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 0 0 5 502
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 2 2 10 1,069
A Dependence Metric for Nonlinear Time Series 0 0 1 311 2 5 10 558
A simple nonlinear time series model with misleading linear properties 0 0 0 20 2 4 12 1,226
Aggregation of Space-Time Processes 0 0 1 321 0 4 10 786
Aggregation of time series variables-a survey 1 5 15 678 4 10 33 2,189
Aggregationn of Space-Time Processes 0 0 0 13 4 4 11 94
An introduction to stochastic Unit Root Processes 0 0 0 4 3 4 14 1,445
Autobiography 0 0 0 87 1 6 9 212
Causality: Some New Thoughts on an Old Topic 0 0 0 7 5 7 13 1,012
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 0 0 0 1 1 3 3
Comments on the evaluation of policy models 0 1 1 45 0 1 4 337
Common Factors in Conditional Distributions 0 0 0 7 1 5 8 61
Common factors in conditional distributions 0 0 0 223 3 4 11 1,089
Common factors in conditional distributions for Bivariate time series 0 0 0 1 1 3 12 14
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 2 9 616
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 2 110 1 3 14 478
Economic and Statistical Measures of Forecast Accuracy 0 1 1 1,796 5 12 21 5,825
Efficient Market Hypothesis and Forecasting 0 2 8 1,256 5 8 35 3,417
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 6 10 28 1,866
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 1 3 5 182
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 2 8 10 80
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 1 6 370
Hidden Cointegration 2 2 7 532 3 10 32 1,089
Hidden Cointegration 0 1 1 104 0 2 12 357
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 1 9 563
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 1 1 149 0 3 5 490
Introduction to M-M Processes 0 0 0 12 2 5 11 77
Investigating the relationship between gold and silver prices 1 1 5 22 16 27 50 121
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 0 454 2 6 14 1,936
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 1 4 7 519
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 2 3 6 288
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 3 3 6 782
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 23 2 3 7 102
Non-stationarities in stock returns 0 0 1 786 9 14 27 1,528
Occasional Structural Breaks and Long Memory 0 0 0 44 0 1 6 141
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 2 5 16 81
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 3 4 13 61
Reasonable extreme bounds analysis 0 0 0 365 2 3 14 1,432
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 1 3 16 1,652
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 6 9 26 1,421
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 11 14 26 1,333
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 2 2 6 1,472
Self-Generating Variables in a Cointegrated VAR Framework 0 0 0 12 1 1 4 76
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 1 3 7 224
Spurious Regressions with Stationary Series 0 0 1 64 2 2 8 142
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 1 99 3 9 20 627
Strategies for Modelling Nonlinear Time Series Relationships 0 0 0 0 0 1 3 3
Structurally-Induced Volatility Clustering 0 0 0 20 2 4 9 76
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 1 1 7 736
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 1 10 1,387
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 1 2 8 44
The algebra of I (1) 0 1 1 1 0 4 12 548
The correlogram of a long memory process plus a simple noise 0 0 1 9 1 1 7 52
The impact of the use of forecasts in information sets 0 0 1 17 0 1 6 120
Time Series Analysis, Cointegration, and Applications 0 0 1 82 2 2 6 197
Time Series Analysis, Cointegration, and Applications 0 0 1 351 6 14 24 684
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 1 4 22 590
What are we learning about the long-run? 0 0 1 10 1 2 14 55
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 9 71
Total Working Papers 4 15 53 9,283 142 285 778 44,508
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 1 1 7 1,079 4 6 32 2,968
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 3 3 11 195
A Dependence Metric for Possibly Nonlinear Processes 0 3 6 124 2 10 25 366
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 2 3 6 66
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 3 2 2 7 23
A Review of Some Recent Textbooks of Econometrics 0 0 2 143 1 2 7 422
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 0 0 4 676 1 3 30 1,912
A long memory property of stock market returns and a new model 12 28 68 2,904 25 56 160 5,925
A simple nonlinear time series model with misleading linear properties 0 0 0 259 3 5 12 548
A time-distance criterion for evaluating forecasting models 0 0 0 70 1 1 7 194
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 0 0 8 3 3 8 28
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 8 24 60 265 18 56 132 465
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 1 3 28 1,401
Aggregation of space-time processes 0 0 3 273 0 1 10 672
An introduction to stochastic unit-root processes 0 0 0 382 2 2 12 866
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 3 3 4 21
Can We Improve the Perceived Quality of Economic Forecasts? 1 1 1 231 1 2 14 691
