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 1 1 1 221 3 4 5 502
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 5 7 8 1,067
A Dependence Metric for Nonlinear Time Series 0 0 1 311 3 3 5 553
A simple nonlinear time series model with misleading linear properties 0 0 0 20 2 7 9 1,222
Aggregation of Space-Time Processes 0 0 1 321 2 4 6 782
Aggregation of time series variables-a survey 1 5 11 673 4 14 28 2,179
Aggregationn of Space-Time Processes 0 0 0 13 1 5 7 90
An introduction to stochastic Unit Root Processes 0 0 0 4 5 8 10 1,441
Autobiography 0 0 0 87 3 3 5 206
Causality: Some New Thoughts on an Old Topic 0 0 0 7 2 4 8 1,005
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 2 2 2 2
Comments on the evaluation of policy models 0 0 0 44 2 2 3 336
Common Factors in Conditional Distributions 0 0 0 7 2 3 3 56
Common factors in conditional distributions 0 0 0 223 1 6 7 1,085
Common factors in conditional distributions for Bivariate time series 0 0 1 1 1 6 11 11
Common factors in conditional distributions for Bivariate time series 0 0 0 240 3 5 8 614
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 2 2 110 6 11 11 475
Economic and Statistical Measures of Forecast Accuracy 0 0 1 1,795 4 5 13 5,813
Efficient Market Hypothesis and Forecasting 1 2 7 1,254 12 17 30 3,409
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 2 10 21 1,856
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 0 2 2 72
Further Developments in the Study of Cointegrated Variables 0 0 0 0 2 5 6 369
Hidden Cointegration 0 0 7 530 6 12 37 1,079
Hidden Cointegration 0 0 2 103 2 6 14 355
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 5 13 562
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 0 148 0 1 3 487
Introduction to M-M Processes 0 0 1 12 4 6 7 72
Investigating the relationship between gold and silver prices 0 0 5 21 8 15 27 94
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 0 454 6 8 9 1,930
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 2 3 4 515
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 2 3 4 285
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 1 2 5 779
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 23 4 4 5 99
Non-stationarities in stock returns 0 0 3 786 4 6 16 1,514
Occasional Structural Breaks and Long Memory 0 0 0 44 3 4 5 140
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 6 11 11 76
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 2 6 9 57
Reasonable extreme bounds analysis 0 0 0 365 5 9 13 1,429
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 4 8 14 1,649
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 5 11 21 1,412
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 2 7 16 1,319
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 2 3 4 1,470
Self-Generating Variables in a Cointegrated VAR Framework 0 0 0 12 1 3 4 75
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 0 2 6 221
Spurious Regressions with Stationary Series 0 0 2 64 2 4 7 140
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 1 99 3 6 11 618
Strategies for Modelling Nonlinear Time Series Relationships 0 0 0 0 2 2 2 2
Structurally-Induced Volatility Clustering 0 0 0 20 4 5 5 72
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 1 4 6 735
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 4 8 9 1,386
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 6 6 6 42
The algebra of I (1) 0 0 0 0 4 6 10 544
The correlogram of a long memory process plus a simple noise 0 0 1 9 4 5 7 51
The impact of the use of forecasts in information sets 0 0 1 17 2 4 5 119
Time Series Analysis, Cointegration, and Applications 0 0 1 351 3 9 10 670
Time Series Analysis, Cointegration, and Applications 0 0 1 82 1 2 5 195
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 5 14 20 586
What are we learning about the long-run? 0 0 1 10 6 11 12 53
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 2 3 9 67
Total Working Papers 3 10 51 9,268 186 357 581 44,223
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 2 5 9
A Cointegration Analysis of Treasury Bill Yields 0 3 8 1,078 4 14 28 2,962
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 7 8 8 192
A Dependence Metric for Possibly Nonlinear Processes 1 1 5 121 8 10 17 356
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 2 3 3 63
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 3 3 5 5 21
A Review of Some Recent Textbooks of Econometrics 0 0 2 143 2 3 6 420
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 1 2 6 676 6 13 32 1,909
A long memory property of stock market returns and a new model 1 8 50 2,876 9 27 130 5,869
A simple nonlinear time series model with misleading linear properties 0 0 0 259 3 6 10 543
A time-distance criterion for evaluating forecasting models 0 0 0 70 3 5 6 193
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 0 0 8 2 2 6 25
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 5 17 48 241 8 35 92 409
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 6 16 27 1,398
Aggregation of space-time processes 0 0 3 273 3 6 10 671
An introduction to stochastic unit-root processes 0 0 0 382 4 7 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 3 18
Can We Improve the Perceived Quality of Economic Forecasts? 0 0 0 230 2 8 12 689
