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 Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 1 1 1,060
A Dependence Metric for Nonlinear Time Series 0 0 2 311 0 0 3 550
A simple nonlinear time series model with misleading linear properties 0 0 0 20 1 1 2 1,215
Aggregation of Space-Time Processes 0 0 2 321 0 0 3 778
Aggregation of time series variables-a survey 1 3 10 668 2 5 22 2,165
An introduction to stochastic Unit Root Processes 0 0 0 4 0 1 2 1,433
Autobiography 0 0 0 87 0 0 2 203
Causality: Some New Thoughts on an Old Topic 0 0 0 7 0 1 6 1,001
Comments on the evaluation of policy models 0 0 0 44 0 1 1 334
Common factors in conditional distributions 0 0 0 223 1 1 1 1,079
Common factors in conditional distributions for Bivariate time series 0 0 0 240 2 2 3 609
Common factors in conditional distributions for Bivariate time series 0 0 1 1 1 2 5 5
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 0 108 0 0 0 464
Economic and Statistical Measures of Forecast Accuracy 0 0 1 1,795 1 1 10 5,808
Efficient Market Hypothesis and Forecasting 0 3 6 1,252 1 7 16 3,392
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 0 5 16 1,846
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 0 1 364
Hidden Cointegration 0 3 8 530 0 4 30 1,067
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 0 0 12 557
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 0 148 0 0 2 486
Investigating the relationship between gold and silver prices 0 2 6 21 2 6 15 79
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 0 454 0 0 1 1,922
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 0 0 1 282
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 0 0 1 512
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 1 1 4 777
Non-stationarities in stock returns 0 1 3 786 2 5 11 1,508
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 2 3 3 51
Reasonable extreme bounds analysis 0 0 0 365 1 2 4 1,420
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 1 2 6 1,641
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 2 4 12 1,401
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 1 3 11 1,312
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 1 1 2 1,467
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 1 1 5 219
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 1 1 99 2 4 5 612
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 1 2 2 731
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 1 1,378
The algebra of I (1) 0 0 0 0 0 0 4 538
The correlogram of a long memory process plus a simple noise 0 1 1 9 0 1 2 46
The impact of the use of forecasts in information sets 0 1 1 17 0 1 2 115
Time Series Analysis, Cointegration, and Applications 0 1 2 351 0 1 4 661
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 1 9 572
What are we learning about the long-run? 0 1 1 10 0 1 1 42
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 1 8 64
Total Working Papers 1 17 45 8,577 26 72 252 41,766
16 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 3 7
A Cointegration Analysis of Treasury Bill Yields 0 1 6 1,075 1 2 16 2,948
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 0 0 184
A Dependence Metric for Possibly Nonlinear Processes 1 1 5 120 2 3 9 346
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 0 0 0 60
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 3 0 0 2 16
A Review of Some Recent Textbooks of Econometrics 1 1 2 143 1 1 3 417
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 1 1 5 674 5 8 24 1,896
A long memory property of stock market returns and a new model 3 14 57 2,868 11 36 132 5,842
A simple nonlinear time series model with misleading linear properties 0 0 0 259 0 0 5 537
A time-distance criterion for evaluating forecasting models 0 0 0 70 1 1 1 188
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 0 0 8 1 2 4 23
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 3 7 37 224 4 15 68 374
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 1 421 7 7 12 1,382
Aggregation of space-time processes 0 1 3 273 0 1 4 665
An introduction to stochastic unit-root processes 0 0 0 382 0 1 3 857
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 0 2 17
Can We Improve the Perceived Quality of Economic Forecasts? 0 0 1 230 0 1 5 681
Causality, cointegration, and control 0 1 11 512 0 2 18 1,083
Co-integration and Error Correction: Representation, Estimation, and Testing 11 22 97 15,957 62 128 428 39,638
Co-integration and error correction: Representation, estimation, and testing 8 17 57 883 23 57 252 3,031
Combining competing forecasts of inflation using a bivariate arch model 0 1 1 183 1 2 4 444
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 1 1 3 82
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 0 0 2 589
Comments on the evaluation of policy models 0 0 0 35 0 0 0 188