Causality, cointegration, and control 2 4 9 519 3 7 27 1,106
Co-integration and Error Correction: Representation, Estimation, and Testing 11 37 121 16,031 75 196 647 40,048
Co-integration and error correction: Representation, estimation, and testing 2 16 64 922 26 67 266 3,190
Combining competing forecasts of inflation using a bivariate arch model 0 2 5 187 1 6 15 457
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 1 1 4 85
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 0 1 3 591
Comments on the evaluation of policy models 0 0 0 35 4 5 6 194
Common factors in conditional distributions for bivariate time series 0 0 0 109 1 1 8 300
Comparing forecasts of inflation using time distance 0 0 0 65 4 4 8 198
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 0 59 0 0 0 195
Consideration of Trends in Time Series 0 1 10 312 1 3 23 651
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 3 6 11 464
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 0 0 18 5 6 9 127
Curriculum Vitae 0 0 0 74 3 3 3 189
Data mining with local model specification uncertainty: a discussion of Hoover and Perez 0 0 0 1 3 5 9 491
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 10 13 34 3,186
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 1 1 3 212
Efficient market hypothesis and forecasting 0 2 7 417 2 13 50 1,153
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 7 18 56 2,437
Evaluating significance: comments on "size matters" 0 0 1 76 6 6 9 224
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 2 3 15 588
Extracting information from mega‐panels and high‐frequency data 0 1 1 8 0 4 9 38
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 1 26 4 5 7 118
Fellow's opinion: Evaluating economic theory 0 0 0 37 1 2 6 193
Fisheries Management Under Cyclical Population Dynamics 0 0 1 40 5 6 18 183
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 2 12 286
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 2 2 7 387
Forecasting Volatility in Financial Markets: A Review 2 3 25 478 9 15 98 5,499
Forecasting stock market prices: Lessons for forecasters 0 0 6 334 1 3 11 672
Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam 0 0 0 63 1 1 2 226
Future Developments in the Study of Cointegrated Variables 0 0 0 1 1 1 7 412
Implications of Aggregation with Common Factors 0 0 1 58 0 1 5 125
Implications of seeing economic variables through an aggregation window 0 0 0 23 1 2 5 100
Interactions between large macro models and time series analysis 0 0 0 98 2 2 4 351
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 1 1 218 1 3 9 501
Introducing Non-Linearity Into Cointegration 0 0 2 10 2 3 10 34
Introduction to m-m processes 0 0 2 49 2 4 9 198
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 5 17 55 4,763 38 93 341 14,882
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 0 523 0 5 20 1,290
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 1 1 8 600
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 3 3 5 196
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 0 2 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 5 6 9 171
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 0 28 2 3 9 137
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 5 5 9 228
Long Memory Series with Attractors 0 0 0 0 0 2 4 248
Long memory relationships and the aggregation of dynamic models 0 4 15 522 6 11 31 1,044
Long-term forecasting and evaluation 0 0 2 126 2 5 10 330
MODELS THAT GENERATE TRENDS 0 0 0 0 0 2 4 13
Macroeconometrics - Past and future 0 0 2 176 1 3 10 322
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 4 4 9 32
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 2 5 291 4 7 20 706
Model evaluation based on residual analysis of two similar models 0 0 1 55 4 5 11 243
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 3 4 10 64
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 2 4 9 12
Modeling volatility persistence of speculative returns: A new approach 0 2 9 525 3 17 34 1,074
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 2 4 8 338
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 103 4 4 9 583
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 2 7 89
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 1 3 11 2 4 15 39
Nearer-Normality and Some Econometric Models 0 0 0 22 0 2 7 150
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 2 2 10 441 6 7 29 820
Nonlinear stochastic trends 0 0 1 71 0 1 13 218
Nonstationarities in Stock Returns 0 0 5 339 3 5 20 756
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 1 41 4 5 10 111
Occasional Structural Breaks and Long Memory 0 0 3 67 0 3 17 268
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 1 3 285 4 6 28 627
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 20 1 3 5 161
On Modelling the Long Run in Applied Economics 0 0 0 115 1 2 3 361
On the Price Consciousness of Consumers 0 0 1 47 4 5 15 140
On the invertibility of time series models 0 0 0 37 4 5 12 163
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 0 3 8 81
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 0 0 1 15 1 1 6 142
Outline of forecast theory using generalized cost functions 0 0 5 378 3 5 18 1,241
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 5 30 140 8 22 91 289
