C. Granger

发表

Causality Testing in a Decision Science

C. Granger, 1988 .

Investigating causal relations by econometric models and cross-spectral methods

C. Granger, 1969 .

Co-integration and error correction: representation, estimation and testing

C. Granger, R. Engle, 1987 .

The Random Character of Stock Market Prices.

C. Granger, H. Markowitz, P. Cootner, 1965 .

The Combination of Forecasts

J. M. Bates, C. Granger, 1969 .

Forecasting and Decision Theory

C. Granger, M. Machina, 2006 .

Improved methods of combining forecasts

C. Granger, R. Ramanathan, 1984 .

Invited review combining forecasts—twenty years later

C. Granger, 1989 .

Some recent development in a concept of causality

C. Granger, 1988 .

Modelling Nonlinear Economic Relationships

C. Granger, T. Teräsvirta, 1995 .

The use of R2 to determine the appropriate transformation of regression variables

C. Granger, P. Newbold, 1976 .

AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

C. Granger, Roselyne Joyeux, 1980 .

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

C. Granger, 1969 .

A Statistical Model for Sunspot Activity.

C. Granger, 1957 .

Forecasting transformed series

C. Granger, P. Newbold, 1976 .

Seasonal integration and cointegration

Byung Sam Yoo, C. Granger, R. Engle, 1990 .

Testing for causality: a personal viewpoint

C. Granger, 1980 .

Spurious regressions in econometrics

C. Granger, P. Newbold, 1974 .

Spectral Analysis for Economic Time Series

C. Granger, M. Hatanaka, 1964 .

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

C. Granger, P. Newbold, 1974 .

Handbook of Economic Forecasting

C. Granger, A. Timmermann, G. Elliott, 2006 .

STATISTICS AND CAUSAL INFERENCE

C. Glymour, P. Holland, C. Granger, 1985 .

Aggregation of Space-Time Processes

C. Granger, R. Giacomini, 2001 .

Common Factors in Conditional Distributions for Bivariate Time Series

Andrew J. Patton, C. Granger, T. Teräsvirta, 2003 .

Long memory relationships and the aggregation of dynamic models

C. Granger, 1980 .

Tendency towards normality of linear combinations of random variables

C. Granger, 1976 .

USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS

C. Granger, Jin-Lung Lin, 1994 .

Some properties of time series data and their use in econometric model specification

C. Granger, 1981 .

On the invertibility of time series models

C. Granger, A. Andersen, 1978 .

Testing for causality: a personal viewpoint

C. Granger, 1980 .

Causality, cointegration, and control

C. Granger, 1988 .

A long memory property of stock market returns and a new model

C. Granger, R. Engle, Zhuanxin Ding, 1993 .

Ownership and acquisition of consumer durables: report on the Nottingham consumer durables project

C. Granger, A. Gabor, 1972 .

Interval forecasting. An analysis based upon ARCH-quantile estimators

C. Granger, H. White, M. Kamstra, 1989 .

Forecasting from non-linear models in practice

C. Granger, Jin-Lung Lin, 1994 .

Advanced Seminar on Spectral Analysis of Time Series.

C. Granger, B. Harris, Richard H. Jones, 1968 .

Forecasting Volatility in Financial Markets: A Review

C. Granger, S. Poon, 2003 .

Forecasting Economic Time Series.

C. Granger, P. Newbold, Jeffrey Pliskin, 1988 .

Semiparametric estimates of the relation between weather and electricity sales

Clive W. J. Granger, Robert F. Engle, John A. Rice, 1986 .

The Source of Long Memory in Financial Market Volatility

C. Granger, M. Wohar, S. Poon, 2007 .

Combining competing forecasts of inflation using a bivariate arch model

Clive W. J. Granger, Robert F. Engle, C. Granger, 1984 .

Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests

C. Granger, H. White, Tae-Hwy Lee, 1993 .

The effect of aggregation on nonlinearity

Clive W. J. Granger, Tae-Hwy Lee, C. Granger, 1999 .

