Access Statistics for Clive W. J. Granger

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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 3 220 0 1 10 497
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 0 3 1,059
A Dependence Metric for Nonlinear Time Series 0 1 1 310 0 1 1 548
A simple nonlinear time series model with misleading linear properties 0 0 0 20 1 1 3 1,214
Aggregation of Space-Time Processes 0 0 1 320 0 0 2 776
Aggregation of time series variables-a survey 0 1 8 662 2 4 20 2,153
Aggregationn of Space-Time Processes 0 0 0 13 0 0 0 83
An introduction to stochastic Unit Root Processes 0 0 0 4 0 0 1 1,431
Autobiography 0 0 0 87 2 2 3 203
Causality: Some New Thoughts on an Old Topic 0 0 0 7 1 3 14 998
Comments on the evaluation of policy models 0 0 1 44 0 0 2 333
Common Factors in Conditional Distributions 0 0 0 7 0 0 1 53
Common factors in conditional distributions 0 0 0 223 0 0 0 1,078
Common factors in conditional distributions for Bivariate time series 0 0 0 240 1 1 1 607
Common factors in conditional distributions for Bivariate time series 0 0 0 0 1 1 1 1
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 0 108 0 0 1 464
Economic and Statistical Measures of Forecast Accuracy 1 1 3 1,795 2 3 8 5,802
Efficient Market Hypothesis and Forecasting 1 2 6 1,248 2 5 12 3,381
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 2 6 12 1,837
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 0 0 2 177
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 0 0 1 70
Further Developments in the Study of Cointegrated Variables 0 0 0 0 1 1 1 364
Hidden Cointegration 2 3 5 525 4 7 25 1,046
Hidden Cointegration 2 2 7 103 4 10 32 345
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 2 4 10 551
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 1 148 0 0 6 484
Introduction to M-M Processes 0 0 0 11 0 0 0 65
Investigating the relationship between gold and silver prices 0 0 2 16 3 4 7 70
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 2 454 1 1 5 1,922
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 1 1 1 282
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 1 1 1 512
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 2 3 4 776
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 23 1 1 3 95
Non-stationarities in stock returns 2 2 3 785 2 2 9 1,500
Occasional Structural Breaks and Long Memory 0 0 2 44 0 0 4 135
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 1 11 0 0 1 65
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 0 0 0 48
Reasonable extreme bounds analysis 0 0 0 365 2 2 2 1,418
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 0 0 0 1,635
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 3 5 10 1,394
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 2 4 9 1,305
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 0 0 1 1,466
Self-Generating Variables in a Cointegrated VAR Framework 0 0 0 12 1 1 1 72
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 2 2 6 217
Spurious Regressions with Stationary Series 0 0 1 62 0 0 4 133
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 0 98 0 0 1 607
Structurally-Induced Volatility Clustering 0 0 0 20 0 0 0 67
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 0 0 1 729
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 4 1,377
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 0 0 0 36
The algebra of I (1) 0 0 0 0 1 1 2 535
The correlogram of a long memory process plus a simple noise 0 0 0 8 1 1 2 45
The impact of the use of forecasts in information sets 0 0 0 16 0 1 1 114
Time Series Analysis, Cointegration, and Applications 0 0 2 350 0 0 13 660
Time Series Analysis, Cointegration, and Applications 0 0 2 81 0 0 3 190
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 1 3 8 567
What are we learning about the long-run? 0 0 0 9 0 0 0 41
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 4 6 60
Total Working Papers 8 12 51 9,225 51 87 281 43,693
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 1 1 1 5
A Cointegration Analysis of Treasury Bill Yields 0 1 6 1,070 0 2 15 2,934
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 1 50 0 0 2 184
A Dependence Metric for Possibly Nonlinear Processes 2 3 6 118 2 3 10 341
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 1 11 0 0 2 60
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 3 0 2 2 16
A Review of Some Recent Textbooks of Econometrics 0 0 0 141 1 1 1 415
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 2 3 10 672 2 7 36 1,879
A long memory property of stock market returns and a new model 3 11 56 2,829 8 24 121 5,747
A simple nonlinear time series model with misleading linear properties 0 0 1 259 2 2 7 535
A time-distance criterion for evaluating forecasting models 0 0 0 70 0 0 0 187
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 0 0 8 1 1 2 20
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 7 12 37 200 10 19 56 327
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 3 421 0 0 4 1,371
Aggregation of space-time processes 0 0 3 270 0 0 6 661
An introduction to stochastic unit-root processes 0 0 0 382 0 0 2 854
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 2 1 1 3 16
Can We Improve the Perceived Quality of Economic Forecasts? 0 0 3 230 0 0 6 677
