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 2 5 13 209 4 12 35 463
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 1 3 9 1,049
A Dependence Metric for Nonlinear Time Series 0 0 0 307 0 0 1 535
A simple nonlinear time series model with misleading linear properties 0 0 0 20 0 0 9 1,204
Aggregation of Space-Time Processes 1 1 3 319 4 4 9 770
Aggregation of time series variables-a survey 1 4 8 638 4 13 32 2,087
Aggregationn of Space-Time Processes 0 0 0 13 0 0 1 80
An introduction to stochastic Unit Root Processes 0 0 0 4 0 1 4 1,412
Autobiography 1 1 2 84 1 4 15 190
Causality: Some New Thoughts on an Old Topic 0 0 0 7 0 5 21 956
Comments on the evaluation of policy models 0 0 0 42 1 2 3 329
Common Factors in Conditional Distributions 0 0 0 6 0 0 4 50
Common factors in conditional distributions 0 0 0 223 0 0 2 1,077
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 2 2 604
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 0 107 1 2 4 461
Economic and Statistical Measures of Forecast Accuracy 0 0 2 1,784 0 1 10 5,770
Efficient Market Hypothesis and Forecasting 0 0 7 1,229 6 14 54 3,311
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 2 16 1,797
Extracting Information from Mega-Panels and High-Frequency Data 0 1 2 40 1 3 12 164
Fisheries Management Under Cyclical Population Dynamics 0 0 2 24 0 0 5 65
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 0 2 359
Hidden Cointegration 0 1 8 71 2 5 25 222
Hidden Cointegration 1 1 6 509 3 6 31 972
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 0 2 6 513
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 3 137 1 4 21 448
Introduction to M-M Processes 0 0 0 11 1 1 5 62
Investigating the relationship between gold and silver prices 0 0 1 12 0 1 10 50
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 3 447 0 1 7 1,905
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 0 1 2 509
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 0 1 2 279
Modeling Amazon Deforestation for Policy Purposes 1 1 3 260 3 5 13 757
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 21 0 1 2 85
Non-stationarities in stock returns 0 1 3 778 1 3 12 1,459
Occasional Structural Breaks and Long Memory 1 1 3 36 3 6 11 113
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 10 0 0 0 61
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 0 1 2 47
Reasonable extreme bounds analysis 0 0 0 365 1 2 7 1,415
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 1 1 10 1,631
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 1 4 19 1,361
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 0 3 20 1,275
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 0 1 3 1,462
Self-Generating Variables in a Cointegrated VAR Framework 0 0 0 12 0 0 1 68
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 0 1 2 205
Spurious Regressions with Stationary Series 0 0 1 58 0 3 8 121
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 0 96 0 2 8 585
Structurally-Induced Volatility Clustering 0 0 0 19 0 0 1 65
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 0 0 4 724
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 2 5 1,362
The Impact of the Use of Forecasts in Information Sets 0 0 1 4 0 0 4 32
The algebra of I (1) 0 0 0 0 0 0 5 531
The correlogram of a long memory process plus a simple noise 0 0 0 7 2 3 8 36
The impact of the use of forecasts in information sets 0 0 1 16 0 1 3 112
Time Series Analysis, Cointegration, and Applications 0 0 2 79 0 3 16 180
Time Series Analysis, Cointegration, and Applications 0 0 2 345 0 4 19 631
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 4 32 535
What are we learning about the long-run? 0 0 1 8 0 2 7 36
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 4 5 7 46
Total Working Papers 8 17 77 9,036 47 147 588 42,628


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 0 0 1 1 1
A Cointegration Analysis of Treasury Bill Yields 0 0 11 1,030 0 6 45 2,845
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 47 0 0 2 180
A Dependence Metric for Possibly Nonlinear Processes 0 1 7 104 1 3 14 316
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 8 0 1 2 42
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 2 0 0 2 13
A Review of Some Recent Textbooks of Econometrics 0 1 2 136 0 2 12 406
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 1 11 30 631 5 26 77 1,722
A long memory property of stock market returns and a new model 1 3 38 2,650 8 23 138 5,365
A simple nonlinear time series model with misleading linear properties 2 2 6 253 2 3 11 510
A time-distance criterion for evaluating forecasting models 0 0 2 68 0 0 3 184
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 1 2 5 0 2 5 13
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 4 10 65 88 5 15 104 154
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 6 410 3 5 15 1,338
Aggregation of space-time processes 0 0 3 261 3 6 15 632
An introduction to stochastic unit-root processes 0 1 3 376 1 4 12 836
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 0 0 0 2 11
Can We Improve the Perceived Quality of Economic Forecasts? 1 1 1 224 1 3 11 657
Causality, cointegration, and control 1 7 37 452 6 25 114 949
