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 8 9 13 511
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 1 2 12 1,071
A Dependence Metric for Nonlinear Time Series 0 0 0 311 0 1 10 560
A simple nonlinear time series model with misleading linear properties 0 0 0 20 0 0 12 1,226
Aggregation of Space-Time Processes 0 0 0 321 0 0 9 787
Aggregation of time series variables-a survey 0 2 16 681 2 4 34 2,195
Aggregationn of Space-Time Processes 0 0 0 13 1 1 11 96
An introduction to stochastic Unit Root Processes 0 0 0 4 0 0 12 1,445
Autobiography 0 0 0 87 0 0 10 213
Causality: Some New Thoughts on an Old Topic 0 0 0 7 1 2 14 1,015
Comments on Testing Economic Theories and the Use of Model Selection Criteria 0 1 1 1 1 2 6 6
Comments on the evaluation of policy models 0 0 1 45 0 1 4 338
Common Factors in Conditional Distributions 0 0 0 7 0 0 8 61
Common factors in conditional distributions 0 0 0 223 0 0 11 1,089
Common factors in conditional distributions for Bivariate time series 0 0 0 1 1 1 11 15
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 0 9 616
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 0 0 2 110 1 1 15 479
Economic and Statistical Measures of Forecast Accuracy 1 6 8 1,803 5 11 32 5,839
Efficient Market Hypothesis and Forecasting 0 1 8 1,257 2 3 35 3,421
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 1 24 1,868
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 0 1 4 183
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 5 5 16 86
Further Developments in the Study of Cointegrated Variables 0 0 0 0 1 1 8 372
Hidden Cointegration 0 0 1 104 1 1 11 360
Hidden Cointegration 0 0 6 533 2 5 32 1,096
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 1 8 565
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 1 149 1 3 8 494
Introduction to M-M Processes 0 0 0 12 0 0 11 77
Investigating the relationship between gold and silver prices 0 0 3 22 3 6 59 134
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 0 0 0 454 0 0 14 1,936
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 0 0 8 520
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 1 2 8 290
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 1 1 7 783
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk 0 0 0 23 0 0 7 102
Non-stationarities in stock returns 0 0 1 786 2 7 31 1,535
Occasional Structural Breaks and Long Memory 0 0 0 44 1 1 7 143
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 1 1 17 82
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 1 1 14 62
Reasonable extreme bounds analysis 0 0 0 365 0 1 15 1,433
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 0 0 12 1,652
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 1 2 25 1,424
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 0 0 23 1,334
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 0 1 8 1,474
Self-Generating Variables in a Cointegrated VAR Framework 0 0 0 12 0 0 4 76
Some Generalizations on the Algebra of I(1) Processes 0 0 0 0 2 2 9 227
Spurious Regressions with Stationary Series 0 0 0 64 7 7 13 149
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 1 99 0 1 21 629
Strategies for Modelling Nonlinear Time Series Relationships 0 0 0 0 2 2 5 5
Structurally-Induced Volatility Clustering 0 0 0 20 1 1 11 78
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 0 0 6 736
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 2 4 13 1,391
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 13 13 23 59
The algebra of I (1) 0 0 1 1 0 1 11 549
The correlogram of a long memory process plus a simple noise 0 0 1 9 0 0 7 52
The impact of the use of forecasts in information sets 0 0 1 17 0 0 6 120
Time Series Analysis, Cointegration, and Applications 0 1 1 352 0 2 26 687
Time Series Analysis, Cointegration, and Applications 1 1 1 83 2 3 7 200
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 1 1 19 591
What are we learning about the long-run? 0 0 1 10 0 1 15 56
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 0 8 72
Total Working Papers 2 12 56 9,298 76 117 849 44,665
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 3 9
A Cointegration Analysis of Treasury Bill Yields 2 2 8 1,082 4 6 29 2,975
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 1 1 12 196
A Dependence Metric for Possibly Nonlinear Processes 0 1 6 125 1 5 29 373
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 1 1 7 67
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon 0 0 0 3 0 0 7 23
A Review of Some Recent Textbooks of Econometrics 0 0 1 143 0 0 6 422
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu 0 1 4 677 1 8 30 1,921
A long memory property of stock market returns and a new model 4 20 80 2,939 8 48 183 6,005
A simple nonlinear time series model with misleading linear properties 0 1 1 260 0 3 14 551
A time-distance criterion for evaluating forecasting models 0 0 0 70 0 0 7 194
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) 0 0 0 8 0 0 6 28
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 2 7 58 278 4 18 128 492
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 0 2 29 1,404
Aggregation of space-time processes 0 0 1 273 0 1 11 675
An introduction to stochastic unit-root processes 0 0 0 382 1 1 11 868
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 0 2 6 23
Can We Improve the Perceived Quality of Economic Forecasts? 0 0 1 231 1 2 12 693