Advertising and aggregate consumption: an analysis of causality

Richard Schmalensee, Clive W. J. Granger, Richard A. Ashley, 1980 .

Semiparametric estimates of the relation between weather and electricity sales

A. A. Weiss, C. Granger, R. Engle, 1986 .

The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: List of acronyms and abbreviations

Clive W. J. Granger, Sven Wunder, Lykke E. Andersen, 2002 .

Spectral analysis of New York stock market prices

Clive W. J. Granger, C. Granger, O. Morgenstern, 1963 .

Long-term forecasting and evaluation

Yongil Jeon, Clive W. J. Granger, C. Granger, 2007 .

Aggregation of time series variables-a survey

C. Granger, 1988 .

Statistics and Causal Inference: Comment

C. Granger, 1986 .

Spectral Analysis of Economic Time Series. (PSME-1)

C. Granger, M. Hatanaka, 1965 .

The typical spectral shape of an economic variable

C. Granger, 1966 .

Time Series Analysis, Cointegration, and Applications

C. Granger, 2003 .

Using the correlation exponent to decide whether an economic series is chaotic

C. Granger, W. Heller, Tung Liu, 1992 .

THE RANDOM-WALK HYPOTHESIS OF STOCK MARKET BEHAVIOR†

C. Granger, O. Morgenstern, M. D. Godfrey, 1964 .

Some Properties of Absolute Return, An Alternative Measure of Risk

C. Granger, Zhuanxin Ding, 1995 .

Varieties of long memory models

C. Granger, Zhuanxin Ding, 1996 .

Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns

C. Granger, Namwon Hyung, 2004 .

Properties of Nonlinear Transformations of Fractionally Integrated Processes

C. Granger, Ingolf Dittmann, 2000 .

The Pricing of New Products

C. Granger, A. Gabor, 1979 .

Some Aspects of the Random walk Model of Stock Market Prices

C. Granger, 1968 .

Modeling volatility persistence of speculative returns: A new approach

C. Granger, Zhuanxin Ding, 1996 .

Can we improve the perceived quality of economic forecasts

C. Granger, N. Swanson, M. Watson, 1996 .

Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?

C. Granger, 2008 .

Efficient Market Hypothesis and Forecasting

C. Granger, A. Timmermann, 2002 .

Economic and Statistical Measures of Forecast Accuracy

C. Granger, M. Pesaran, 1999 .

A long memory property of stock market returns and a new model

C. Granger, R. Engle, Zhuanxin Ding, 1993 .

Aggregation of space-time processes

Clive W. J. Granger, Raffaella Giacomini, C. Granger, 2004 .

POWER OF THE NEURAL NETWORK LINEARITY TEST

Timo Teräsvirta, Clive W. J. Granger, C. Granger, 1993 .

Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk

Clive W. J. Granger, Chor-Yiu Sin, C. Granger, 1999 .

The typical spectral shape of an economic variable

Clive W. J. Granger, C. Granger, 1966 .

Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions

Norman R. Swanson, Clive W. J. Granger, C. Granger, 1997 .

A Decision_Theoretic Approach to Forecast Evaluation

Clive W. J. Granger, C. Granger, M. Pesaran, 2000 .

Price as an Indicator of Quality: Report on an Enquiry

Clive W. J. Granger, C. Granger, A. Gabor, 1966 .

Price as an Indicator of Quality: Report on an Enquiry

Clive W. J. Granger, C. Granger, A. Gabor, 1966 .

Some comments on the evaluation of economic forecasts

Paul Newbold, Clive W. J. Granger, C. Granger, 1973 .

A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu

Clive W. J. Granger, Chin W. Yang, C. Granger, 1998 .

Long-Run Economic Relationships: Readings in Cointegration

Clive W. J. Granger, Robert F. Engle, C. Granger, 1991 .

Seasonal integration and cointegration

Clive W. J. Granger, Robert F. Engle, Svend Hylleberg, 2001 .

OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS

Clive W. J. Granger, C. Granger, 2001, Macroeconomic Dynamics.

Forecasting in Business and Economics.

Clive W. J. Granger, Dean W. Wichern, C. Granger, 1981 .

Forecasting Volatility in Financial Markets: A Review (Revised Edition)

Ser-Huang Poon, C. Granger, S. Poon, 2002 .

Forecasting Financial Market Volatility: A Review

Ser-Huang Poon, C. Granger, S. Poon, 2001 .

Seasonality: Causation, Interpretation, and Implications

Clive W. J. Granger, C. Granger, 1979 .

A Cointegration Analysis of Treasury Bill Yields

Clive W. J. Granger, Heather M. Anderson, Anthony Hall, 1992 .

A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon

Clive W. J. Granger, Lykke E. Andersen, C. Granger, 1997 .

Strategies for Modelling Nonlinear Time‐Series Relationships*

Clive W. J. Granger, C. Granger, 1993 .

An introduction to stochastic unit-root processes

Norman R. Swanson, Clive W. J. Granger, C. Granger, 1997 .

Spectral Analysis for Economic Time Series

Clive W. J. Granger, D. R. Brillinger, C. Granger, 1964 .

Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence

Clive W. J. Granger, Pierre L. Siklos, C. Granger, 1995 .

Pitfalls of Analysis

Clive W. J. Granger, C. Granger, 1981 .

Time series analysis of error-correction models

A. A. Weiss, C. Granger, 2001 .

Modeling, Evaluation, and Methodology in the New Century

C. Granger, 2005 .

Time Series Concepts for Conditional Distributions

Clive W. J. Granger, C. Granger, 2003 .

Further developments in the study of cointegrated variables

Norman R. Swanson, Clive W. J. Granger, C. Granger, 2010 .

Series ESD-WP-2006-11 ADVANCES IN SUPPLY CHAIN MANAGEMENT : POTENTIAL TO IMPROVE FORECASTING ACCURACY Shoumen

C. Granger, Palit Austin Datta, 2006 .

The time series approach to econometric model building

Paul Newbold, Clive W. J. Granger, Paul Newbold, 2001 .

Spurious regressions with stationary series

C. Granger, Namwon Hyung, Yongil Jeon, 1998 .

ACRONYMS IN TIME SERIES ANALYSIS (ATSA)

C. Granger, 1982 .

The algebra of I (1)

C. Granger, J. Hallman, 1988 .

Economic Processes Involving Feedback

C. W. J. Granger, C. Granger, C. W. J. Granger, 1963, Inf. Control..

Forecasting stock market prices: Lessons for forecasters

Clive W. J. Granger, C. Granger, 1992 .

Spectral Analysis for Economic Time Series

Clive W. J. Granger, J. D. Sargan, C. Granger, 1964 .

Granger causality From Scholarpedia

C. Granger, 2010 .

Using Time Distance to select forecasting models of in ation

C. Granger, Yongil Jeon, 1999 .

Comparing the methodologies used by statisticians and economists for research and modeling5

C. Granger, 2001 .

A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING

C. Granger, D. Hendry, 2005, Econometric Theory.

Forecasting white noise

Clive W. J. Granger, C. Granger, 2001 .

Time Series Analysis, Cointegration, and Applications (The Nobel Lecture)

Clive W. J. Granger, C. Granger, 2003 .

Institute for Advanced Development Studies

Clive W. J. Granger, Lykke E. Andersen, C. Granger, 2003 .

Nonlinear stochastic trends

Clive W. J. Granger, C. Granger, Norman J. Morin, 1997 .

Spectral Analysis of Short Series--A Simulation Study

Clive W. J. Granger, C. Granger, A. O. Hughes, 1968 .

Chapter 4. Spectral Analysis of Economic Data

Clive W. J. Granger, Michio Hatanaka, C. Granger, 1965 .

Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets

C. Granger, G. Gallo, Yongil Jeon, 1999 .

THE IMPACT OF THE USE OF FORECASTS IN INFORMATION SETS BY GIAMPIERO

C. Granger, G. Gallo, Yongil Jeon, 1999 .

The Present and Future of Empirical Finance

C. Granger, 2005 .

Aspects of Research Strategies for Time Series Analysis 1

C. Granger, 1999 .

Further developments in the study of cointegrated variables

Norman R. Swanson, C. Granger, N. Swanson, 2010 .

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment

C. Granger, 1986 .

Survey Data : Anticipations and Expectations

C. Granger, 1980 .

This PDF is a selection from an out-of-print volume from the National Bureau of Economic Research Volume Title: Seasonal Analysis of Economic Time Series

C. Granger, 1979 .

NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

C. Granger, J. Hallman, 1991 .

Robustifying the Classical Model of Risk Preferences and Beliefs

C. Granger, R. Carson, J. Jackson, 2006 .

Department of Economics Introduction to M-m Processes Introduction Too M-m Processes

C. Granger, Namwon Hyung, W. Granger, 1998 .

Comments on the evaluation of econometric models and of forecasts

C. Granger, G. Harcourt, 1999 .

THE IMPACT OF THE USE OF FORECASTS IN INFORMATION SETS BY DISCUSSION

C. Granger, G. Gallo, Yongil Jeon, 1999 .

Some properties of time series data and their use in econometric model specification

Clive W. J. Granger, C. Granger, 1981 .

Advances in Econometrics: Generating mechanisms, models, and causality

C. Granger, 1983 .

STRUCTURALLY- INDUCED VOLATILITY CLUSTERING BY CLIVE W. J. GRANGER and MARK J. MACHINA

C. Granger, M. Machina, 2002 .

On Model Approximation for Long-Memory Processes: A Cautionary Result

C. Granger, 2001 .

REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY

C. Granger, P. Siklos, 1997, Macroeconomic Dynamics.

Comments on the evaluation of policy models

C. Granger, M. Deutsch, 1991 .

Developments in the study of cointegrated economic variables

Clive W. J. Granger, C. Granger, 2001 .

On the limitations of comparing mean square forecast errors: Comment

Clive W. J. Granger, C. Granger, 1993 .

Modelling nonlinear economic time series

Timo Teräsvirta, Clive W. J. Granger, Dag Tjøstheim, 2010 .

Linking series generated at different frequencies

Clive W. J. Granger, Namwon Hyung, C. Granger, 2008 .

Some aspects of causal relationships

Clive W. J. Granger, C. Granger, 2003 .

Time Series Modelling and Interpretation

Clive W. J. Granger, M. J. Morris, M. J. Morris, 1976 .

Clive W.J. Granger - Nobel Lecture

C. Granger, 2004 .

Reasonable extreme bounds analysis

Harald Uhlig, Clive W. J. Granger, C. Granger, 1990 .

Using the correlation exponent to decide whether an economic series is chaotic

Clive W. J. Granger, C. Granger, W. Heller, 1992 .

Properties of Nonlinear Transformations of Fractionally Integrated Processes

Clive W. J. Granger, Ingolf Dittmann, C. Granger, 2000 .

Long memory series with attractors

Clive W. J. Granger, C. Granger, J. Hallman, 2001 .

Price Sensitivity of the Consumer

C. Granger, A. Gabor, 1979 .

Occasional Structural Breaks and Long Memory

Clive W. J. Granger, Namwon Hyung, C. Granger, 1999 .

Some comments on the evaluation of economic forecasts

C. Granger, P. Newbold, 1973 .

Nonstationarities in Stock Returns

C. Granger, Ctlin Stric, Clive Granger, 2005, Review of Economics and Statistics.

Non-stationarities in stock returns1

C. Granger, C. Stărică, 2004 .

The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: Introduction

C. Granger, S. Wunder, E. Reis, 2002 .

Short-run forecasts of electricity loads and peaks

R. Ramanathan, Clive W. J. Granger, Robert F. Engle, 1997 .

Forecasting transformed series

Clive W. J. Granger, P. Newbold, C. Granger, 1976 .

