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 1 5 503
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 1 11 1,070
A Dependence Metric for Nonlinear Time Series 0 0 0 311 1 2 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 1 9 787
Aggregation of time series variables-a survey 1 3 16 681 1 4 33 2,193
Aggregationn of Space-Time Processes 0 0 0 13 0 1 10 95
An introduction to stochastic Unit Root Processes 0 0 0 4 0 0 13 1,445
Autobiography 0 0 0 87 0 1 10 213
Causality: Some New Thoughts on an Old Topic 0 0 0 7 1 2 14 1,014
Comments on Testing Economic Theories and the Use of Model Selection Criteria 1 1 1 1 1 2 5 5
Comments on the evaluation of policy models 0 0 1 45 1 1 5 338
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 0 0 11 14
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 0 0 14 478
Economic and Statistical Measures of Forecast Accuracy 1 6 7 1,802 2 9 27 5,834
Efficient Market Hypothesis and Forecasting 1 1 8 1,257 1 2 34 3,419
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 0 1 26 1,867
Extracting Information from Mega-Panels and High-Frequency Data 0 0 0 41 0 1 5 183
Fisheries Management Under Cyclical Population Dynamics 0 0 0 24 0 1 11 81
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 1 7 371
Hidden Cointegration 0 1 6 533 2 5 31 1,094
Hidden Cointegration 0 0 1 104 0 2 10 359
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 0 1 7 564
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 1 149 1 3 7 493
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 2 10 58 131
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 1 8 520
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 33 0 1 7 289
Modeling Amazon Deforestation for Policy Purposes 0 0 0 267 0 0 6 782
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 5 30 1,533
Occasional Structural Breaks and Long Memory 0 0 0 44 0 1 7 142
Properties of Nonlinear Transformations of Fractionally Integrated Processes 0 0 0 11 0 0 16 81
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 4 0 0 13 61
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 13 1,652
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 0 2 26 1,423
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 0 1 25 1,334
Seasonal Adjustment and Volatility Dynamics 0 0 0 386 0 2 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 0 1 7 225
Spurious Regressions with Stationary Series 0 0 0 64 0 0 7 142
Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity 0 0 1 99 0 2 21 629
Strategies for Modelling Nonlinear Time Series Relationships 0 0 0 0 0 0 3 3
Structurally-Induced Volatility Clustering 0 0 0 20 0 1 10 77
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 0 0 7 736
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 2 11 1,389
The Impact of the Use of Forecasts in Information Sets 0 0 0 5 0 2 10 46
The algebra of I (1) 0 0 1 1 1 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 1 1 2 352 1 3 27 687
Time Series Analysis, Cointegration, and Applications 0 0 1 82 1 1 6 198
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 0 0 19 590
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 1 9 72
Total Working Papers 5 13 56 9,296 19 81 799 44,589
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 0 1 6 1,080 1 3 25 2,971
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING 0 0 0 50 0 0 11 195
A Dependence Metric for Possibly Nonlinear Processes 0 1 6 125 2 6 29 372
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century 0 0 0 11 0 0 6 66
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 2 8 32 1,920
A long memory property of stock market returns and a new model 5 31 81 2,935 18 72 191 5,997
A simple nonlinear time series model with misleading linear properties 0 1 1 260 1 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 7 28
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1 11 59 276 5 23 129 488
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 0 3 29 1,404
Aggregation of space-time processes 0 0 1 273 1 3 11 675
An introduction to stochastic unit-root processes 0 0 0 382 0 1 11 867
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 1 2 6 23
Can We Improve the Perceived Quality of Economic Forecasts? 0 0 1 231 1 1 12 692
Causality, cointegration, and control 0 1 9 520 0 2 27 1,108
Co-integration and Error Correction: Representation, Estimation, and Testing 15 63 159 16,094 56 198 736 40,246
Co-integration and error correction: Representation, estimation, and testing 2 9 65 931 7 33 249 3,223
Combining competing forecasts of inflation using a bivariate arch model 0 1 6 188 1 2 17 459
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 19 1 1 5 86
Comments on testing economic theories and the use of model selection criteria 0 0 0 222 0 1 3 592
Comments on the evaluation of policy models 0 0 0 35 1 2 8 196
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 2 9 302
Comparing forecasts of inflation using time distance 0 0 0 65 1 1 8 199
Comparing the methodologies used by statisticians and economists for research and modeling5 0 0 0 59 1 2 2 197
Consideration of Trends in Time Series 0 0 10 312 2 3 24 654
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets 0 0 0 80 0 0 11 464
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 0 3 34 3,189
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 5 417 4 16 54 1,169
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 5 17 66 2,454
Evaluating significance: comments on "size matters" 0 0 0 76 2 3 11 227
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 0 1 14 589
Extracting information from mega‐panels and high‐frequency data 0 0 1 8 2 3 11 41
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS 0 0 1 26 1 1 8 119
Fellow's opinion: Evaluating economic theory 0 0 0 37 0 0 5 193
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 1 9 287
Forecasting Performance of Information Criteria with Many Macro Series 0 0 0 109 0 0 6 387
Forecasting Volatility in Financial Markets: A Review 2 5 23 483 7 26 102 5,525
Forecasting stock market prices: Lessons for forecasters 0 0 2 334 0 0 6 672
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 3 227
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 1 7 413
Implications of Aggregation with Common Factors 0 0 1 58 0 1 6 126
Implications of seeing economic variables through an aggregation window 0 0 0 23 1 1 6 101
Interactions between large macro models and time series analysis 0 0 0 98 2 2 6 353
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 1 2 11 503
Introducing Non-Linearity Into Cointegration 0 0 2 10 0 0 10 34