Causality, cointegration, and control 0 0 8 520 0 1 25 1,108
Co-integration and Error Correction: Representation, Estimation, and Testing 23 60 177 16,117 80 197 784 40,326
Co-integration and error correction: Representation, estimation, and testing 4 10 64 935 21 41 251 3,244
Combining competing forecasts of inflation using a bivariate arch model 1 1 7 189 1 2 18 460
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 0 1 5 86
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 1 1 4 593
Comments on the evaluation of policy models 0 0 0 35 0 1 8 196
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 0 9 302
Comparing forecasts of inflation using time distance 0 0 0 65 0 1 8 199
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 0 59 1 3 3 198
Consideration of Trends in Time Series 0 0 10 312 2 5 26 656
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 1 1 12 465
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] 0 0 0 18 0 0 9 127
Curriculum Vitae 0 0 0 74 0 0 3 189
Data mining with local model specification uncertainty: a discussion of Hoover and Perez 0 0 0 1 0 0 8 491
Developments in the Study of Cointegrated Economic Variables 0 0 0 26 1 1 34 3,190
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots 0 0 0 42 0 1 4 213
Efficient market hypothesis and forecasting 0 0 4 417 4 15 53 1,173
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 4 15 69 2,458
Evaluating significance: comments on "size matters" 0 0 0 76 0 2 11 227
Evaluation of global models 0 0 0 130 0 0 4 290
Exchange rates and fundamentals - comments 0 0 1 83 0 0 5 219
Experience with using the Box-Cox transformation when forecasting economic time series 0 0 1 186 0 1 13 589
Extracting information from mega‐panels and high‐frequency data 0 0 1 8 0 3 11 41
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 1 26 0 1 8 119
Fellow's opinion: Evaluating economic theory 0 0 0 37 1 1 6 194
Fisheries Management Under Cyclical Population Dynamics 0 0 0 40 0 0 15 183
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment 0 0 0 0 0 0 8 287
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 1 1 7 388
Forecasting Volatility in Financial Markets: A Review 1 4 23 484 13 25 105 5,538
Forecasting stock market prices: Lessons for forecasters 0 0 2 334 1 1 7 673
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 1 3 227
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 0 7 413
Implications of Aggregation with Common Factors 0 0 1 58 0 1 4 126
Implications of seeing economic variables through an aggregation window 0 0 0 23 0 1 6 101
Interactions between large macro models and time series analysis 0 0 0 98 0 2 6 353
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 0 1 10 503
Introducing Non-Linearity Into Cointegration 0 0 2 10 0 0 10 34
Introduction to m-m processes 0 0 0 49 0 5 13 204
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 16 29 83 4,802 51 117 426 15,033
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 0 1 524 0 2 24 1,295
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 0 7 601
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 0 1 5 197
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment 0 0 0 0 1 1 5 140
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 0 2 11 173
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach 0 0 0 28 0 0 8 137
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 0 1 10 229
Long Memory Series with Attractors 0 0 0 0 0 0 3 248
Long memory relationships and the aggregation of dynamic models 2 5 15 528 4 10 39 1,060
Long-term forecasting and evaluation 1 1 4 128 1 4 16 336
MODELS THAT GENERATE TRENDS 0 0 0 0 0 0 4 13
Macroeconometrics - Past and future 0 0 1 176 1 3 11 325
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 0 1 10 34
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 0 3 291 0 1 18 708
Model evaluation based on residual analysis of two similar models 0 0 0 55 0 0 9 244
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 0 0 9 13
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 0 1 11 65
Modeling volatility persistence of speculative returns: A new approach 0 1 9 527 0 1 30 1,076
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 0 1 7 339
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 103 0 0 12 586
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 0 37 0 0 6 90
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 11 0 0 11 39
Nearer-Normality and Some Econometric Models 0 0 0 22 0 1 8 151
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 0 0 9 442 0 1 28 823
Nonlinear stochastic trends 0 0 1 71 0 1 14 220
Nonstationarities in Stock Returns 0 0 2 339 2 3 20 761
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 1 41 0 0 8 111
Occasional Structural Breaks and Long Memory 0 0 1 67 1 1 15 270
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 1 2 5 287 3 9 34 640
On Model Approximation for Long-Memory Processes: A Cautionary Result 0 0 0 20 0 0 5 161
On Modelling the Long Run in Applied Economics 0 0 0 115 0 0 3 361
On the Price Consciousness of Consumers 0 0 1 47 2 2 15 143
On the invertibility of time series models 0 0 0 37 0 0 12 164
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 1 1 9 82
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 0 0 1 15 0 0 6 142
Outline of forecast theory using generalized cost functions 0 1 3 379 0 4 21 1,247
