Clive W. J. Granger

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author of:

• Some Properties of Absolute Return: An Alternative Measure of Risk (repec:adr:anecst:y:1995:i:40:p:67-91)
  by C. W. J. Granger & Zhuanxin Ding
• Spurious Stochastics in a Short Time-Series Panel Data (repec:adr:anecst:y:1999:i:55-56:p:299-315)
  by Clive W. J. Granger & Namwon Hyung
• Modeling Amazon Deforestation for Policy Purposes (repec:adv:wpaper:200612)
  by Clive W. J. Granger & Lykke E. Andersen
• Time Series Analysis, Cointegration, and Applications (repec:aea:aecrev:v:94:y:2004:i:3:p:421-425)
  by Clive W.J. Granger
• A Review of Some Recent Textbooks of Econometrics (repec:aea:jeclit:v:32:y:1994:i:1:p:115-22)
  by Granger, Clive W J
• Forecasting Volatility in Financial Markets: A Review (repec:aea:jeclit:v:41:y:2003:i:2:p:478-539)
  by Ser-Huang Poon & Clive W.J. Granger
• Comments on Testing Economic Theories and the Use of Model Selection Criteria (repec:ags:monebs:267403)
  by Granger, Clive & King, Maxwell L. & White, Halbert
• Strategies for Modelling Nonlinear Time Series Relationships (repec:ags:monebs:267405)
  by Granger, Clive W. J.
• Testing for Common Features: Comment (repec:bes:jnlbes:v:11:y:1993:i:4:p:384-85)
  by Granger, Clive W J
• Estimation of Common Long-Memory Components in Cointegrated Systems (repec:bes:jnlbes:v:13:y:1995:i:1:p:27-35)
  by Gonzalo, Jesus & Granger, Clive W J
• Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? (repec:bes:jnlbes:v:14:y:1996:i:3:p:374-86)
  by Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L
• Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply (repec:bes:jnlbes:v:14:y:1996:i:3:p:396-97)
  by Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L
• Real and Spurious Long-Memory Properties of Stock-Market Data: Comment (repec:bes:jnlbes:v:16:y:1998:i:3:p:268-69)
  by Granger, Clive W J
• Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (repec:bes:jnlbes:v:16:y:1998:i:3:p:304-11)
  by Enders, Walter & Granger, Clive W J
• Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment (repec:bes:jnlbes:v:2:y:1984:i:4:p:335-36)
  by Granger, Clive W J
• Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment (repec:bes:jnlbes:v:4:y:1986:i:1:p:16-17)
  by Granger, C W J
• The Evolution of the Phillips Curve: A Modern Time Series Viewpoint (repec:bla:econom:v:78:y:2011:i:309:p:51-66)
  by Clive W. J. Granger & Yongil Jeon
• Unknown
• 2 Some Comments on Econometric Methodology (repec:bla:ecorec:v:64:y:1988:i:4:p:327-330)
  by Clive W.J. Granger
• Unknown
• Strategies for Modelling Nonlinear Time‐Series Relationships (repec:bla:ecorec:v:69:y:1993:i:3:p:233-238)
  by Clive W. J. Granger
• A Fresh Look at Wheat Prices and Markets in the Eighteenth Century (repec:bla:ehsrev:v:20:y:1967:i:2:p:257-265)
  by C. W. J. Granger & C. M. Elliott
• The Gold Sovereign Market in Greece-An Unusual Speculative Market (repec:bla:jfinan:v:27:y:1972:i:5:p:1127-35)
  by Niarchos, N A & Granger, C W J
• Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts (repec:bla:jfinan:v:30:y:1975:i:1:p:135-45)
  by Granger, Clive W J
• On the Price Consciousness of Consumers (repec:bla:jorssc:v:10:y:1961:i:3:p:170-188)
  by Andre Gabor & C. W. J. Granger
• An Introduction To Long‐Memory Time Series Models And Fractional Differencing (repec:bla:jtsera:v:1:y:1980:i:1:p:15-29)
  by C. W. J. Granger & Roselyne Joyeux
• Nonlinear Transformations Of Integrated Time Series (repec:bla:jtsera:v:12:y:1991:i:3:p:207-224)
  by C. W. J. Granger & Jeff Hallman
• Power Of The Neural Network Linearity Test (repec:bla:jtsera:v:14:y:1993:i:2:p:209-220)
  by Timo Teräsvirta & Chien‐Fu Lin & Clive W. J. Granger
• Using The Mutual Information Coefficient To Identify Lags In Nonlinear Models (repec:bla:jtsera:v:15:y:1994:i:4:p:371-384)