Causality, cointegration, and control 1 3 10 515 10 16 28 1,099
Co-integration and Error Correction: Representation, Estimation, and Testing 11 37 108 15,994 75 214 537 39,852
Co-integration and error correction: Representation, estimation, and testing 4 23 62 906 25 92 262 3,123
Combining competing forecasts of inflation using a bivariate arch model 1 2 3 185 3 7 9 451
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 1 2 4 84
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 1 2 590
Comments on the evaluation of policy models 0 0 0 35 1 1 1 189
Common factors in conditional distributions for bivariate time series 0 0 0 109 2 6 7 299
Comparing forecasts of inflation using time distance 0 0 0 65 2 3 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 3 4 12 311 7 9 24 648
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 0 4 5 458
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 0 0 18 1 2 3 121
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 3 3 4 486
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 8 14 29 3,173
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 1 1 3 211
Efficient market hypothesis and forecasting 0 1 8 415 7 14 48 1,140
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 10 27 40 2,419
Evaluating significance: comments on "size matters" 0 0 1 76 1 2 3 218
Evaluation of global models 0 0 0 130 3 4 5 290
Experience with using the Box-Cox transformation when forecasting economic time series 1 1 1 186 2 9 12 585
Extracting information from mega‐panels and high‐frequency data 0 0 0 7 3 3 5 34
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 1 26 1 1 2 113
Fellow's opinion: Evaluating economic theory 0 0 0 37 1 3 4 191
Fisheries Management Under Cyclical Population Dynamics 0 0 1 40 3 9 13 177
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 1 5 12 284
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 3 4 5 385
Forecasting Volatility in Financial Markets: A Review 2 10 27 475 9 35 97 5,484
Forecasting stock market prices: Lessons for forecasters 1 1 8 334 2 2 10 669
Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam 0 0 0 63 1 1 1 225
Future Developments in the Study of Cointegrated Variables 0 0 0 1 2 4 6 411
Implications of Aggregation with Common Factors 0 1 1 58 0 2 4 124
Implications of seeing economic variables through an aggregation window 0 0 0 23 2 3 3 98
Interactions between large macro models and time series analysis 0 0 0 98 1 2 2 349
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 217 1 4 7 498
Introducing Non-Linearity Into Cointegration 0 1 2 10 3 5 7 31
Introduction to m-m processes 0 0 2 49 2 3 5 194
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 9 19 53 4,746 45 123 307 14,789
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 0 523 4 12 19 1,285
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 3 5 9 599
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 1 1 2 193
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 2 2 3 137
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 1 3 165
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 1 28 1 1 7 134
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 2 4 223
Long Memory Series with Attractors 0 0 0 0 0 1 3 246
Long memory relationships and the aggregation of dynamic models 1 3 13 518 5 9 26 1,033
Long-term forecasting and evaluation 1 1 2 126 4 4 6 325
MODELS THAT GENERATE TRENDS 0 0 0 0 1 2 2 11
Macroeconometrics - Past and future 0 0 2 176 2 4 7 319
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 2 3 6 28
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 1 3 289 4 8 13 699
Model evaluation based on residual analysis of two similar models 0 0 1 55 1 3 6 238
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 4 6 6 60
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 2 4 6 8
Modeling volatility persistence of speculative returns: A new approach 1 3 7 523 3 9 21 1,057
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 0 2 5 334
Modelling Nonlinear Relationships between Extended-Memory Variables 0 1 2 103 3 4 6 579
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 1 3 6 87
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 2 10 3 6 14 35
Nearer-Normality and Some Econometric Models 0 0 0 22 1 4 5 148
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 1 4 8 439 5 15 27 813
Nonlinear stochastic trends 0 0 1 71 7 10 13 217
Nonstationarities in Stock Returns 0 1 5 339 4 7 19 751
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 1 41 2 2 6 106
Occasional Structural Breaks and Long Memory 0 0 3 67 7 8 15 265
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 1 2 4 284 5 12 24 621
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 20 1 2 3 158
On Modelling the Long Run in Applied Economics 0 0 0 115 1 1 1 359
On the Price Consciousness of Consumers 0 0 1 47 1 5 12 135
On the invertibility of time series models 0 0 0 37 4 6 8 158
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 4 5 5 78
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 0 0 1 15 2 3 5 141
Outline of forecast theory using generalized cost functions 0 0 6 378 5 8 16 1,236
POWER OF THE NEURAL NETWORK LINEARITY TEST 2 7 35 135 21 36 83 267