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 0 2 293
Comparing forecasts of inflation using time distance 0 0 0 65 0 0 1 191
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 1 59 0 0 2 195
Consideration of Trends in Time Series 4 5 11 307 6 9 19 639
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 0 1 1 454
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 0 1 18 1 1 2 119
Curriculum Vitae 0 0 1 74 0 0 1 186
Data mining with local model specification uncertainty: a discussion of Hoover and Perez 0 0 0 1 0 0 2 483
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 3 4 18 3,159
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 1 1 2 210
Efficient market hypothesis and forecasting 1 2 11 414 4 11 43 1,126
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 3 4 23 2,392
Evaluating significance: comments on "size matters" 0 0 1 76 0 0 1 216
Evaluation of global models 0 0 0 130 0 0 1 286
Experience with using the Box-Cox transformation when forecasting economic time series 0 0 0 185 0 1 4 576
Extracting information from mega‐panels and high‐frequency data 0 0 0 7 1 1 2 31
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 1 1 26 0 1 2 112
Fellow's opinion: Evaluating economic theory 0 0 0 37 0 0 2 188
Fisheries Management Under Cyclical Population Dynamics 0 0 1 40 0 0 4 168
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 1 9 279
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 0 0 1 381
Forecasting Volatility in Financial Markets: A Review 4 5 24 465 9 26 80 5,449
Forecasting stock market prices: Lessons for forecasters 0 1 7 333 0 1 9 667
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 0 224
Future Developments in the Study of Cointegrated Variables 0 0 0 1 1 1 2 407
Implications of Aggregation with Common Factors 0 0 0 57 0 2 2 122
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 0 347
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 217 0 2 3 494
Introducing Non-Linearity Into Cointegration 0 1 1 9 1 2 2 26
Introduction to m-m processes 0 1 2 49 0 1 2 191
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 7 14 48 4,727 37 79 246 14,666
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 1 523 1 2 8 1,273
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 0 5 594
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 0 0 2 192
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 0 0 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 1 1 50 1 2 2 164
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 1 28 2 4 8 133
Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999) 0 1 1 79 0 2 2 221
Long Memory Series with Attractors 0 0 0 0 0 0 2 245
Long memory relationships and the aggregation of dynamic models 1 2 10 515 1 3 23 1,024
Long-term forecasting and evaluation 0 1 1 125 0 1 3 321
MODELS THAT GENERATE TRENDS 0 0 0 0 0 0 0 9
Macroeconometrics - Past and future 1 1 2 176 1 1 4 315
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 0 1 3 25
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 0 4 288 1 1 7 691
Model evaluation based on residual analysis of two similar models 0 1 1 55 0 1 4 235
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 0 1 2 4
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 0 0 1 54
Modeling volatility persistence of speculative returns: A new approach 0 3 6 520 0 4 18 1,048
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 0 1 3 332
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 102 1 1 2 575
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 0 3 84
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 1 2 10 1 2 8 29
Nearer-Normality and Some Econometric Models 0 0 0 22 1 1 1 144
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 0 2 6 435 0 3 17 798
Nonlinear stochastic trends 1 1 1 71 1 1 3 207
Nonstationarities in Stock Returns 1 2 4 338 2 4 12 744
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 1 1 41 0 3 4 104
Occasional Structural Breaks and Long Memory 0 1 3 67 0 3 7 257
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 0 3 282 2 6 13 609
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 20 0 0 1 156
On Modelling the Long Run in Applied Economics 0 0 0 115 0 0 0 358
On the Price Consciousness of Consumers 0 1 2 47 0 2 12 130
On the invertibility of time series models 0 0 0 37 0 0 2 152
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 1 1 15 1 2 3 138
Outline of forecast theory using generalized cost functions 2 2 9 378 2 2 11 1,228
POWER OF THE NEURAL NETWORK LINEARITY TEST 2 9 36 128 3 14 63 231
Practical Issues in Forecasting Volatility 0 0 1 1 0 0 4 5
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 0 0 2 87
Preface: Some Thoughts on the Future of Forecasting 0 1 2 5 1 2 4 11
Properties of nonlinear transformations of fractionally integrated processes 0 0 1 83 1 1 4 264