Hidden Cointegration

C. Granger, Clive W. J. Granger, Gawon Yoon, 2002 .

A time-distance criterion for evaluating forecasting models

Yongil Jeon, Clive W. J. Granger, C. Granger, 2003 .

Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests

Clive W. J. Granger, Tae-Hwy Lee, Halbert White, 1993 .

Time series analysis of error-correction models

A. A. Weiss, C. Granger, 2001 .

“Infinite Variance” and Research Strategy in Time Series Analysis

Clive W. J. Granger, C. Granger, Daniel Orr, 1972 .

Extracting information from mega‐panels and high‐frequency data

Clive W. J. Granger, C. Granger, 2008 .

Econometric forecasting: A brief survey of current and future techniques

C. Granger, R. Engle, 1987 .

Cyclical Analysis of Time Series: Selected Procedures and Computer Programs

C. W. J. Granger, C. Granger, 1972 .

Some Methodological Questions Arising from Large Data Sets

C. Granger, 2003 .

Consideration of Trends in Time Series

Clive W. J. Granger, C. Granger, H. White, 2011 .

Prediction with a generalized cost of error function

Clive W. J. Granger, C. Granger, 1969 .

Spectral analysis, seasonality, nonlinearity, methodology, and forecasting

C. Granger, N. Swanson, M. Watson, 2001 .

STYLIZED FACTS ON THE TEMPORAL AND DISTRIBUTIONAL PROPERTIES OF ABSOLUTE RETURNS: AN UPDATE

Clive W. J. Granger, Zhuanxin Ding, C. Granger, 2000 .

Stylized Facts on the Temporal and Distributional Properties of Daily Data from Speculative Markets

Clive W. J. Granger, Zhuanxin Ding, C. Granger, 1999 .

On the Price Consciousness of Consumers

Clive W. J. Granger, C. Granger, A. Gabor, 1961 .

A cointegration analysis of treasury bill yields

Clive W. J. Granger, Heather M. Anderson, Anthony Hall, 1992 .

Invited review: combining forecasts - twenty years later

Clive W. J. Granger, C. Granger, 2001 .

Structural attribution of observed volatility clustering

Clive W. J. Granger, Mark J. Machina, C. Granger, 2006 .

Structurally-Induced Volatility Clustering

C. Granger, M. Machina, 2002 .

Overview of nonlinear time series specifications in economics ; Current perspectives on long memory processes

C. Granger, C. W. J. Granger, 中央研究院經濟研究所, 2000 .

Les organisations-partenaires / The Partner Organizations

C. Granger, P. Siklos, Eric Ghysels, 2022 .

Modelling Economic Series: Readings in Econometric Methodology

Clive W. J. Granger, C. Granger, 1991 .

Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

Clive W. J. Granger, Param Silvapulle, C. Granger, 2001 .

Non-stationarities in stock returns

Clive W. J. Granger, Catalin Starica, C. Granger, 2004 .

Interactions between large macro models and time series analysis

C. Granger, Yongil Jeon, 2003 .

Aspects of modelling nonlinear time series

Timo Teräsvirta, Clive W. J. Granger, Dag Tjøstheim, 1986 .

Practical Issues in Forecasting Volatility

Ser-Huang Poon, C. Granger, S. Poon, 2005 .

TIME SERIES AND SPECTRAL METHODS IN ECONOMETRICS

Clive W. J. Granger, Mark W. Watson, C. Granger, 1984 .

Comments on testing economic theories and the use of model selection criteria

Clive W. J. Granger, Halbert White, Maxwell L. King, 1995 .

The billing cycle and weather variables in models of electricity sales

Clive W. J. Granger, Kenneth Train, Patrice Ignelzi, 1984 .