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 5 28 150 2 11 87 310
Practical Issues in Forecasting Volatility 0 0 0 1 1 6 15 20
Predictive Consequences of Using Conditioning or Causal Variables 0 0 0 25 0 0 8 95
Preface: Some Thoughts on the Future of Forecasting 0 0 2 6 0 2 5 14
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 83 1 3 16 279
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 0 82 1 1 10 251
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 6 208
Reasonable extreme-bounds analysis 0 0 1 221 0 2 14 616
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 1 1 6 909
Seasonal integration and cointegration 1 4 18 1,710 4 14 61 3,631
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 6 178
Shorte-run forecasts of electricity loads and peaks 0 1 3 238 0 1 12 530
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 0 18 0 2 9 85
Some Properties of Absolute Return: An Alternative Measure of Risk 0 0 8 109 2 3 21 249
Some aspects of causal relationships 0 0 4 326 1 2 15 696
Some comments on risk 0 0 1 221 1 1 11 512
Some generalizations on the algebra of I(1) processes 0 0 0 79 0 1 7 231
Some properties of time series data and their use in econometric model specification 2 4 24 2,812 3 13 66 6,433
Some recent development in a concept of causality 0 1 8 1,959 0 4 36 3,952
Some thoughts on the development of cointegration 0 0 0 69 0 0 14 200
Spectral Analysis of the Term Structure of Interest Rates 0 0 0 10 0 0 9 60
Spurious Stochastics in a Short Time-Series Panel Data 0 0 1 12 0 0 3 44
Spurious regressions in econometrics 16 31 110 3,108 39 83 337 7,721
Spurious regressions with stationary series 0 0 2 331 2 4 19 850
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 1 18 0 0 13 139
Strategies for Modelling Nonlinear Time‐Series Relationships 0 0 1 6 0 0 7 19
Structural attribution of observed volatility clustering 0 0 0 45 0 0 4 207
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 0 1 15 414
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 1 8 145
Tendency towards normality of linear combinations of random variables 0 0 0 28 0 0 9 111
Testing for Common Features: Comment 0 0 0 0 0 1 3 122
Testing for causality: A personal viewpoint 0 1 18 1,938 2 4 53 3,547
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 0 2 2 633 0 4 34 1,477
The Applied Economics journals: a personal reflection 0 0 0 70 2 4 12 859
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 0 1 1 80 0 2 15 216
The Gold Sovereign Market in Greece-An Unusual Speculative Market 0 0 1 72 0 0 6 327
The Japanese consumption function 1 1 1 183 1 2 13 531
The Present and Future of Empirical Finance 0 0 1 1 0 0 8 10
The billing cycle and weather variables in models of electricity sales 0 0 0 7 0 0 7 50
The combination of forecasts using changing weights 0 0 1 380 0 0 9 770
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution 0 0 0 25 0 1 4 180
The effect of aggregation on nonlinearity 0 0 0 53 0 0 11 175
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 0 1 6 16
The past and future of empirical finance: some personal comments 0 0 0 84 0 0 13 238
The use of R2 to determine the appropriate transformation of regression variables 0 1 2 90 0 3 10 276
Thick modeling 0 0 1 636 2 7 17 1,563
Time Series Analysis, Cointegration, and Applications 0 1 1 656 1 2 15 1,327
Time Series Concepts for Conditional Distributions* 0 0 1 105 0 0 10 281
Time series analysis of residuals from the St. Louis model 1 1 1 30 1 1 10 155
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 0 6 53
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS 0 0 3 48 1 2 19 95
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 2 35 2,153
Useful conclusions from surprising results 0 0 1 73 0 0 16 177
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic 0 0 0 135 1 2 16 525
Varieties of long memory models 0 0 1 423 0 1 16 931
What Are We Learning about the Long-Run? 0 0 0 86 0 0 5 270
Total Journal Articles 79 200 855 55,448 290 794 4,230 156,992
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 12 86
Empirical Modeling in Economics 0 0 0 0 0 2 16 155
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 1 14 106
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 8 90
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 1 16 80
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 2 7 62
Forecasting Economic Time Series 3 10 41 867 3 21 117 2,201
Forecasting in Business and Economics 0 0 4 44 0 1 26 172
Modelling Non-Linear Economic Relationships 0 0 0 0 1 10 75 9,010
Modelling Nonlinear Economic Time Series 0 0 0 0 3 10 37 2,057
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 1 1 13 511
Total Books 3 10 45 911 9 49 341 14,530

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 1 1 9 722
Chapter 9 A Source of Long Memory in Volatility 0 0 0 3 0 0 1 11
Conjugate Processes 0 0 0 0 0 0 1 1
Forecasting and Decision Theory 1 3 4 418 2 9 36 1,569
Modeling Nonlinearity over the Business Cycle 1 1 3 153 1 1 23 355
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 0 0 5 7
Seasonality: Causation, Interpretation, and Implications 0 0 2 41 0 1 15 144
Some Comments on the Role of Time-Series Analysis in Econometrics 0 0 0 45 0 1 15 110
Time series and spectral methods in econometrics 0 0 1 500 1 2 10 1,052
Total Chapters 2 4 10 1,435 5 15 115 3,971

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