  by Clive Granger & Jin‐Lung Lin
• A Dependence Metric for Possibly Nonlinear Processes (repec:bla:jtsera:v:25:y:2004:i:5:p:649-669)
  by C. W. Granger & E. Maasoumi & J. Racine
• Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (repec:bla:jtsera:v:27:y:2006:i:3:p:347-365)
  by Clive W. J. Granger & Yongil Jeon
• Acronyms In Time Series Analysis (Atsa) (repec:bla:jtsera:v:3:y:1982:i:2:p:103-107)
  by C. W. J. Granger
• Models That Generate Trends (repec:bla:jtsera:v:9:y:1988:i:4:p:329-343)
  by C. W. J. Granger
• Developments in the Study of Cointegrated Economic Variables (repec:bla:obuest:v:48:y:1986:i:3:p:213-28)
  by Granger, Clive W J
• Long Memory Series with Attractors (repec:bla:obuest:v:53:y:1991:i:1:p:11-26)
  by Granger, Clive W J & Hallman, Jeffrey J
• Future Developments in the Study of Cointegrated Variables (repec:bla:obuest:v:58:y:1996:i:3:p:537-53)
  by Granger, C W J & Swanson, Norman
• Separation in Cointegrated Systems and Persistent-Transitory Decompositions (repec:bla:obuest:v:59:y:1997:i:4:p:449-63)
  by Granger, Clive W J & Haldrup, Niels
• Time Series Concepts for Conditional Distributions (repec:bla:obuest:v:65:y:2003:i:s1:p:689-701)
  by Clive W. J. Granger
• Preface: Some Thoughts on the Future of Forecasting (repec:bla:obuest:v:67:y:2005:i:s1:p:707-711)
  by Clive W. J. Granger
• Unknown
• Extracting information from mega‐panels and high‐frequency data (repec:bla:stanee:v:52:y:1998:i:3:p:258-272)
  by C. W. J. Granger
• Aggregation of Space-Time Processes (repec:boc:bocoec:582)
  by Raffaella Giacomini & Clive W.J. Granger
• Consideration of Trends in Time Series (repec:bpj:jtsmet:v:3:y:2011:i:1:n:2)
  by White Halbert & Granger Clive W.J.
• Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? (repec:bpj:sndecm:v:12:y:2008:i:3:n:1)
  by Granger Clive W.J.
• A Decision_Theoretic Approach to Forecast Evaluation (repec:cam:camdae:9618)
  by Granger, C.W.J. & Pesaran, H.
• Economic and Statistical Measures of Forecast Accuracy (repec:cam:camdae:9910)
  by Granger, C.W.J. & Pesaran, M. H.
• Properties of Nonlinear Transformations of Fractionally Integrated Processes (repec:cdl:ucsdec:qt0kk9x0mc)
  by Dittmann, Ingolf & Granger, Clive W.J.
• Structurally-Induced Volatility Clustering (repec:cdl:ucsdec:qt13k994d2)
  by Machina, Mark J & Granger, Clive W.J.
• Extracting Information from Mega-Panels and High-Frequency Data (repec:cdl:ucsdec:qt17t2d9n6)
  by Granger, Clive W.J.
• The Impact of the Use of Forecasts in Information Sets (repec:cdl:ucsdec:qt1w33d4b2)
  by Gallo, Giampiero M. & Granger, Clive W.J. & Jeon, Yongil
• Time Series Analysis, Cointegration, and Applications (repec:cdl:ucsdec:qt2nb9f668)
  by Granger, Clive W.J.
• Common Factors in Conditional Distributions (repec:cdl:ucsdec:qt3bd1n1x5)
  by Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J
• Fisheries Management Under Cyclical Population Dynamics (repec:cdl:ucsdec:qt4586c8tk)
  by Carson, Richard & GRANGER, CLIVE W & Jackson, Jeremy & Schlenker, Wolfram
• Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk (repec:cdl:ucsdec:qt48r4781r)
  by Granger, Clive W.J. & Sin, Chor-yiu
• Occasional Structural Breaks and Long Memory (repec:cdl:ucsdec:qt4d60t4jh)
  by Granger, Clive W.J. & Hyung, Namwon
• Self-Generating Variables in a Cointegrated VAR Framework (repec:cdl:ucsdec:qt6010k0xn)
  by Granger, Clive W.J. & YOON, GAWON
• Aggregationn of Space-Time Processes (repec:cdl:ucsdec:qt77f76455)
  by Giacomini, Raffaella & Granger, Clive W.J.
• Spurious Regressions with Stationary Series (repec:cdl:ucsdec:qt7r3353t8)
  by Granger, Clive W.J. & Hyung, Namwon & Jeon, Yongil
• A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu (repec:cdl:ucsdec:qt9bk607p6)
  by Granger, Clive W.J. & Huang, Bwo-Nung & Yang, Chin W.