Time series modeling and interpretation

Clive W. J. Granger, M. J. Morris, M. J. Morris, 2001 .

SELF-GENERATING VARIABLES IN A COINTEGRATED VAR FRAMEWORK

C. Granger, Gawon Yoon, 2001 .

Predictability of Stock Market Prices.

Clive W. J. Granger, Paul H. Cootner, C. Granger, 1971 .

Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates

Clive W. J. Granger, Walter Enders, C. Granger, 1998 .

Time series analysis of residuals from the St. Louis model

C. Granger, Richard Ashley, 1979 .

Model evaluation based on residual analysis of two similar models

C. Granger, Yongil Jeon, 2000 .

FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS

C. Granger, Neville Francis, Ruey Yau, 2003, Macroeconomic Dynamics.

Evaluation of Panel Data Models: Some Suggestions from Time Series

Clive W. J. Granger, Ling-Ling Huang, C. Granger, 1997 .

New Classes of Time Series Models

Clive W. J. Granger, C. Granger, 1978 .

Speculation, Hedging and Commodity Price Forecasts

Walter C. Labys, C. Granger, W. Labys, 1971 .

The Japanese consumption function

C. Granger, R. Engle, S. Hylleberg, 1993 .

Useful conclusions from surprising results

Clive W. J. Granger, C. Granger, 2012 .

Some thoughts on the development of cointegration

Clive W. J. Granger, C. Granger, 2010 .

Non-linear time series modeling

Clive W. J. Granger, A. Andersen, C. Granger, 2001 .

Chapter 9 A Source of Long Memory in Volatility

C. Granger, S. Poon, Namwon Hyung, 2008 .

A Source of Long Memory in Volatility

C. Granger, S. Poon, Namwon Hyung, 2006 .

Advertising and aggregate consumption: an analysis of causality

Richard Schmalensee, Clive W. J. Granger, Richard A. Ashley, 1980 .

Developments in the Nonlinear Analysis of Economic Series

Clive W. J. Granger, C. Granger, 1991 .

Spurious regressions with stationary series

C. Granger, Namwon Hyung, Yongil Jeon, 1998 .

Some comments on risk

Clive W. J. Granger, C. Granger, 2002 .

A simple nonlinear time series model with misleading linear properties

Timo Teräsvirta, Clive W. J. Granger, C. Granger, 1999 .

Série Scientifique Scientific Series N o 95 s19 IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA FILTERING PROCESS ?

Eric Ghysels, Clive W. J. Granger, Pierre L. Siklos, 1997 .

Some recent developments in a concept of causality

Clive W. J. Granger, C. Granger, 2001 .

Chapter 2 Forecasting and Decision Theory

Clive W. J. Granger, Mark J. Machina, C. Granger, 2006 .

Fisheries Management Under Cyclical Population Dynamics

C. Granger, W. Schlenker, R. Carson, 2009 .

In Praise of Pragmatics in Econometrics

C. Granger, 2009 .

An introduction to long-memory time series models and fractional differencing

Clive W. J. Granger, Roselyne Joyeux, C. Granger, 2001 .

Predictive Consequences of Using Conditioning or Causal Variables

C. Granger, P. J. Thomson, 1987, Econometric Theory.

Investigating the Relationship between Gold and Silver Prices

Clive W. J. Granger, Alvaro Escribano, C. Granger, 1998 .

Applications of spectral analysis in econometrics

C. Granger, R. Engle, 1983 .

Spectral Analysis of the Term Structure of Interest Rates

C. Granger, H. Rees, C. W. J. Granger, 1968 .

Experience with using the Box-Cox transformation when forecasting economic time series

Clive W. J. Granger, Harold L. Nelson, C. Granger, 1979 .

Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting

Clive W. J. Granger, Robert F. Engle, C. Granger, 1989 .

Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models

Clive W. J. Granger, C. Granger, Tae-Hwy Lee, 1989 .

An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

Yongcheol Shin, M Pesaran, C. Granger, 1995 .

