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 0 220 1 1 3 498
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 0 0 1,059
A Dependence Metric for Nonlinear Time Series 1 1 2 311 2 2 3 550
A simple nonlinear time series model with misleading linear properties 0 0 0 20 0 0 2 1,214
Aggregation of Space-Time Processes 0 1 2 321 1 2 3 778
Aggregation of time series variables-a survey 1 2 7 665 2 4 22 2,160
Aggregationn of Space-Time Processes 0 0 0 13 2 2 2 85
An introduction to stochastic Unit Root Processes 0 0 0 4 0 1 1 1,432
Autobiography 0 0 0 87 0 0 3 203
Causality: Some New Thoughts on an Old Topic 0 0 0 7 1 1 6 1,000
Comments on the evaluation of policy models 0 0 0 44 0 0 0 333
Common Factors in Conditional Distributions 0 0 0 7 0 0 0 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 1 1 0 1 3 3
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 0 1 607
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 3 11 5,807
Efficient Market Hypothesis and Forecasting 0 1 3 1,249 0 3 9 3,385
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 3 13 1,841
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 0 1 2 178
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 0 0 0 70
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 0 1 364
Hidden Cointegration 0 2 6 527 0 6 30 1,063
Hidden Cointegration 0 0 3 103 0 4 21 349
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 3 14 557
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 0 148 0 1 3 486
Introduction to M-M Processes 0 0 1 12 0 0 1 66
Investigating the relationship between gold and silver prices 0 2 5 19 0 2 10 73
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 0 0 0 1 512
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 0 0 1 282
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 0 0 3 776
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 23 0 0 3 95
Non-stationarities in stock returns 0 0 2 785 1 2 7 1,503
Occasional Structural Breaks and Long Memory 0 0 2 44 0 0 4 135
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 0 0 0 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 0 0 2 1,418
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 0 3 4 1,639
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 1 2 10 1,397
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 1 2 12 1,309
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 0 0 1 72
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 0 1 5 218
Spurious Regressions with Stationary Series 0 1 3 64 0 1 5 135
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 0 98 1 1 1 608
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 0 729
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 1 3 1,378
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 0 2 4 538
The correlogram of a long memory process plus a simple noise 0 0 0 8 0 0 2 45
The impact of the use of forecasts in information sets 0 0 0 16 0 0 1 114
Time Series Analysis, Cointegration, and Applications 0 0 1 81 0 1 3 192
Time Series Analysis, Cointegration, and Applications 0 0 1 350 0 0 5 660
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 1 3 10 571
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 1 1 8 63
Total Working Papers 2 10 40 9,240 18 60 261 43,790
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 2 6
A Cointegration Analysis of Treasury Bill Yields 0 2 8 1,074 3 10 17 2,946
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 0 1 184
A Dependence Metric for Possibly Nonlinear Processes 1 1 5 119 2 2 8 343
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 1 142 1 1 2 416
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 0 1 6 673 1 6 20 1,888
A long memory property of stock market returns and a new model 7 18 59 2,854 13 41 123 5,806
A simple nonlinear time series model with misleading linear properties 0 0 0 259 1 1 7 537
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 0 1 2 21
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 4 12 42 217 7 26 66 359
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 3 421 0 2 7 1,375
Aggregation of space-time processes 0 2 2 272 0 2 4 664
An introduction to stochastic unit-root processes 0 0 0 382 1 2 3 856
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 2 230 1 3 6 680
Causality, cointegration, and control 0 1 13 511 0 2 25 1,081
Co-integration and Error Correction: Representation, Estimation, and Testing 4 25 109 15,935 33 109 412 39,510
Co-integration and error correction: Representation, estimation, and testing 3 8 64 866 14 50 274 2,974
Combining competing forecasts of inflation using a bivariate arch model 0 0 0 182 0 0 2 442
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 0 0 2 81
Comments on testing economic theories and the use of model selection criteria 0 0 2 222 0 1 7 589
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 1 2 293
Comparing forecasts of inflation using time distance 0 0 0 65 1 1 1 191
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 4 59 0 0 5 195
Consideration of Trends in Time Series 0 0 6 302 0 2 12 630
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 0 1 18 0 0 1 118
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 1 3 483
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 1 3 19 3,155
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 0 0 1 209
Efficient market hypothesis and forecasting 1 2 9 412 4 12 35 1,115
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 2 7 23 2,388
Evaluating significance: comments on "size matters" 0 1 1 76 0 1 1 216
Evaluation of global models 0 0 0 130 0 0 3 286
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 2 3 575
Extracting information from mega‐panels and high‐frequency data 0 0 0 7 0 1 1 30
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 0 25 0 0 1 111
Fellow's opinion: Evaluating economic theory 0 0 0 37 1 1 2 188
Fisheries Management Under Cyclical Population Dynamics 0 1 1 40 2 3 4 168
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 1 4 8 278
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 0 1 1 381
Forecasting Volatility in Financial Markets: A Review 0 7 20 460 7 22 58 5,423
Forecasting stock market prices: Lessons for forecasters 1 4 6 332 1 5 8 666
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 1 1 406
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 0 347
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 2 217 0 0 3 492
Introducing Non-Linearity Into Cointegration 0 0 0 8 0 0 1 24
Introduction to m-m processes 1 1 1 48 1 1 1 190
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 3 5 56 4,713 14 46 250 14,587
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 2 523 0 1 9 1,271