Causality, cointegration, and control 2 6 12 507 4 9 27 1,075
Co-integration and Error Correction: Representation, Estimation, and Testing 13 23 146 15,899 36 104 499 39,351
Co-integration and error correction: Representation, estimation, and testing 4 14 76 848 24 66 293 2,885
Combining competing forecasts of inflation using a bivariate arch model 0 0 1 182 0 0 6 442
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 1 1 2 81
Comments on testing economic theories and the use of model selection criteria 0 0 2 222 0 0 7 588
Comments on the evaluation of policy models 0 0 0 35 0 0 1 188
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 1 2 292
Comparing forecasts of inflation using time distance 0 0 2 65 0 0 3 190
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 3 58 0 0 4 194
Consideration of Trends in Time Series 1 3 4 300 2 4 8 626
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 0 0 0 453
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 1 1 18 0 1 1 118
Curriculum Vitae 0 1 1 74 0 1 1 186
Data mining with local model specification uncertainty: a discussion of Hoover and Perez 0 0 0 1 0 0 2 482
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 4 6 17 3,148
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 1 1 1 209
Efficient market hypothesis and forecasting 2 5 10 409 6 13 30 1,098
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 1 9 26 2,380
Evaluating significance: comments on "size matters" 0 0 1 75 0 0 1 215
Evaluation of global models 0 0 3 130 1 1 6 286
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 0 0 185 0 0 1 573
Extracting information from mega‐panels and high‐frequency data 0 0 0 7 0 0 0 29
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 0 25 0 1 1 111
Fellow's opinion: Evaluating economic theory 0 0 0 37 0 0 1 187
Fisheries Management Under Cyclical Population Dynamics 0 0 0 39 1 1 3 165
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 1 5 272
Forecasting Performance of Information Criteria with Many Macro Series 0 0 1 109 0 0 2 380
Forecasting Volatility in Financial Markets: A Review 3 7 24 451 5 19 54 5,392
Forecasting stock market prices: Lessons for forecasters 1 1 2 327 1 2 7 660
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 0 1 224
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 0 2 405
Implications of Aggregation with Common Factors 0 0 1 57 0 0 1 120
Implications of seeing economic variables through an aggregation window 0 0 0 23 0 0 1 95
Interactions between large macro models and time series analysis 0 0 0 98 0 0 1 347
Interval forecasting: An analysis based upon ARCH-quantile estimators 1 1 2 217 1 1 5 492
Introducing Non-Linearity Into Cointegration 0 0 0 8 0 0 2 24
Introduction to m-m processes 0 0 0 47 0 0 0 189
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 5 14 78 4,698 18 63 292 14,500
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 2 523 1 1 6 1,267
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 0 1 590
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 0 1 1 191
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 1 1 1 135
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 0 49 0 0 0 162
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 0 27 0 1 5 127
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 78 0 0 2 219
Long Memory Series with Attractors 0 0 0 0 1 1 2 244
Long memory relationships and the aggregation of dynamic models 1 1 9 506 2 6 29 1,009
Long-term forecasting and evaluation 0 0 3 124 1 1 7 320
MODELS THAT GENERATE TRENDS 0 0 0 0 0 0 0 9
Macroeconometrics - Past and future 0 0 1 174 0 1 2 312
Management of supply chain: an alternative modelling technique for forecasting 0 0 1 5 1 1 5 23
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 2 3 286 0 2 8 686
Model evaluation based on residual analysis of two similar models 0 0 1 54 0 0 3 232
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 1 1 1 3
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 0 1 1 54
Modeling volatility persistence of speculative returns: A new approach 0 2 6 516 3 7 21 1,039
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 1 1 1 330
Modelling Nonlinear Relationships between Extended-Memory Variables 1 1 1 102 1 1 2 574
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 35 1 1 13 82
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 8 3 3 4 24
Nearer-Normality and Some Econometric Models 0 0 0 22 0 0 1 143
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 0 1 9 431 1 5 27 787
Nonlinear stochastic trends 0 0 3 70 0 0 3 204
Nonstationarities in Stock Returns 0 0 1 334 2 2 3 734
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 0 40 1 1 3 101
Occasional Structural Breaks and Long Memory 0 0 0 64 0 0 1 250
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 1 2 280 0 1 9 597
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 20 0 0 0 155
On Modelling the Long Run in Applied Economics 0 0 0 115 0 0 0 358
On the Price Consciousness of Consumers 0 0 7 46 1 3 18 124
On the invertibility of time series models 0 0 1 37 0 0 2 150
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 0 0 1 73
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 0 0 0 14 0 0 1 136
Outline of forecast theory using generalized cost functions 0 2 6 372 1 3 8 1,221
POWER OF THE NEURAL NETWORK LINEARITY TEST 4 9 39 104 6 16 63 190