Co-integration and Error Correction: Representation, Estimation, and Testing 27 67 259 15,226 93 273 1,139 37,191
Co-integration and error correction: Representation, estimation, and testing 4 14 85 562 42 102 392 1,918
Combining competing forecasts of inflation using a bivariate arch model 1 1 7 172 2 3 21 411
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 0 1 1 79
Comments on testing economic theories and the use of model selection criteria 0 0 2 216 2 2 6 573
Comments on the evaluation of policy models 0 0 0 34 0 0 2 185
Common factors in conditional distributions for bivariate time series 0 0 0 108 0 1 3 284
Comparing forecasts of inflation using time distance 0 0 0 62 0 1 2 184
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 1 54 0 1 2 189
Consideration of Trends in Time Series 1 2 11 278 3 6 31 584
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 77 0 2 5 448
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 0 0 17 0 0 0 117
Curriculum Vitae 0 1 1 71 4 6 8 175
Data mining with local model specification uncertainty: a discussion of Hoover and Perez 0 0 0 1 0 1 1 480
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 8 18 68 3,075
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 41 0 1 6 206
Efficient market hypothesis and forecasting 0 1 5 384 3 7 22 1,007
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 2 6 39 2,237
Evaluating significance: comments on "size matters" 0 0 1 73 0 2 4 210
Evaluation of global models 1 2 6 112 3 5 13 250
Exchange rates and fundamentals - comments 0 0 0 82 0 0 0 214
Experience with using the Box-Cox transformation when forecasting economic time series 0 1 3 183 1 3 10 565
Extracting information from mega‐panels and high‐frequency data 0 1 2 3 0 5 9 21
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 0 23 0 1 1 107
Fellow's opinion: Evaluating economic theory 0 0 0 37 0 0 1 185
Fisheries Management Under Cyclical Population Dynamics 0 0 0 35 0 4 6 150
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 0 2 265
Forecasting Performance of Information Criteria with Many Macro Series 0 1 3 102 1 6 16 364
Forecasting Volatility in Financial Markets: A Review 2 5 32 371 6 15 103 5,213
Forecasting stock market prices: Lessons for forecasters 0 0 3 305 0 1 8 614
Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam 1 1 3 63 1 1 3 217
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 2 6 396
Implications of Aggregation with Common Factors 1 1 1 54 1 2 4 112
Implications of seeing economic variables through an aggregation window 0 0 0 21 0 1 2 90
Interactions between large macro models and time series analysis 0 0 0 97 0 0 2 344
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 3 208 0 4 9 469
Introducing Non-Linearity Into Cointegration 0 0 0 8 0 0 0 21
Introduction to m-m processes 0 0 2 47 1 4 7 188
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 19 50 198 4,426 56 171 750 13,332
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 2 2 4 516 2 4 17 1,247
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 0 5 584
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 0 2 4 187
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 0 0 0 134
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 3 47 0 0 5 158
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 1 1 1 24 3 5 9 110
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 0 75 0 3 5 213
Long Memory Series with Attractors 0 0 0 0 0 1 3 232
Long memory relationships and the aggregation of dynamic models 0 0 7 471 3 5 26 935
Long-term forecasting and evaluation 0 0 6 110 1 4 16 288
MODELS THAT GENERATE TRENDS 0 0 0 0 0 1 1 4
Macroeconometrics - Past and future 0 0 2 165 1 6 12 301
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 4 0 0 4 16
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 1 1 3 273 2 4 12 658
Model evaluation based on residual analysis of two similar models 0 0 0 53 0 1 1 227
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 5 0 0 5 44
Modeling volatility persistence of speculative returns: A new approach 3 6 19 486 3 11 39 963
Modeling, Evaluation, and Methodology in the New Century 0 0 0 85 0 1 2 328
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 97 0 2 13 562
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 5 13 1 4 20 39
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 1 1 3 4 2 5 7 9
Nearer-Normality and Some Econometric Models 0 0 1 21 0 1 3 140
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 3 5 20 395 3 9 37 712
Nonlinear stochastic trends 0 0 4 65 0 0 7 196
Nonstationarities in Stock Returns 0 0 0 330 0 3 13 709
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 2 36 0 1 6 92
Occasional Structural Breaks and Long Memory 0 0 1 62 1 4 7 241
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 0 8 267 1 4 28 562
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 19 0 0 0 152
On Modelling the Long Run in Applied Economics 0 0 1 113 0 0 3 351
On the Price Consciousness of Consumers 0 3 10 22 4 10 29 57
On the invertibility of time series models 0 0 1 33 0 0 1 136
On the properties of forecasts used in optimal economic policy decisions 1 1 2 21 1 1 2 71
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 0 0 0 14 1 2 2 134
