Clive W. J. Granger

Names

first:	Clive
middle:	W. J.
last:	Granger

Identifer

RePEc Short-ID:

pgr55

Contact

homepage:

http://en.wikipedia.org/wiki/Clive_Granger

Research profile

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
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
2 Some Comments on Econometric Methodology (RePEc:bla:ecorec:v:64:y:1988:i:4:p:327-330)
by Clive W.J. Granger
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
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
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
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
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) & Marmol, 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
On Model Approximation for Long-Memory Processes: A Cautionary Result (RePEc:cuf:wpaper:45)
by Clive W. J. Granger
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 None
Essays in Econometrics Real Author-Name:Granger,Clive W. J (RePEc:cup:cbooks:9780521774963)
by None
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 None
Essays in Econometrics Real Author-Name:Granger,Clive W. J (RePEc:cup:cbooks:9780521796491)
by None
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, 1662â€“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 (RePEc:eee:ecofch)
from Elsevier as editor
Forecasting and Decision Theory (RePEc:eee:ecofch:1-02)
by Granger, Clive W.J. & Machina, Mark J.
Handbook of Economic Forecasting (RePEc:eee:ecofor)
from Elsevier as editor
Handbook of Economic Forecasting (RePEc:eee:ecofor:1)
by None
Handbook of Economic Forecasting (RePEc:eee:ecofor:2)
by None
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
Macroeconometrics - Past and future (RePEc:eee:econom:v:100:y:2001:i:1:p:17-19)
by Granger, Clive W. J.
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.
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.
Useful conclusions from surprising results (RePEc:eee:econom:v:169:y:2012:i:2:p:142-146)
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.
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.
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.
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.
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
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
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.
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 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 None
Modelling Economic Series: Readings in Econometric Methodology (RePEc:oxp:obooks:9780198287360)
by None
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 Engle, Robert & Granger, Clive
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III (RePEc:ris:nobelp:2003_005)
by Engle III, Robert F. & Granger, Clive W. J.
Autobiography (RePEc:ris:nobelp:2003_006)
by Granger, Clive W. J.
Time Series Analysis, Cointegration, and Applications (RePEc:ris:nobelp:2003_007)
by Granger, Clive W. J.
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
Unknown item RePEc:taf:apfiec:v:11:y:2001:i:5:p:469-474 (article)
Unknown item RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:3-5 (article)
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
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 CÄƒtÄƒlin StÄƒricÄƒ & 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.

The profile is maintained by Clive W. J. Granger

Permanent link: http://authors.repec.org/pro/pgr55/