Practical Issues in Forecasting Volatility 0 0 0 0 0 1 2 2
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 1 1 1 86
Preface: Some Thoughts on the Future of Forecasting 0 0 0 3 1 1 2 8
Properties of nonlinear transformations of fractionally integrated processes 0 0 2 83 0 0 4 262
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 0 81 1 1 2 240
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 1 2 198
Reasonable extreme-bounds analysis 0 0 0 220 1 2 3 601
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 0 0 903
Seasonal integration and cointegration 3 12 31 1,676 3 18 53 3,541
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 1 172
Shorte-run forecasts of electricity loads and peaks 0 1 3 234 0 1 4 515
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 1 1 1 18 1 1 1 76
Some Properties of Absolute Return: An Alternative Measure of Risk 0 3 14 97 2 5 23 217
Some aspects of causal relationships 1 1 5 318 3 5 15 676
Some comments on risk 0 0 0 220 0 0 1 501
Some generalizations on the algebra of I(1) processes 0 0 0 79 0 0 1 221
Some properties of time series data and their use in econometric model specification 2 8 35 2,778 4 13 77 6,350
Some recent development in a concept of causality 2 6 16 1,949 6 12 40 3,907
Some thoughts on the development of cointegration 0 0 3 69 0 0 5 183
Spectral Analysis of the Term Structure of Interest Rates 0 0 0 9 1 1 2 50
Spurious Stochastics in a Short Time-Series Panel Data 0 0 0 11 2 2 3 41
Spurious regressions in econometrics 3 13 64 2,952 7 31 176 7,297
Spurious regressions with stationary series 2 3 8 328 4 6 25 829
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 1 3 17 0 1 7 124
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 0 5 0 0 0 11
Structural attribution of observed volatility clustering 0 0 2 45 0 0 3 202
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 0 0 2 398
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 1 1 2 137
Tendency towards normality of linear combinations of random variables 0 0 0 28 0 0 1 102
Testing for Common Features: Comment 0 0 0 0 0 0 0 118
Testing for causality: A personal viewpoint 4 9 53 1,906 6 13 88 3,466
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 4 626 0 3 19 1,434
The Applied Economics journals: a personal reflection 0 0 1 70 1 1 2 847
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 0 1 79 0 1 4 199
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 1 70 1 1 4 320
The Japanese consumption function 1 1 4 182 1 1 6 516
The Present and Future of Empirical Finance 0 0 0 0 0 1 1 1
The billing cycle and weather variables in models of electricity sales 0 0 1 6 0 1 4 42
The combination of forecasts using changing weights 0 0 5 379 0 0 8 760
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution 0 0 0 25 0 0 0 176
The effect of aggregation on nonlinearity 0 0 0 53 1 1 1 162
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 1 10
The past and future of empirical finance: some personal comments 0 0 1 84 0 0 2 223
The use of R2 to determine the appropriate transformation of regression variables 0 0 0 88 10 11 14 266
Thick modeling 0 0 10 632 0 1 17 1,540
Time Series Analysis, Cointegration, and Applications 0 2 6 655 0 2 12 1,311
Time Series Concepts for Conditional Distributions* 0 0 3 104 1 1 5 271
Time series analysis of residuals from the St. Louis model 0 0 1 29 0 0 2 142
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 0 0 47
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS 1 5 11 45 1 7 17 74
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 2 4 11 2,116
Useful conclusions from surprising results 0 0 3 72 0 0 6 161
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 1 135 1 1 3 508
Varieties of long memory models 0 1 1 422 0 1 1 913
What Are We Learning about the Long-Run? 0 0 0 86 1 1 2 262
Total Journal Articles 72 192 892 54,256 229 587 2,535 151,685
3 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 0 4 72
Empirical Modeling in Economics 0 0 0 0 0 3 9 138
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 1 1 91
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 1 2 55
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 2 2 3 81
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 1 1 63
Forecasting Economic Time Series 4 10 71 790 11 33 190 1,991
Forecasting in Business and Economics 1 1 18 36 2 10 45 134
Modelling Non-Linear Economic Relationships 0 0 0 0 3 21 111 8,895
Modelling Nonlinear Economic Time Series 0 0 0 0 2 6 39 2,005
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 2 4 13 495
Total Books 5 11 89 826 25 82 418 14,020

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 1 1 1 275 2 4 6 712
Chapter 9 A Source of Long Memory in Volatility 0 0 3 3 1 2 6 10
Forecasting and Decision Theory 0 2 10 408 2 5 30 1,525
Modeling Nonlinearity over the Business Cycle 0 0 0 150 0 0 2 330
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 1 1 1 2
Seasonality: Causation, Interpretation, and Implications 0 0 0 38 0 1 5 124
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 0 0 0 93
Time series and spectral methods in econometrics 0 0 1 498 2 3 10 1,037
Total Chapters 1 3 15 1,417 8 16 60 3,833

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Statistics updated 2025-03-03