• Introduction to M-M Processes (repec:cdl:ucsdec:qt9pk546xs)
  by Granger, Clive W.J. & Hyung, Namwon
• Hidden Cointegration (repec:cdl:ucsdec:qt9qn5f61j)
  by Granger, Clive W.J. & YOON, GAWON
• Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? (repec:cir:cirwor:95s-19)
  by Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos
• Seasonal Adjustment and Volatility Dynamics (repec:cir:cirwor:97s-39)
  by Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos
• Efficient Market Hypothesis and Forecasting (repec:cpr:ceprdp:3593)
  by Timmermann, Allan & Granger, Clive
• What are we learning about the long-run? (repec:cte:werepe:2886)
  by Granger, C.W.J. (Clive William John)
• Investigating the relationship between gold and silver prices (repec:cte:wsrepe:4517)
  by Escribano, Álvaro & Granger, C.W.J. (Clive William John)
• The correlogram of a long memory process plus a simple noise (repec:cte:wsrepe:9820)
  by Granger, C.W.J. (Clive William John) & Mármol, Francesc
• On Model Approximation for Long-Memory Processes: A Cautionary Result (repec:cuf:journl:y:2001:v:2:i:1:p:97-100)
  by Clive W. J. Granger
• Occasional Structural Breaks and Long Memory (repec:cuf:journl:y:2013:v:14:i:3:granger:hyung)
  by Clive W.J. Granger & Namwon Hyung
• Unknown
• Empirical Modeling in Economics (repec:cup:cbooks:9780521662086)
  by Granger,Clive W. J.
• Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521772976)
  by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.)
• Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521774963)
  by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.)
• Empirical Modeling in Economics (repec:cup:cbooks:9780521778251)
  by Granger,Clive W. J.
• Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521792073)
  by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.)
• Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521796491)
  by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.)
• The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon (repec:cup:cbooks:9780521811972)
  by Andersen,Lykke E. & Granger,Clive W. J. & Reis,Eustaquio J. & Weinhold,Diana & Wunder,Sven
• A Dialogue Concerning A New Instrument For Econometric Modeling (repec:cup:etheor:v:21:y:2005:i:01:p:278-297_05)
  by Granger, Clive W.J. & Hendry, David F.
• The Research Interests Of Paul Newbold (repec:cup:etheor:v:25:y:2009:i:06:p:1460-1465_99)
  by Granger, Clive W.J. & Leybourne, Stephen J.
• Predictive Consequences of Using Conditioning or Causal Variables (repec:cup:etheor:v:3:y:1987:i:01:p:150-152_00)
  by Granger, C.W.J. & Thomson, P. J.
• Implications of Aggregation with Common Factors (repec:cup:etheor:v:3:y:1987:i:02:p:208-222_01)
  by Granger, C. W. J.
• 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 (repec:cup:jhisec:v:21:y:1999:i:02:p:200-203_00)
  by Granger, Clive W. J.
• Regime-Sensitive Cointegration With An Application To Interest-Rate Parity (repec:cup:macdyn:v:1:y:1997:i:03:p:640-657_00)
  by Siklos, Pierre L. & Granger, Clive W.J.
• Overview Of Nonlinear Macroeconometric Empirical Models (repec:cup:macdyn:v:5:y:2001:i:04:p:466-481_02)
  by Granger, Clive W.J.
• Forecasting Business Cycles Using Deviations From Long-Run Economic Relationships (repec:cup:macdyn:v:7:y:2003:i:05:p:734-758_02)
  by Granger, Clive W.J. & Yau, Ruey & Francis, Neville
• Hidden Cointegration (repec:ecj:ac2002:92)
  by Granger, Clive W.J. & Gawon Yoon
• What Are We Learning about the Long-Run? (repec:ecj:econjl:v:103:y:1993:i:417:p:307-17)
  by Granger, Clive W J
• On Modelling the Long Run in Applied Economics (repec:ecj:econjl:v:107:y:1997:i:440:p:169-77)
  by Granger, Clive W J
• Causality: Some New Thoughts on an Old Topic (repec:ecm:ausm04:351)
  by Clive Granger
• Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (repec:ecm:emetrp:v:37:y:1969:i:3:p:424-38)
  by Granger, C W J
• Nearer-Normality and Some Econometric Models (repec:ecm:emetrp:v:47:y:1979:i:3:p:781-84)
  by Granger, C W J
• Advertising and Aggregate Consumption: An Analysis of Causality (repec:ecm:emetrp:v:48:y:1980:i:5:p:1149-67)
  by Ashley, R & Granger, C W J & Schmalensee, R
• Co-integration and Error Correction: Representation, Estimation, and Testing (repec:ecm:emetrp:v:55:y:1987:i:2:p:251-76)
  by Engle, Robert F & Granger, Clive W J
• Modelling Nonlinear Relationships between Extended-Memory Variables (repec:ecm:emetrp:v:63:y:1995:i:2:p:265-79)
  by Granger, Clive W J
• A Dependence Metric for Nonlinear Time Series (repec:ecm:wc2000:0421)
  by C. W. Granger & Esfandiar Maasoumi
• Data mining with local model specification uncertainty: a discussion of Hoover and Perez (repec:ect:emjrnl:v:2:y:1999:i:2:p:220-225)
  by Clive Granger & Allan Timmermann
• Causality, cointegration, and control (repec:eee:dyncon:v:12:y:1988:i:2-3:p:551-559)
  by Granger, C. W. J.