Practical Issues in Forecasting Volatility 0 0 1 1 1 2 10 14
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 4 4 9 95
Preface: Some Thoughts on the Future of Forecasting 1 1 2 6 1 1 3 12
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 83 5 6 14 276
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 1 82 2 5 10 250
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 2 5 9 208
Reasonable extreme-bounds analysis 0 0 1 221 0 1 13 614
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 1 5 908
Seasonal integration and cointegration 2 7 25 1,705 14 24 62 3,613
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 2 2 6 178
Shorte-run forecasts of electricity loads and peaks 0 1 3 237 0 3 13 529
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 0 18 0 2 7 83
Some Properties of Absolute Return: An Alternative Measure of Risk 1 3 11 109 2 6 25 246
Some aspects of causal relationships 1 1 8 326 1 3 17 694
Some comments on risk 0 0 1 221 0 1 10 511
Some generalizations on the algebra of I(1) processes 0 0 0 79 1 2 8 229
Some properties of time series data and their use in econometric model specification 0 4 25 2,808 14 22 62 6,419
Some recent development in a concept of causality 0 0 7 1,957 10 12 36 3,946
Some thoughts on the development of cointegration 0 0 0 69 2 2 17 200
Spectral Analysis of the Term Structure of Interest Rates 0 0 1 10 3 3 9 59
Spurious Stochastics in a Short Time-Series Panel Data 0 0 1 12 0 0 3 44
Spurious regressions in econometrics 8 22 106 3,069 38 90 291 7,612
Spurious regressions with stationary series 0 0 3 331 2 5 14 844
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 1 18 4 5 15 139
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 1 6 2 3 8 19
Structural attribution of observed volatility clustering 0 0 0 45 2 2 4 206
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 3 5 13 412
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 3 3 6 143
Tendency towards normality of linear combinations of random variables 0 0 0 28 2 2 9 111
Testing for Common Features: Comment 0 0 0 0 0 0 3 121
Testing for causality: A personal viewpoint 0 6 25 1,937 3 19 69 3,542
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 0 5 631 7 11 38 1,472
The Applied Economics journals: a personal reflection 0 0 0 70 4 5 7 854
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 0 0 79 1 3 15 214
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 1 72 0 1 6 327
The Japanese consumption function 0 0 0 182 1 4 11 529
The Present and Future of Empirical Finance 1 1 1 1 1 2 7 9
The billing cycle and weather variables in models of electricity sales 0 0 0 7 0 1 6 49
The combination of forecasts using changing weights 0 0 1 380 1 4 10 770
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution 0 0 0 25 2 2 3 179
The effect of aggregation on nonlinearity 0 0 0 53 2 4 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 4 4 5 15
The past and future of empirical finance: some personal comments 0 0 0 84 2 3 11 235
The use of R2 to determine the appropriate transformation of regression variables 0 0 0 88 1 2 6 272
Thick modeling 0 0 3 636 2 4 14 1,556
Time Series Analysis, Cointegration, and Applications 0 0 0 655 0 5 14 1,325
Time Series Concepts for Conditional Distributions* 0 0 1 105 2 3 9 280
Time series analysis of residuals from the St. Louis model 0 0 0 29 4 4 11 154
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 2 4 6 53
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS 0 1 2 47 2 4 18 92
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 3 10 33 2,149
Useful conclusions from surprising results 0 1 1 73 5 8 16 177
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 0 135 2 4 15 523
Varieties of long memory models 1 1 1 423 2 4 17 930
What Are We Learning about the Long-Run? 0 0 0 86 1 2 8 270
Total Journal Articles 62 207 805 55,078 567 1,192 3,895 155,665
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 1 3 13 85
Empirical Modeling in Economics 0 0 0 0 1 3 12 151
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 3 4 11 102
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 5 5 9 90
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 2 3 4 59
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 5 6 16 79
Forecasting Economic Time Series 5 11 51 854 15 28 154 2,172
Forecasting in Business and Economics 0 1 7 44 4 5 32 171
Modelling Non-Linear Economic Relationships 0 0 0 0 7 22 91 8,996
Modelling Nonlinear Economic Time Series 0 0 0 0 4 12 37 2,046
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 2 4 14 510
Total Books 5 12 58 898 49 95 393 14,461

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 4 9 721
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 0 1 1 11
Conjugate Processes 0 0 0 0 1 1 1 1
Forecasting and Decision Theory 0 1 5 415 11 17 33 1,560
Modeling Nonlinearity over the Business Cycle 0 1 2 152 8 10 22 352
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 1 2 4 6
Seasonality: Causation, Interpretation, and Implications 0 0 3 41 1 3 18 143
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 4 5 16 109
Time series and spectral methods in econometrics 0 0 2 500 1 2 12 1,050
Total Chapters 0 2 12 1,431 27 45 116 3,953

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06