Practical Issues in Forecasting Volatility 0 0 1 1 4 7 10 12
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 1 4 6 91
Preface: Some Thoughts on the Future of Forecasting 0 0 2 5 0 0 4 11
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 83 3 6 8 270
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 1 82 1 4 6 245
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 1 6 203
Reasonable extreme-bounds analysis 0 0 1 221 5 9 13 613
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 4 4 907
Seasonal integration and cointegration 0 2 25 1,698 4 11 51 3,589
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 4 4 176
Shorte-run forecasts of electricity loads and peaks 0 0 2 236 4 6 11 526
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 1 18 3 5 6 81
Some Properties of Absolute Return: An Alternative Measure of Risk 2 4 9 106 7 11 25 240
Some aspects of causal relationships 0 2 8 325 3 7 18 691
Some comments on risk 0 0 1 221 3 6 9 510
Some generalizations on the algebra of I(1) processes 0 0 0 79 1 2 6 227
Some properties of time series data and their use in econometric model specification 3 11 28 2,804 8 22 51 6,397
Some recent development in a concept of causality 0 3 10 1,957 4 10 33 3,934
Some thoughts on the development of cointegration 0 0 0 69 7 10 15 198
Spectral Analysis of the Term Structure of Interest Rates 0 0 1 10 3 5 7 56
Spurious Stochastics in a Short Time-Series Panel Data 0 0 1 12 1 2 5 44
Spurious regressions in econometrics 12 31 98 3,047 28 90 232 7,522
Spurious regressions with stationary series 0 1 5 331 0 5 14 839
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 1 18 6 6 10 134
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 1 6 1 2 5 16
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 3 7 9 407
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 2 3 4 140
Tendency towards normality of linear combinations of random variables 0 0 0 28 4 5 7 109
Testing for Common Features: Comment 0 0 0 0 1 2 3 121
Testing for causality: A personal viewpoint 2 5 29 1,931 3 14 63 3,523
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 5 631 5 14 27 1,461
The Applied Economics journals: a personal reflection 0 0 0 70 0 2 3 849
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 0 0 79 5 9 12 211
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 2 72 2 3 7 326
The Japanese consumption function 0 0 1 182 4 7 10 525
The Present and Future of Empirical Finance 0 0 0 0 3 5 6 7
The billing cycle and weather variables in models of electricity sales 0 0 1 7 3 5 6 48
The combination of forecasts using changing weights 0 0 1 380 2 3 6 766
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution 0 0 0 25 1 1 1 177
The effect of aggregation on nonlinearity 0 0 0 53 3 6 10 171
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 1 1 2 11
The past and future of empirical finance: some personal comments 0 0 0 84 4 7 9 232
The use of R2 to determine the appropriate transformation of regression variables 0 0 0 88 1 3 14 270
Thick modeling 0 1 4 636 3 6 12 1,552
Time Series Analysis, Cointegration, and Applications 0 0 0 655 5 7 9 1,320
Time Series Concepts for Conditional Distributions* 0 0 1 105 3 4 7 277
Time series analysis of residuals from the St. Louis model 0 0 0 29 2 4 8 150
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 2 2 2 49
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS 0 0 2 46 5 7 15 88
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 10 15 25 2,139
Useful conclusions from surprising results 0 0 0 72 5 6 8 169
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 0 135 7 10 12 519
Varieties of long memory models 0 0 0 422 4 10 13 926
What Are We Learning about the Long-Run? 0 0 0 86 1 2 7 268
Total Journal Articles 67 217 769 54,871 624 1,436 3,231 154,473
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 5 8 10 82
Empirical Modeling in Economics 0 0 0 0 5 9 10 148
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 2 6 11 73
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 2 3 6 85
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 4 5 8 98
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 1 2 56
Forecasting Economic Time Series 2 12 57 843 11 41 164 2,144
Forecasting in Business and Economics 0 2 8 43 5 13 34 166
Modelling Non-Linear Economic Relationships 0 0 0 0 9 28 82 8,974
Modelling Nonlinear Economic Time Series 0 0 0 0 4 10 31 2,034
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 2 8 13 506
Total Books 2 14 65 886 50 132 371 14,366

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 1 275 3 4 7 717
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 0 0 1 10
Conjugate Processes 0 0 0 0 0 0 0 0
Forecasting and Decision Theory 0 0 6 414 5 7 20 1,543
Modeling Nonlinearity over the Business Cycle 0 1 1 151 5 7 12 342
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 1 2 3 4
Seasonality: Causation, Interpretation, and Implications 0 0 3 41 4 8 16 140
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 9 9 11 104
Time series and spectral methods in econometrics 0 1 2 500 2 5 13 1,048
Total Chapters 0 2 13 1,429 29 42 83 3,908

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Statistics updated 2026-02-12