• Testing for causality : A personal viewpoint (repec:eee:dyncon:v:2:y:1980:i:1:p:329-352)
  by Granger, C. W. J.
• Combining competing forecasts of inflation using a bivariate arch model (repec:eee:dyncon:v:8:y:1984:i:2:p:151-165)
  by Engle, Robert F. & Granger, C. W. J. & Kraft, Dennis
• Thick modeling (repec:eee:ecmode:v:21:y:2004:i:2:p:323-343)
  by Granger, Clive W. J. & Jeon, Yongil
• Evaluation of global models (repec:eee:ecmode:v:24:y:2007:i:6:p:980-989)
  by Granger, Clive W.J. & Jeon, Yongil
• Time series and spectral methods in econometrics (repec:eee:ecochp:2-17)
  by Granger, C.W.J. & Watson, Mark W.
• Aspects of modelling nonlinear time series (repec:eee:ecochp:4-48)
  by Terasvirta, Timo & Tjostheim, Dag & W.J. Granger, Clive
• Handbook of Economic Forecasting, Elsevier (repec:eee:ecofch)
  edited by
• Forecasting and Decision Theory (repec:eee:ecofch:1-02)
  by Granger, Clive W.J. & Machina, Mark J.
• Handbook of Economic Forecasting, Elsevier (repec:eee:ecofor)
  edited by
• Handbook of Economic Forecasting (repec:eee:ecofor:1)
  by G. Elliott & C. Granger & A. Timmermann (ed.)
• Handbook of Economic Forecasting (repec:eee:ecofor:2)
  by G. Elliott & C. Granger & A. Timmermann (ed.)
• A simple nonlinear time series model with misleading linear properties (repec:eee:ecolet:v:62:y:1999:i:2:p:161-165)
  by Granger, Clive W. J. & Terasvirta, Timo
• Experience with using the Box-Cox transformation when forecasting economic time series (repec:eee:econom:v:10:y:1979:i:1:p:57-69)
  by Nelson, Harold Jr. & Granger, C. W. J.
• Macroeconometrics - Past and future (repec:eee:econom:v:100:y:2001:i:1:p:17-19)
  by Granger, Clive W. J.
• Properties of nonlinear transformations of fractionally integrated processes (repec:eee:econom:v:110:y:2002:i:2:p:113-133)
  by Dittmann, Ingolf & Granger, Clive W. J.
• Some aspects of causal relationships (repec:eee:econom:v:112:y:2003:i:1:p:69-71)
  by Granger, Clive W. J.
• Aggregation of space-time processes (repec:eee:econom:v:118:y:2004:i:1-2:p:7-26)
  by Giacomini, Raffaella & Granger, Clive W. J.
• The past and future of empirical finance: some personal comments (repec:eee:econom:v:129:y:2005:i:1-2:p:35-40)
  by Granger, Clive W.J.
• Introduction to m-m processes (repec:eee:econom:v:130:y:2006:i:1:p:143-164)
  by Granger, Clive W.J. & Hyung, Namwon
• Common factors in conditional distributions for bivariate time series (repec:eee:econom:v:132:y:2006:i:1:p:43-57)
  by Granger, Clive W.J. & Terasvirta, Timo & Patton, Andrew J.
• Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 (repec:eee:econom:v:135:y:2006:i:1-2:p:11-13)
  by Granger, Clive W.J.
• Structural attribution of observed volatility clustering (repec:eee:econom:v:135:y:2006:i:1-2:p:15-29)
  by Granger, Clive W.J. & Machina, Mark J.
• Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam (repec:eee:econom:v:138:y:2007:i:1:p:3-13)
  by Granger, Clive W.J.
• Long memory relationships and the aggregation of dynamic models (repec:eee:econom:v:14:y:1980:i:2:p:227-238)
  by Granger, C. W. J.