Introduction to m-m processes 0 0 1 49 5 6 14 204
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 6 23 73 4,786 31 100 395 14,982
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models 0 1 1 524 0 5 24 1,295
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 0 1 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 0 0 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 1 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 4 13 526 3 12 35 1,056
Long-term forecasting and evaluation 0 1 3 127 0 5 15 335
MODELS THAT GENERATE TRENDS 0 0 0 0 0 0 4 13
Macroeconometrics - Past and future 0 0 1 176 1 2 10 324
Management of supply chain: an alternative modelling technique for forecasting 0 0 0 5 1 2 10 34
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 0 0 3 291 0 2 18 708
Model evaluation based on residual analysis of two similar models 0 0 1 55 0 1 10 244
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 7 0 1 11 65
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development 0 0 0 1 0 1 10 13
Modeling volatility persistence of speculative returns: A new approach 0 2 10 527 0 2 32 1,076
Modeling, Evaluation, and Methodology in the New Century 0 0 0 86 1 1 8 339
Modelling Nonlinear Relationships between Extended-Memory Variables 0 0 1 103 0 3 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 1 6 90
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 2 11 0 0 12 39
Nearer-Normality and Some Econometric Models 0 0 0 22 1 1 8 151
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? 0 1 9 442 0 3 28 823
Nonlinear stochastic trends 0 0 1 71 1 2 14 220
Nonstationarities in Stock Returns 0 0 3 339 0 3 19 759
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS 0 0 1 41 0 0 10 111
Occasional Structural Breaks and Long Memory 0 0 1 67 0 1 15 269
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 0 1 4 286 2 10 34 637
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 0 1 13 141
On the invertibility of time series models 0 0 0 37 0 1 12 164
On the properties of forecasts used in optimal economic policy decisions 0 0 0 22 0 0 8 81
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 1 1 3 379 4 6 21 1,247
POWER OF THE NEURAL NETWORK LINEARITY TEST 2 9 30 149 4 19 91 308
Practical Issues in Forecasting Volatility 0 0 0 1 5 5 14 19
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 1 2 5 14
Properties of nonlinear transformations of fractionally integrated processes 0 0 0 83 1 2 15 278
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 0 0 0 82 0 0 9 250
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 2 2 14 616
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 0 5 908
Seasonal integration and cointegration 2 4 22 1,709 6 14 63 3,627
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 13 530
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts 0 0 0 18 1 2 9 85
Some Properties of Absolute Return: An Alternative Measure of Risk 0 0 8 109 1 1 22 247
Some aspects of causal relationships 0 0 6 326 1 1 16 695
Some comments on risk 0 0 1 221 0 0 10 511
Some generalizations on the algebra of I(1) processes 0 0 0 79 1 2 7 231
Some properties of time series data and their use in econometric model specification 1 2 22 2,810 7 11 63 6,430
Some recent development in a concept of causality 0 2 9 1,959 2 6 39 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 1 9 60
Spurious Stochastics in a Short Time-Series Panel Data 0 0 1 12 0 0 3 44
Spurious regressions in econometrics 5 23 103 3,092 15 70 315 7,682
Spurious regressions with stationary series 0 0 2 331 0 4 17 848
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 0 0 1 18 0 0 14 139
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 1 4 207
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 0 0 0 121 1 2 15 414
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 1 2 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 1 1 3 122
Testing for causality: A personal viewpoint 0 1 21 1,938 1 3 58 3,545
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests 2 2 3 633 2 5 36 1,477
The Applied Economics journals: a personal reflection 0 0 0 70 2 3 10 857
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint 1 1 1 80 1 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 0 0 0 182 1 1 12 530
The Present and Future of Empirical Finance 0 0 1 1 0 1 8 10
The billing cycle and weather variables in models of electricity sales 0 0 0 7 0 1 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 1 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 1 1 6 16
The past and future of empirical finance: some personal comments 0 0 0 84 0 3 13 238
The use of R2 to determine the appropriate transformation of regression variables 1 2 2 90 2 4 10 276
Thick modeling 0 0 1 636 4 5 15 1,561
Time Series Analysis, Cointegration, and Applications 1 1 1 656 1 1 14 1,326
Time Series Concepts for Conditional Distributions* 0 0 1 105 0 1 10 281
Time series analysis of residuals from the St. Louis model 0 0 0 29 0 0 11 154
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 1 3 48 1 2 18 94
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates 0 0 0 0 1 4 36 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 0 1 15 524
Varieties of long memory models 0 0 1 423 1 1 16 931
What Are We Learning about the Long-Run? 0 0 0 86 0 0 6 270
Total Journal Articles 49 208 831 55,286 248 818 4,124 156,483
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 4 16 155
Empirical Modeling in Economics 0 0 0 0 0 1 14 86
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 1 1 16 80
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 4 15 106
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 2 6 61
Essays in Econometrics Real Author-Name:Granger,Clive W. J 0 0 0 0 0 0 8 90
Forecasting Economic Time Series 4 10 38 864 7 26 124 2,198
Forecasting in Business and Economics 0 0 4 44 0 1 26 172
Modelling Non-Linear Economic Relationships 0 0 0 0 3 13 83 9,009
Modelling Nonlinear Economic Time Series 0 0 0 0 4 8 36 2,054
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon 0 0 0 0 0 0 13 510
Total Books 4 10 42 908 16 60 357 14,521

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 0 8 721
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 2 4 417 5 7 35 1,567
Modeling Nonlinearity over the Business Cycle 0 0 2 152 0 2 24 354
Personal Comments on Yoon's Discussion of My 1957 Paper 0 0 0 0 0 1 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 1 1 16 110
Time series and spectral methods in econometrics 0 0 1 500 1 1 10 1,051
Total Chapters 1 2 9 1,433 7 13 115 3,966

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