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 2 5 594
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 0 1 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 0 0 49 0 0 0 162
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 1 28 0 1 5 129
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 1 219
Long Memory Series with Attractors 0 0 0 0 1 1 2 245
Long memory relationships and the aggregation of dynamic models 2 6 9 513 3 8 25 1,021
Long-term forecasting and evaluation 0 0 0 124 0 0 2 320
MODELS THAT GENERATE TRENDS 0 0 0 0 0 0 0 9
Macroeconometrics - Past and future 0 1 1 175 1 2 3 314
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 1 1 2 24
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 2 4 288 0 4 9 690
Model evaluation based on residual analysis of two similar models 0 0 1 54 2 2 5 234
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 0 0 1 3
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 1 1 5 517 3 4 20 1,044
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 0 1 2 331
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 102 0 0 1 574
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 1 2 3 37 1 2 6 84
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 1 1 9 0 3 7 27
Nearer-Normality and Some Econometric Models 0 0 0 22 0 0 0 143
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 1 2 6 433 2 4 23 795
Nonlinear stochastic trends 0 0 0 70 1 1 2 206
Nonstationarities in Stock Returns 1 2 2 336 1 4 8 740
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 0 40 0 0 1 101
Occasional Structural Breaks and Long Memory 1 2 2 66 2 3 5 254
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 0 4 282 2 4 10 603
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 0 3 46 1 3 14 128
On the invertibility of time series models 0 0 0 37 0 1 3 152
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 0 0 14 0 0 1 136
Outline of forecast theory using generalized cost functions 1 3 7 376 1 3 9 1,226
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 9 34 119 5 19 57 217
Practical Issues in Forecasting Volatility 0 1 1 1 0 1 5 5
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 1 1 2 87
Preface: Some Thoughts on the Future of Forecasting 0 0 1 4 0 0 2 9
Properties of nonlinear transformations of fractionally integrated processes 0 0 1 83 0 1 3 263
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 1 1 1 82 1 1 2 241
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 3 6 202
Reasonable extreme-bounds analysis 0 0 0 220 1 1 3 602
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 0 0 903
Seasonal integration and cointegration 4 7 31 1,687 6 13 57 3,564
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 1 172
Shorte-run forecasts of electricity loads and peaks 1 1 4 235 1 1 6 517
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 1 3 14 101 2 4 25 225
Some aspects of causal relationships 0 2 4 320 0 2 12 679
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 1 3 4 224
Some properties of time series data and their use in econometric model specification 2 5 29 2,788 4 10 52 6,367
Some recent development in a concept of causality 0 0 10 1,950 1 3 29 3,913
Some thoughts on the development of cointegration 0 0 1 69 2 3 6 186
Spectral Analysis of the Term Structure of Interest Rates 0 1 1 10 0 1 3 51
Spurious Stochastics in a Short Time-Series Panel Data 0 0 0 11 0 0 3 41
Spurious regressions in econometrics 6 26 63 2,989 10 46 142 7,367
Spurious regressions with stationary series 1 1 7 329 1 1 18 831
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 2 17 0 1 5 125
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 0 5 1 1 1 12
Structural attribution of observed volatility clustering 0 0 1 45 1 1 3 203
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 0 0 2 399
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 0 0 1 102
Testing for Common Features: Comment 0 0 0 0 1 1 1 119
Testing for causality: A personal viewpoint 0 5 39 1,917 0 14 64 3,487
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 4 6 630 0 7 18 1,441
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 2 2 3 201
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 2 71 0 0 4 321
The Japanese consumption function 0 0 2 182 0 0 4 518
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 2 7 0 0 4 43
The combination of forecasts using changing weights 0 0 2 379 0 1 4 761
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 2 2 3 164
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 1 1 3 225
The use of R2 to determine the appropriate transformation of regression variables 0 0 0 88 0 0 13 266
Thick modeling 1 2 8 635 2 4 13 1,546
Time Series Analysis, Cointegration, and Applications 0 0 4 655 1 1 7 1,312
Time Series Concepts for Conditional Distributions* 0 0 3 104 0 0 5 271
Time series analysis of residuals from the St. Louis model 0 0 1 29 0 0 2 143
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 0 9 45 2 2 15 76
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 1 9 2,117
Useful conclusions from surprising results 0 0 1 72 0 0 2 161
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 1 135 0 1 4 509
Varieties of long memory models 0 0 1 422 2 2 3 915
What Are We Learning about the Long-Run? 0 0 0 86 2 2 3 264
Total Journal Articles 52 182 766 54,537 189 589 2,275 152,573
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 7 139
Empirical Modeling in Economics 0 0 0 0 0 0 2 72
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 1 91
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 1 3 82
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 1 2 64
Forecasting Economic Time Series 4 23 73 826 7 56 185 2,074
Forecasting in Business and Economics 0 3 10 40 2 7 31 146
Modelling Non-Linear Economic Relationships 0 0 0 0 10 21 90 8,926
Modelling Nonlinear Economic Time Series 0 0 0 0 4 9 34 2,018
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 1 1 8 497
Total Books 4 26 83 866 24 96 364 14,164

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 1 6 713
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 0 0 2 10
Forecasting and Decision Theory 0 3 9 413 1 5 19 1,532
Modeling Nonlinearity over the Business Cycle 0 0 0 150 0 0 0 330
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 0 0 1 2
Seasonality: Causation, Interpretation, and Implications 0 1 1 39 0 4 8 129
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 0 1 1 94
Time series and spectral methods in econometrics 0 1 1 499 1 3 10 1,041
Total Chapters 0 5 12 1,424 2 14 47 3,851

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

Statistics updated 2025-08-05