• Some thoughts on the development of cointegration (repec:eee:econom:v:158:y:2010:i:1:p:3-6)
  by Granger, Clive W.J.
• Some properties of time series data and their use in econometric model specification (repec:eee:econom:v:16:y:1981:i:1:p:121-130)
  by Granger, C. W. J.
• Useful conclusions from surprising results (repec:eee:econom:v:169:y:2012:i:2:p:142-146)
  by Granger, Clive W.J.
• Spurious regressions in econometrics (repec:eee:econom:v:2:y:1974:i:2:p:111-120)
  by Granger, C. W. J. & Newbold, P.
• Some recent development in a concept of causality (repec:eee:econom:v:39:y:1988:i:1-2:p:199-211)
  by Granger, C. W. J.
• The use of R2 to determine the appropriate transformation of regression variables (repec:eee:econom:v:4:y:1976:i:3:p:205-210)
  by Granger, C. W. J. & Newbold, P.
• Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting (repec:eee:econom:v:40:y:1989:i:1:p:45-62)
  by Engle, R. F. & Granger, C. W. J. & Hallman, J. J.
• Interval forecasting : An analysis based upon ARCH-quantile estimators (repec:eee:econom:v:40:y:1989:i:1:p:87-96)
  by Granger, C. W. J. & White, Halbert & Kamstra, Mark
• Reasonable extreme-bounds analysis (repec:eee:econom:v:44:y:1990:i:1-2:p:159-170)
  by Granger, Clive W. J. & Uhlig, Harald F.
• Seasonal integration and cointegration (repec:eee:econom:v:44:y:1990:i:1-2:p:215-238)
  by Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S.
• Fellow's opinion: Evaluating economic theory (repec:eee:econom:v:51:y:1992:i:1-2:p:3-5)
  by Granger, Clive W. J.
• The Japanese consumption function (repec:eee:econom:v:55:y:1993:i:1-2:p:275-298)
  by Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S.
• Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests (repec:eee:econom:v:56:y:1993:i:3:p:269-290)
  by Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J.
• Some generalizations on the algebra of I(1) processes (repec:eee:econom:v:58:y:1993:i:3:p:369-384)
  by Ermini, Luigi & Granger, Clive W. J.
• Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence (repec:eee:econom:v:66:y:1995:i:1-2:p:357-369)
  by Granger, C. W. J. & Siklos, Pierre L.
• Comments on testing economic theories and the use of model selection criteria (repec:eee:econom:v:67:y:1995:i:1:p:173-187)
  by Granger, Clive W. J. & King, Maxwell L. & White, Halbert
• Modeling volatility persistence of speculative returns: A new approach (repec:eee:econom:v:73:y:1996:i:1:p:185-215)
  by Ding, Zhuanxin & Granger, Clive W. J.
• Varieties of long memory models (repec:eee:econom:v:73:y:1996:i:1:p:61-77)
  by Granger, Clive W. J. & Ding, Zhuanxin
• An introduction to stochastic unit-root processes (repec:eee:econom:v:80:y:1997:i:1:p:35-62)
  by Granger, Clive W. J. & Swanson, Norman R.
• Nonlinear stochastic trends (repec:eee:econom:v:81:y:1997:i:1:p:65-92)
  by Granger, Clive W. J. & Inoue, Tomoo & Morin, Norman
• Residential load curves and time-of-day pricing : An econometric analysis (repec:eee:econom:v:9:y:1979:i:1-2:p:13-32)
  by Granger, Clive W. J. & Engle, Robert & Ramanathan, Ramu & Andersen, Allan
• A long memory property of stock market returns and a new model (repec:eee:empfin:v:1:y:1993:i:1:p:83-106)
  by Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F.
• Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (repec:eee:empfin:v:11:y:2004:i:3:p:399-421)
  by Granger, Clive W. J. & Hyung, Namwon
• Trends in unit energy consumption: The performance of end-use models (repec:eee:energy:v:14:y:1989:i:12:p:943-960)
  by Granger, Clive W.J. & Chung-Ming, Kuan & Matthew, Mattson & White, Halbert
• The billing cycle and weather variables in models of electricity sales (repec:eee:energy:v:9:y:1984:i:11:p:1041-1047)
  by Train, Kenneth & Ignelzi, Patrice & Engle, Robert & Granger, Clive & Ramanathan, Ramu
• The combination of forecasts using changing weights (repec:eee:intfor:v:10:y:1994:i:1:p:47-57)
  by Deutsch, Melinda & Granger, Clive W. J. & Terasvirta, Timo
• Shorte-run forecasts of electricity loads and peaks (repec:eee:intfor:v:13:y:1997:i:2:p:161-174)
  by Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey
• A time-distance criterion for evaluating forecasting models (repec:eee:intfor:v:19:y:2003:i:2:p:199-215)
  by Granger, Clive W. J. & Jeon, Yongil
• Comparing forecasts of inflation using time distance (repec:eee:intfor:v:19:y:2003:i:3:p:339-349)
  by Granger, Clive W. J. & Jeon, Yongil
• Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] (repec:eee:intfor:v:19:y:2003:i:4:p:767-767)
  by Granger, Clive W. J. & Jeon, Yongil
• Efficient market hypothesis and forecasting (repec:eee:intfor:v:20:y:2004:i:1:p:15-27)
  by Timmermann, Allan & Granger, Clive W. J.