Outline of forecast theory using generalized cost functions 0 1 3 350 0 4 9 1,181
POWER OF THE NEURAL NETWORK LINEARITY TEST 0 0 5 8 1 3 18 32
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 0 1 2 84
Preface: Some Thoughts on the Future of Forecasting 1 2 2 2 1 2 2 3
Properties of nonlinear transformations of fractionally integrated processes 0 1 3 79 1 2 7 254
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 1 1 3 80 1 3 11 227
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 1 193
Reasonable extreme-bounds analysis 0 0 0 219 0 2 6 591
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 5 5 6 902
Seasonal integration and cointegration 2 8 42 1,576 10 25 133 3,309
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 2 167
Shorte-run forecasts of electricity loads and peaks 0 0 3 215 0 0 8 482
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 0 16 0 1 3 73
Some Properties of Absolute Return: An Alternative Measure of Risk 1 3 11 58 2 5 26 140
Some aspects of causal relationships 3 9 16 296 6 15 36 622
Some comments on risk 0 0 0 219 2 4 6 496
Some generalizations on the algebra of I(1) processes 0 0 3 78 0 1 6 216
Some properties of time series data and their use in econometric model specification 6 25 137 2,598 13 63 300 5,948
Some recent development in a concept of causality 4 9 51 1,862 6 19 119 3,724
Some thoughts on the development of cointegration 1 1 1 56 1 3 6 159
Spectral Analysis of the Term Structure of Interest Rates 0 0 0 8 0 0 1 46
Spurious Stochastics in a Short Time-Series Panel Data 0 0 2 7 0 1 5 30
Spurious regressions in econometrics 2 10 114 2,686 13 64 368 6,558
Spurious regressions with stationary series 2 4 11 298 3 9 22 757
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 1 2 6 20 54 73 93
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 1 1 1 1 3 3
Structural attribution of observed volatility clustering 0 0 0 42 0 0 2 196
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 1 1 2 121 1 2 6 393
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 0 1 134
Tendency towards normality of linear combinations of random variables 0 0 0 28 0 0 2 100
Testing for Common Features: Comment 0 0 0 0 0 1 1 115
Testing for causality: A personal viewpoint 6 22 81 1,699 13 47 155 3,112
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 1 16 584 5 10 49 1,306
The Applied Economics journals: a personal reflection 0 0 2 67 0 2 163 830
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 1 5 76 1 3 10 186
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 0 64 0 2 5 308
The Japanese consumption function 0 0 2 171 0 2 9 499
The billing cycle and weather variables in models of electricity sales 0 0 0 5 0 1 2 37
The combination of forecasts using changing weights 0 0 5 366 0 1 8 730
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution 0 0 0 25 0 1 1 176
The effect of aggregation on nonlinearity 0 0 0 50 0 1 3 157
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 0 4 8
The past and future of empirical finance: some personal comments 0 0 0 82 0 2 4 220
The use of R2 to determine the appropriate transformation of regression variables 0 0 1 86 0 2 6 245
Thick modeling 1 4 23 593 4 16 54 1,464
Time Series Analysis, Cointegration, and Applications 0 0 3 643 1 6 19 1,279
Time Series Concepts for Conditional Distributions* 1 1 4 95 1 1 6 246
Time series analysis of residuals from the St. Louis model 0 0 0 27 0 0 1 139
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 3 4 45
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS 0 2 8 19 2 6 15 35
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 3 27 2,082
Useful conclusions from surprising results 0 0 2 65 0 1 6 137
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 1 132 0 1 7 501
Varieties of long memory models 0 1 3 414 0 4 16 894
What Are We Learning about the Long-Run? 0 0 0 84 0 0 1 256
Total Journal Articles 111 314 1,513 50,731 407 1,282 5,399 141,756


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 3 4 32 106
Empirical Modeling in Economics 0 0 0 0 1 1 13 56
Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 0 38
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 1 89
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 1 1 53
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 3 62
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 2 77
Forecasting Economic Time Series 9 24 135 488 32 74 360 1,240
Forecasting in Business and Economics 0 0 2 7 0 1 6 44
Modelling Non-Linear Economic Relationships 0 0 0 0 46 110 620 7,775
Modelling Nonlinear Economic Time Series 0 0 0 0 23 76 167 1,604
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 2 8 39 425
Total Books 9 24 137 495 107 275 1,244 11,569
1 registered items for which data could not be found


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 1 272 0 2 7 702
Forecasting and Decision Theory 1 3 18 367 3 9 76 1,387
Modeling Nonlinearity over the Business Cycle 0 0 2 148 1 2 8 323
Seasonality: Causation, Interpretation, and Implications 0 0 2 29 1 2 10 92
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 43 0 0 1 91
Time series and spectral methods in econometrics 2 3 6 487 3 7 19 1,005
Total Chapters 3 6 29 1,346 8 22 121 3,600


Statistics updated 2021-11-05