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 1 82 0 0 2 241
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 5 202
Reasonable extreme-bounds analysis 0 1 1 221 1 2 5 604
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 0 0 903
Seasonal integration and cointegration 1 9 34 1,696 4 14 59 3,578
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 0 172
Shorte-run forecasts of electricity loads and peaks 0 1 3 236 1 3 6 520
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 1 18 0 0 1 76
Some Properties of Absolute Return: An Alternative Measure of Risk 0 1 8 102 0 4 17 229
Some aspects of causal relationships 0 3 6 323 1 5 14 684
Some comments on risk 0 1 1 221 2 3 3 504
Some generalizations on the algebra of I(1) processes 0 0 0 79 0 1 4 225
Some properties of time series data and their use in econometric model specification 3 5 26 2,793 5 8 45 6,375
Some recent development in a concept of causality 0 4 11 1,954 3 11 31 3,924
Some thoughts on the development of cointegration 0 0 0 69 1 2 6 188
Spectral Analysis of the Term Structure of Interest Rates 0 0 1 10 0 0 3 51
Spurious Stochastics in a Short Time-Series Panel Data 0 1 1 12 0 1 3 42
Spurious regressions in econometrics 11 27 80 3,016 29 65 176 7,432
Spurious regressions with stationary series 0 1 7 330 2 3 16 834
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 1 1 2 18 2 3 5 128
Strategies for Modelling Nonlinear Time‐Series Relationships 0 1 1 6 1 2 3 14
Structural attribution of observed volatility clustering 0 0 0 45 0 1 3 204
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 1 1 3 400
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 0 1 137
Tendency towards normality of linear combinations of random variables 0 0 0 28 1 2 3 104
Testing for Common Features: Comment 0 0 0 0 0 0 1 119
Testing for causality: A personal viewpoint 4 9 36 1,926 9 22 64 3,509
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 1 5 631 3 6 17 1,447
The Applied Economics journals: a personal reflection 0 0 1 70 0 0 2 847
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 0 0 79 1 1 4 202
The Gold Sovereign Market in Greece-An Unusual Speculative Market 1 1 3 72 1 2 5 323
The Japanese consumption function 0 0 1 182 0 0 3 518
The Present and Future of Empirical Finance 0 0 0 0 0 0 2 2
The billing cycle and weather variables in models of electricity sales 0 0 1 7 0 0 3 43
The combination of forecasts using changing weights 1 1 1 380 2 2 4 763
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 4 165
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 1 10
The past and future of empirical finance: some personal comments 0 0 0 84 0 0 3 225
The use of R2 to determine the appropriate transformation of regression variables 0 0 0 88 1 1 13 267
Thick modeling 0 0 3 635 0 0 7 1,546
Time Series Analysis, Cointegration, and Applications 0 0 2 655 1 1 4 1,313
Time Series Concepts for Conditional Distributions* 0 1 1 105 1 2 3 273
Time series analysis of residuals from the St. Louis model 0 0 0 29 1 3 4 146
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 0 1 6 46 4 5 14 81
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 3 7 13 2,124
Useful conclusions from surprising results 0 0 0 72 2 2 3 163
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 0 135 0 0 2 509
Varieties of long memory models 0 0 1 422 1 1 4 916
What Are We Learning about the Long-Run? 0 0 0 86 1 2 5 266
Total Journal Articles 74 199 743 54,654 297 678 2,363 153,037
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 0 6 139
Empirical Modeling in Economics 0 0 0 0 0 2 3 74
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 1 55
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 3 82
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 2 3 93
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 2 3 5 67
Forecasting Economic Time Series 3 5 60 831 7 29 166 2,103
Forecasting in Business and Economics 1 1 6 41 4 7 29 153
Modelling Non-Linear Economic Relationships 0 0 0 0 7 20 79 8,946
Modelling Nonlinear Economic Time Series 0 0 0 0 4 6 25 2,024
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 0 1 7 498
Total Books 4 6 66 872 25 70 327 14,234

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 0 0 5 713
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 0 0 2 10
Forecasting and Decision Theory 0 1 10 414 3 4 19 1,536
Modeling Nonlinearity over the Business Cycle 0 0 0 150 3 5 5 335
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 0 0 1 2
Seasonality: Causation, Interpretation, and Implications 0 2 3 41 0 3 9 132
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 0 1 2 95
Time series and spectral methods in econometrics 0 0 1 499 0 2 10 1,043
Total Chapters 0 3 15 1,427 6 15 53 3,866

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Statistics updated 2025-11-08