• Long-term forecasting and evaluation (repec:eee:intfor:v:23:y:2007:i:4:p:539-551)
  by Granger, Clive W.J. & Jeon, Yongil
• Comments on "Forecasting economic and financial variables with global VARs" (repec:eee:intfor:v:25:y:2009:i:4:p:687-688)
  by Granger, Clive W.J.
• Forecasting stock market prices: Lessons for forecasters (repec:eee:intfor:v:8:y:1992:i:1:p:3-13)
  by Granger, Clive W. J.
• Time series analysis of residuals from the St. Louis model (repec:eee:jmacro:v:1:y:1979:i:4:p:373-394)
  by Ashley, Richard A. & Granger, Clive W. J.
• Comments on the evaluation of policy models (repec:eee:jpolmo:v:14:y:1992:i:4:p:497-516)
  by Granger, Clive W. J. & Deutsch, Melinda
• Forecasting in Business and Economics (repec:eee:monogr:9780122951800)
  by Granger, C. W. J.
• Forecasting Economic Time Series (repec:eee:monogr:9780122951831)
  by Shell, Karl (ed.) Granger, C. W. J. & Newbold, Paul
• On the properties of forecasts used in optimal economic policy decisions (repec:eee:pubeco:v:2:y:1973:i:4:p:347-356)
  by Granger, C. W. J.
• A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu (repec:eee:quaeco:v:40:y:2000:i:3:p:337-354)
  by Granger, Clive W. J. & Huangb, Bwo-Nung & Yang, Chin-Wei
• Implications of seeing economic variables through an aggregation window (repec:eee:riceco:v:47:y:1993:i:3:p:269-279)
  by Granger, C. W. J.
• Comparing the methodologies used by statisticians and economists for research and modeling5 (repec:eee:soceco:v:30:y:2001:i:1:p:7-14)
  by Granger, Clive W. J.
• Evaluating significance: comments on "size matters" (repec:eee:soceco:v:33:y:2004:i:5:p:547-550)
  by Elliott, Graham & Granger, Clive W.J.
• On the invertibility of time series models (repec:eee:spapps:v:8:y:1978:i:1:p:87-92)
  by Granger, C. W. J. & Andersen, Allan
• Common factors in conditional distributions for Bivariate time series (repec:ehl:lserod:24854)
  by Granger, Clive W. J. & Terasvirta, Timo & Patton, Andrew J.
• Personal Comments on Yoon's Discussion of My 1957 Paper (repec:eme:aecozz:s0731-9053(05)20032-4)
  by Clive W.J. Granger
• Chapter 9 A Source of Long Memory in Volatility (repec:eme:fegzzz:s1574-8715(07)00209-6)
  by Namwon Hyung & Ser-Huang Poon & Clive W.J. Granger
• Exchange rates and fundamentals - comments (repec:fip:fedfpr:y:2003:i:mar:x:7)
  by Clive W. J. Granger
• The algebra of I (1) (repec:fip:fedgfe:45)
  by Clive W. J. Granger & Jeffrey J. Hallman
• Comments on the evaluation of policy models (repec:fip:fedgif:413)
  by Melinda Deutsch & Clive W. J. Granger
• Aggregation of time series variables-a survey (repec:fip:fedmem:1)
  by Clive W. J. Granger
• Reasonable extreme bounds analysis (repec:fip:fedmem:2)
  by Clive W. J. Granger & Harald Uhlig
• Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets (repec:fir:econom:wp2001_01)
  by Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon
• Common factors in conditional distributions for Bivariate time series (repec:fmg:fmgdps:dp455)
  by Timo Terasvirta & Clive W.J Granger & Andrew Patton
• Treasury Bi;; Yield Curves And Cointegration (repec:fth:aunaec:215)
  by Anderson, H.M. & Granger, C.W.G. & Hall, A.D.
• Estimation of Common Long-Memory Components in Cointegrated Systems (repec:fth:bostec:4)
  by Gonzalo, J. & Granger, C.
• Seasonal Integration And Cointegration (repec:fth:pensta:0-88-2)
  by Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S.
