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 1 1 6 503
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 1 3 11 1,070
A Dependence Metric for Nonlinear Time Series 0 0 1 311 0 3 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 0 321 0 1 10 787
Aggregation of time series variables-a survey 1 3 16 680 1 7 34 2,192
Aggregationn of Space-Time Processes 0 0 0 13 0 5 12 95
An introduction to stochastic Unit Root Processes 0 0 0 4 0 3 13 1,445
Autobiography 0 0 0 87 0 2 10 213
Causality: Some New Thoughts on an Old Topic 0 0 0 7 0 6 14 1,013
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 0 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 1 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 1 0 1 11 14
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 0 9 616
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 2 110 0 1 14 478
Economic and Statistical Measures of Forecast Accuracy 4 5 6 1,801 4 12 26 5,832
Efficient Market Hypothesis and Forecasting 0 0 7 1,256 0 6 33 3,418
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 0 7 27 1,867
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 1 2 5 183
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 0 3 11 81
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 1 7 371
Hidden Cointegration 0 0 1 104 0 2 10 359
Hidden Cointegration 0 3 6 533 1 6 29 1,092
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 0 2 8 564
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 1 149 1 2 6 492
Introduction to M-M Processes 0 0 0 12 0 2 11 77
Investigating the relationship between gold and silver prices 0 1 3 22 1 24 56 129
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 0 454 0 2 14 1,936
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 0 2 8 520
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 1 3 7 289
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 2 7 102
Non-stationarities in stock returns 0 0 1 786 3 12 29 1,531
Occasional Structural Breaks and Long Memory 0 0 0 44 0 1 7 142
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 0 2 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 1 3 15 1,433
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 0 1 13 1,652
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 1 8 27 1,423
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 0 12 26 1,334
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 1 4 8 1,474
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 0 2 7 225
Spurious Regressions with Stationary Series 0 0 0 64 0 2 7 142
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 1 99 1 5 22 629
Strategies for Modelling Nonlinear Time Series Relationships 0 0 0 0 0 0 3 3
Structurally-Induced Volatility Clustering 0 0 0 20 0 3 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 1 2 10 1,388
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 0 3 10 46
The algebra of I (1) 0 0 1 1 0 0 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 0 6 120
Time Series Analysis, Cointegration, and Applications 0 0 1 82 0 2 5 197
Time Series Analysis, Cointegration, and Applications 0 0 1 351 1 8 26 686
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 1 20 590
What are we learning about the long-run? 0 0 1 10 1 2 15 56
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 0 3 10 72
Total Working Papers 5 12 53 9,291 22 204 798 44,570
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 0 2 6 1,080 1 6 27 2,970
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 3 11 195
A Dependence Metric for Possibly Nonlinear Processes 1 1 7 125 2 6 29 370
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 0 2 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 1 1 4 677 5 7 31 1,918
A long memory property of stock market returns and a new model 11 38 83 2,930 22 79 186 5,979
A simple nonlinear time series model with misleading linear properties 1 1 1 260 2 5 14 550
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 7 28
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 4 18 62 275 9 36 131 483
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 2 4 29 1,404
Aggregation of space-time processes 0 0 1 273 0 2 10 674
An introduction to stochastic unit-root processes 0 0 0 382 0 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 1 4 5 22
Can We Improve the Perceived Quality of Economic Forecasts? 0 1 1 231 0 1 12 691
Causality, cointegration, and control 0 3 9 520 1 5 27 1,108
Co-integration and Error Correction: Representation, Estimation, and Testing 22 59 148 16,079 61 217 713 40,190
Co-integration and error correction: Representation, estimation, and testing 4 9 66 929 13 52 256 3,216
Combining competing forecasts of inflation using a bivariate arch model 0 1 6 188 0 2 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 0 1 3 592
Comments on the evaluation of policy models 0 0 0 35 0 5 7 195
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 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 1 1 1 196
Consideration of Trends in Time Series 0 0 10 312 1 2 22 652
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 0 13 35 3,189
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 1 2 4 213
Efficient market hypothesis and forecasting 0 0 6 417 7 14 54 1,165
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 6 19 63 2,449
Evaluating significance: comments on "size matters" 0 0 0 76 0 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 1 3 14 589
Extracting information from mega‐panels and high‐frequency data 0 0 1 8 1 1 9 39
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 0 40 0 5 17 183
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 1 10 287
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 0 2 6 387
Forecasting Volatility in Financial Markets: A Review 1 5 21 481 5 28 102 5,518
Forecasting stock market prices: Lessons for forecasters 0 0 3 334 0 1 7 672
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 0 2 7 413
Implications of Aggregation with Common Factors 0 0 1 58 1 1 6 126
Implications of seeing economic variables through an aggregation window 0 0 0 23 0 1 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 0 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 0 3 10 199
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 7 22 70 4,780 35 107 378 14,951
