 0 1 5 339 1 6 18 752
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 1 41 1 3 6 107
Occasional Structural Breaks and Long Memory 0 0 3 67 2 9 17 267
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 2 4 284 0 10 24 621
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 20 2 3 5 160
On Modelling the Long Run in Applied Economics 0 0 0 115 1 2 2 360
On the Price Consciousness of Consumers 0 0 1 47 0 3 11 135
On the invertibility of time series models 0 0 0 37 0 5 8 158
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 2 7 7 80
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 0 0 1 15 0 2 5 141
Outline of forecast theory using generalized cost functions 0 0 6 378 1 7 16 1,237
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 5 32 136 8 38 85 275
Practical Issues in Forecasting Volatility 0 0 1 1 1 8 11 13
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 0 2 5 91
Preface: Some Thoughts on the Future of Forecasting 0 0 2 5 0 0 3 11
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 83 1 6 9 271
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 1 82 2 4 7 247
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 3 4 8 206
Reasonable extreme-bounds analysis 0 0 1 221 1 8 13 614
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 1 4 5 908
Seasonal integration and cointegration 3 4 25 1,701 6 16 54 3,595
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 3 4 176
Shorte-run forecasts of electricity loads and peaks 0 0 2 236 2 7 13 528
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 0 18 2 7 7 83
Some Properties of Absolute Return: An Alternative Measure of Risk 2 5 11 108 3 11 26 243
Some aspects of causal relationships 0 2 7 325 1 8 16 692
Some comments on risk 0 0 1 221 1 6 10 511
Some generalizations on the algebra of I(1) processes 0 0 0 79 1 3 7 228
Some properties of time series data and their use in econometric model specification 3 12 29 2,807 5 23 52 6,402
Some recent development in a concept of causality 0 2 8 1,957 0 7 27 3,934
Some thoughts on the development of cointegration 0 0 0 69 0 10 15 198
Spectral Analysis of the Term Structure of Interest Rates 0 0 1 10 0 4 6 56
Spurious Stochastics in a Short Time-Series Panel Data 0 0 1 12 0 2 3 44
Spurious regressions in econometrics 8 28 103 3,055 23 81 248 7,545
Spurious regressions with stationary series 0 0 3 331 3 5 13 842
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 1 18 0 6 10 134
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 1 6 1 3 6 17
Structural attribution of observed volatility clustering 0 0 0 45 0 0 2 204
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 1 7 10 408
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 3 3 140
Tendency towards normality of linear combinations of random variables 0 0 0 28 0 5 7 109
Testing for Common Features: Comment 0 0 0 0 0 1 3 121
Testing for causality: A personal viewpoint 3 6 28 1,934 8 15 65 3,531
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 5 631 1 10 28 1,462
The Applied Economics journals: a personal reflection 0 0 0 70 0 2 2 849
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 0 0 79 2 10 14 213
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 2 72 1 4 7 327
The Japanese consumption function 0 0 0 182 3 10 12 528
The Present and Future of Empirical Finance 0 0 0 0 1 6 7 8
The billing cycle and weather variables in models of electricity sales 0 0 1 7 0 4 6 48
The combination of forecasts using changing weights 0 0 1 380 1 4 7 767
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution 0 0 0 25 0 1 1 177
The effect of aggregation on nonlinearity 0 0 0 53 1 6 10 172
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 1 1 11
The past and future of empirical finance: some personal comments 0 0 0 84 1 7 10 233
The use of R2 to determine the appropriate transformation of regression variables 0 0 0 88 1 3 5 271
Thick modeling 0 0 4 636 1 6 13 1,553
Time Series Analysis, Cointegration, and Applications 0 0 0 655 2 7 11 1,322
Time Series Concepts for Conditional Distributions* 0 0 1 105 1 5 7 278
Time series analysis of residuals from the St. Louis model 0 0 0 29 0 4 8 150
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 2 4 4 51
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS 0 0 1 46 1 8 15 89
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 4 17 27 2,143
Useful conclusions from surprising results 1 1 1 73 2 7 10 171
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 0 135 1 10 12 520
Varieties of long memory models 0 0 0 422 1 8 14 927
What Are We Learning about the Long-Run? 0 0 0 86 1 3 7 269
Total Journal Articles 75 224 772 54,946 323 1,413 3,325 154,796
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 8 11 149
Empirical Modeling in Economics 0 0 0 0 1 9 11 83
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 1 1 56
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 5 8 99
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 5 11 74
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 3 4 85
Forecasting Economic Time Series 3 10 56 846 7 38 160 2,151
Forecasting in Business and Economics 1 3 8 44 1 14 33 167
Modelling Non-Linear Economic Relationships 0 0 0 0 9 29 88 8,983
Modelling Nonlinear Economic Time Series 0 0 0 0 5 11 34 2,039
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 1 7 12 507
Total Books 4 13 64 890 27 130 373 14,393

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 1 4 6 718
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 1 1 1 11
Conjugate Processes 0 0 0 0 0 0 0 0
Forecasting and Decision Theory 0 0 6 414 2 7 20 1,545
Modeling Nonlinearity over the Business Cycle 0 0 1 151 1 6 13 343
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 1 3 3 5
Seasonality: Causation, Interpretation, and Implications 0 0 3 41 1 6 17 141
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 1 10 12 105
Time series and spectral methods in econometrics 0 0 2 500 0 4 11 1,048
Total Chapters 0 0 12 1,429 8 41 83 3,916

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