• Further Developments in the Study of Cointegrated Variables (repec:fth:pensta:4-95-13)
  by Granger, C.W.J. & Swanson, N.
• An introduction to stochastic Unit Root Processes (repec:fth:pensta:4-96-3)
  by Granger, E.J. & Swanson, N.R.
• Seasonal, Integration And Cointegration (repec:fth:pensta:6-88-2)
  by Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S.
• Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions (repec:fth:pensta:9-94-1)
  by Swanson, N.R. & Granger, C.W.J.
• Some Generalizations on the Algebra of I(1) Processes (repec:hai:wpaper:199113)
  by Luigi Ermini & Clive W.J. Granger
• A simple nonlinear time series model with misleading linear properties (repec:hhs:hastef:0237)
  by Granger, Clive W.J. & Teräsvirta, Timo
• Common factors in conditional distributions (repec:hhs:hastef:0515)
  by Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J.
• Interactions between large macro models and time series analysis (repec:ijf:ijfiec:v:8:y:2003:i:1:p:1-10)
  by Clive W.J. Granger & Yongil Jeon
• Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (repec:isu:genres:1388)
  by Enders, Walter & Granger, C. W. J.
• Can We Improve the Perceived Quality of Economic Forecasts? (repec:jae:japmet:v:11:y:1996:i:5:p:455-73)
  by Granger, Clive W J
• Some comments on risk (repec:jae:japmet:v:17:y:2002:i:5:p:447-456)
  by Clive W. J. Granger
• Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models (repec:jae:japmet:v:4:y:1989:i:s:p:s145-59)
  by Granger, C W J & Lee, T H
• Using the Correlation Exponent to Decide whether an Economic Series is Chaotic (repec:jae:japmet:v:7:y:1992:i:s:p:s25-39)
  by Liu, T & Granger, C W J & Heller, W P
• Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999) (repec:jof:jforec:v:27:y:2008:i:2:p:95-108)
  by Namwon Hyung & Clive W.J. Granger
• Fisheries Management Under Cyclical Population Dynamics (repec:kap:enreec:v:42:y:2009:i:3:p:379-410)
  by Richard Carson & Clive Granger & Jeremy Jackson & Wolfram Schlenker
• Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process (repec:mtl:montde:9517)
  by Ghysels, E. & Granger, C.W.J. & Siklos, P.L.
• Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process (repec:mtl:montec:9517)
  by Ghysels, E. & Granger, C.W.J. & Siklos, P.L.
• Some Comments on the Role of Time-Series Analysis in Econometrics (repec:nbr:nberch:11709)
  by C. W. J. Granger
• Seasonality: Causation, Interpretation, and Implications (repec:nbr:nberch:4321)
  by Clive W. J. Granger
• Modeling Nonlinearity over the Business Cycle (repec:nbr:nberch:7196)
  by Clive W. Granger & Timo Terasvirta & Heather M. Anderson
• Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity (repec:nbr:nberwo:4275)
  by Toru Konishi & Valerie A. Ramey & Clive W.J. Granger
• Modeling, Evaluation, and Methodology in the New Century (repec:oup:ecinqu:v:43:y:2005:i:1:p:1-12)
  by Clive W. J. Granger
• Curriculum Vitae (repec:oup:jfinec:v:8:y:2010:i:2:p:244-264)
  by Clive W.J. Granger
• Spectral Analysis of the Term Structure of Interest Rates (repec:oup:restud:v:35:y:1968:i:1:p:67-76.)
  by C. W. J. Granger & H. J. B. Rees
• Long-Run Economic Relationships: Readings in Cointegration (repec:oxp:obooks:9780198283393)
  by Engle, R. F. & Granger, C. W. J. (ed.)
• Modelling Economic Series: Readings in Econometric Methodology (repec:oxp:obooks:9780198287360)
  by Granger, C. W. J. (ed.)
• Modelling Non-Linear Economic Relationships (repec:oxp:obooks:9780198773207)
  by Granger, Clive W. J. & Terasvirta, Timo
• Modelling Nonlinear Economic Time Series (repec:oxp:obooks:9780199587155)
  by Terasvirta, Timo & Tjostheim, Dag & Granger, Clive W. J.
• Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets (repec:pal:imfstp:v:49:y:2002:i:1:p:2)
  by Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon
• Management of supply chain: an alternative modelling technique for forecasting (repec:pal:jorsoc:v:58:y:2007:i:11:d:10.1057_palgrave.jors.2602419)
  by S Datta & C W J Granger & M Barari & T Gibbs
• Women’s Jobs and Marriage: Baby-Boom versus Baby-Bust (Travail des Femmes et Mariage: du baby-boom au baby-bust) (repec:pra:mprapa:81359)
  by Grossbard-Shechtman, Shoshana & Granger, Clive
• Co-integration and error correction: Representation, estimation, and testing (repec:ris:apltrx:0274)
  by Robert Engle & Clive Granger
• Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III (repec:ris:nobelp:2003_005)
  by Robert F. Engle III & Clive W. J. Granger
• Autobiography (repec:ris:nobelp:2003_006)
  by Clive W. J. Granger
• Time Series Analysis, Cointegration, and Applications (repec:ris:nobelp:2003_007)
  by Clive W. J. Granger
• Introducing Non-Linearity Into Cointegration (repec:sbe:breart:v:16:y:1996:i:2:a:2874)
  by Granger, Clive W. J.
• A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon (repec:sbe:breart:v:17:y:1997:i:1:a:2868)
  by Andersen, Lykke E. & Granger, Clive W.J. & Reis, Eustáquio J.
• Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development (repec:spr:envpol:v:8:y:2007:i:3:d:10.1007_bf03353957)
  by Lykke E. Andersen & Clive W. J. Granger
• Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development (repec:spr:envpol:v:8:y:2007:i:3:p:201-210)
  by Lykke Andersen & Clive Granger
• Tendency towards normality of linear combinations of random variables (repec:spr:metrik:v:23:y:1976:i:1:p:237-248)
  by C. Granger
• Outline of forecast theory using generalized cost functions (repec:spr:specre:v:1:y:1999:i:2:p:161-173)
  by Clive W.J. Granger
• Conjugate Processes (repec:spr:sprchp:978-1-4612-2414-3_24)
  by Clive W. J. Granger & Lin Jin-Lung
• The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution (repec:taf:apfiec:v:11:y:2001:i:5:p:469-474)
  by Clive Granger & Yongil Jeon
• The Applied Economics journals: a personal reflection (repec:taf:apfiec:v:21:y:2011:i:1-2:p:3-5)
  by Clive Granger
• Model evaluation based on residual analysis of two similar models (repec:taf:applec:v:32:y:2000:i:7:p:861-867)
  by Clive Granger & Yongil Jeon
• Spurious regressions with stationary series (repec:taf:applec:v:33:y:2001:i:7:p:899-904)
  by Clive Granger & Namwon Hyung & Yongil Jeon
• The effect of aggregation on nonlinearity (repec:taf:emetrv:v:18:y:1999:i:3:p:259-269)
  by Clive Granger & Tae-Hwy Lee
• Forecasting Performance of Information Criteria with Many Macro Series (repec:taf:japsta:v:31:y:2004:i:10:p:1227-1240)
  by Clive Granger & Yongil Jeon
• Large returns, conditional correlation and portfolio diversification: a value-at-risk approach (repec:taf:quantf:v:1:y:2001:i:5:p:542-551)
  by P. Silvapulle & C. W. J. Granger
• Practical Issues in Forecasting Volatility (repec:taf:ufajxx:v:61:y:2005:i:1:p:45-56)
  by Ser-Huang Poon & Clive Granger
• The Present and Future of Empirical Finance (repec:taf:ufajxx:v:61:y:2005:i:4:p:15-18)
  by Clive W.J. Granger
• A Cointegration Analysis of Treasury Bill Yields (repec:tpr:restat:v:74:y:1992:i:1:p:116-26)
  by Hall, Anthony D & Anderson, Heather M & Granger, Clive W J
• Nonstationarities in Stock Returns (repec:tpr:restat:v:87:y:2005:i:3:p:503-522)
  by Cătălin Stărică & Clive Granger
• Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence (repec:wlu:wpaper:93001)
  by Granger, C.W.J. & Siklos, P.L.
• Regime Sensitive Cointegration with an Application to Interest rate Parity (repec:wlu:wpaper:97-5)
  by Siklos, P.L. & Granger, C.W.J.
• 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 (repec:wly:navlog:v:11:y:1964:i:2:p:229-230)
  by C. W. J. Granger
• 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 (repec:wly:navlog:v:11:y:1964:i:2:p:231-231)
  by C. W. J. Granger
• 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 (repec:wly:navlog:v:9:y:1962:i:2:p:159-160)
  by C. W. J. Granger
• Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 (repec:wly:navlog:v:9:y:1962:i:2:p:161-162)
  by C. W. J. Granger
• Non-stationarities in stock returns (repec:wpa:wuwpem:0411016)
  by Catalin Starica & Clive Granger
• The impact of the use of forecasts in information sets (repec:zbw:dbrrns:997)
  by Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil
• Properties of nonlinear transformations of fractionally integrated processes (repec:zbw:sfb475:200025)
  by Dittmann, Ingolf & Granger, Clive W. J.