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 1 1 524 2 5 24 1,295
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 2 7 601
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 1 4 5 197
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 1 6 10 172
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 1 6 10 229
Long Memory Series with Attractors 0 0 0 0 0 0 4 248
Long memory relationships and the aggregation of dynamic models 1 2 13 524 3 15 35 1,053
Long-term forecasting and evaluation 0 1 3 127 3 7 15 335
MODELS THAT GENERATE TRENDS 0 0 0 0 0 0 4 13
Macroeconometrics - Past and future 0 0 1 176 1 2 10 323
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 0 5 10 33
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 0 3 291 1 6 18 708
Model evaluation based on residual analysis of two similar models 0 0 1 55 0 5 12 244
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 1 4 11 65
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 0 3 10 13
Modeling volatility persistence of speculative returns: A new approach 1 2 11 527 1 5 35 1,076
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 0 2 7 338
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 103 0 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 0 2 7 90
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 2 11 0 2 12 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? 0 3 10 442 1 9 30 823
Nonlinear stochastic trends 0 0 1 71 0 1 14 219
Nonstationarities in Stock Returns 0 0 4 339 1 6 20 759
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 1 41 0 4 10 111
Occasional Structural Breaks and Long Memory 0 0 2 67 0 1 17 269
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 1 1 4 286 4 12 34 635
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 0 5 14 141
On the invertibility of time series models 0 0 0 37 0 5 12 164
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 0 0 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 3 378 0 5 18 1,243
POWER OF THE NEURAL NETWORK LINEARITY TEST 2 8 29 147 5 23 92 304
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 1 2 4 13
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 83 1 6 14 277
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 1 82 0 2 10 250
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 2 7 208
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 4 24 1,707 4 22 63 3,621
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 2 6 178
Shorte-run forecasts of electricity loads and peaks 1 1 4 238 1 1 14 530
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 0 18 1 1 8 84
Some Properties of Absolute Return: An Alternative Measure of Risk 0 1 9 109 0 2 23 246
Some aspects of causal relationships 0 1 6 326 0 1 15 694
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 0 2 7 230
Some properties of time series data and their use in econometric model specification 1 1 23 2,809 3 18 60 6,423
Some recent development in a concept of causality 1 2 9 1,959 2 14 38 3,950
Some thoughts on the development of cointegration 0 0 0 69 0 2 16 200
Spectral Analysis of the Term Structure of Interest Rates 0 0 0 10 0 4 9 60
Spurious Stochastics in a Short Time-Series Panel Data 0 0 1 12 0 0 3 44
Spurious regressions in econometrics 10 26 104 3,087 29 93 310 7,667
Spurious regressions with stationary series 0 0 3 331 2 6 18 848
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 1 18 0 4 14 139
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 0 3 5 207
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 0 4 14 413
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 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 1 1 21 1,938 1 5 57 3,544
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 1 631 2 10 34 1,475
The Applied Economics journals: a personal reflection 0 0 0 70 0 5 8 855
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 0 0 79 1 2 16 215
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 0 2 8 10
The billing cycle and weather variables in models of electricity sales 0 0 0 7 0 1 7 50
The combination of forecasts using changing weights 0 0 1 380 0 1 9 770
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 2 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 0 5 14 238
The use of R2 to determine the appropriate transformation of regression variables 0 1 1 89 1 3 8 274
Thick modeling 0 0 2 636 1 3 13 1,557
Time Series Analysis, Cointegration, and Applications 0 0 0 655 0 0 14 1,325
Time Series Concepts for Conditional Distributions* 0 0 1 105 0 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 0 1 3 48 0 3 19 93
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 1 6 35 2,152
Useful conclusions from surprising results 0 0 1 73 0 5 16 177
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 0 135 1 3 15 524
Varieties of long memory models 0 1 1 423 0 2 17 930
What Are We Learning about the Long-Run? 0 0 0 86 0 1 8 270
Total Journal Articles 72 221 834 55,237 256 1,137 4,065 156,235
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 0 2 14 86
Empirical Modeling in Economics 0 0 0 0 1 4 15 154
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 5 8 90
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 7 15 106
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 5 15 79
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 4 6 61
Forecasting Economic Time Series 3 11 38 860 11 34 124 2,191
Forecasting in Business and Economics 0 0 4 44 1 5 28 172
Modelling Non-Linear Economic Relationships 0 0 0 0 6 17 90 9,006
Modelling Nonlinear Economic Time Series 0 0 0 0 3 8 36 2,050
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 0 2 14 510
Total Books 3 11 42 904 24 93 365 14,505

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 0 8 721
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 1 1 3 416 2 13 31 1,562
Modeling Nonlinearity over the Business Cycle 0 0 2 152 0 10 24 354
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 0 2 5 7
Seasonality: Causation, Interpretation, and Implications 0 0 2 41 1 2 15 144
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 0 4 15 109
Time series and spectral methods in econometrics 0 0 1 500 0 1 10 1,050
Total Chapters 1 1 8 1,432 3 33 110 3,959

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