The combination of forecasts using changing weights

Timo Teräsvirta, Clive W. J. Granger, Melinda Deutsch, 1994 .

A Fresh Look at Wheat Prices and Markets in the Eighteenth Century

C. Granger, C. M. Elliott, 1967 .

Forecast Combination Across Estimation Windows

Todd E. Clark, Andreas Pick, C. Granger, 2011 .

Essays in Econometrics: Spurious Regression in Econometrics

P. Newbold, C. Granger, P. Newbold, 2001 .

Empirical Modeling in Economics: Specification and Evaluation

Clive W. J. Granger, Geoff Harcourt, C. Granger, 1999 .

Current Perspectives on Long Memory Processes

C. Granger, 2000 .

What Are We Learning about the Long-Run?

Clive W. J. Granger, C. Granger, 1992 .

Forecasting Economic Time Series

Maik Moeller, C. Granger, P. Newbold, 1986 .

LONG MEMORY, VOLATILITY, RISK AND DISTRIBUTION

C. Granger, 2002 .

Some Generalizations on the Algebra of I(1) Processes

C. Granger, L. Ermini, 1993 .

Econometric forecasting: A brief survey of current and future techniques

C. Granger, Robert F. Engle, 1987 .

Implications of Aggregation with Common Factors

C. Granger, 1987, Econometric Theory.

Evaluating significance: comments on "size matters"

C. Granger, G. Elliott, 2004 .

The Evolution of the Phillips Curve: A Modern Time Series Viewpoint

C. Granger, Yongil Jeon, 2009 .

Modelling nonlinear relationships between extended-memory variables

Clive W. J. Granger, C. Granger, 1995 .

Modeling nonlinear relationships between extended-memory variables

Clive W. J. Granger, C. Granger, 2001 .

The Effect off Price on Choice: A Theoretical and Empirical Investigation*

C. Granger, A. Gabor, Anthony P. Sowter, 1979 .

The Effect of Price on Choice: A Theoretical and Empirical Investigation

Clive W. J. Granger, C. Granger, A. Gabor, 1971 .

Evaluation of global models

C. Granger, Yongil Jeon, 2007 .

Real and Hypothetical Shop Situations in Market Research

Clive W. J. Granger, C. Granger, A. Gabor, 1970 .

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?

C. Granger, P. Siklos, Eric Ghysels, 1996 .

Forecasting Performance of Information Criteria with Many Macro Series

Yongil Jeon, Clive W. J. Granger, C. Granger, 2004 .

Measuring Lag Structure in Forecasting Models - the Introduction of Time Distance

Yongil Jeon, Clive W. J. Granger, C. Granger, 1997 .

Some Comments on the Role of Time-Series Analysis in Econometrics

C. Granger, 1980 .

SOME CONSEQUENCES OF THE VALUATION MODEL WHEN EXPECTATIONS ARE TAKEN TO BE OPTIMUM FORECASTS

C. Granger, 1975 .

Implications of seeing economic variables through an aggregation window

Clive W. J. Granger, C. Granger, 1993 .

MODELS THAT GENERATE TRENDS

C. Granger, 1988 .

The Attitude of the Consumer to Prices

C. Granger, A. Gabor, 1979 .

LONG MEMORY PROCESSES - AN ECONOMIST'S VIEWPOINT

C. Granger, 2002 .

INTRODUCTION TO THE THEORY OF TIME SERIES

C. Granger, P. Newbold, 1986 .

Separation in cointegrated systems and persistent-transitory decompositions

Clive W. J. Granger, Niels Haldrup, C. Granger, 1998 .

Outline of forecast theory using generalized cost functions

Clive W. J. Granger, C. Granger, 1999 .

CHAPTER 7 – Leading Indicators

C.W.J. Granger, C. Granger, 1980 .

Residential load curves and time-of-day pricing: An econometric analysis

Clive W. J. Granger, Robert F. Engle, R. Ramanathan, 1979 .