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Clive Granger
Clive Granger
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Cited by
Cited by
Year
Co-integration and error correction: representation, estimation, and testing
RF Engle, CWJ Granger
Econometrica: journal of the Econometric Society, 251-276, 1987
524621987
Investigating causal relations by econometric models and cross-spectral methods
CWJ Granger
Econometrica: journal of the Econometric Society, 424-438, 1969
346731969
Spurious regressions in econometrics
CWJ Granger, P Newbold
Journal of econometrics 2 (2), 111-120, 1974
113091974
Some recent development in a concept of causality
CWJ Granger
Journal of econometrics 39 (1-2), 199-211, 1988
5230*1988
A long memory property of stock market returns and a new model
Z Ding, CWJ Granger, RF Engle
Journal of empirical finance 1 (1), 83-106, 1993
51511993
Forecasting economic time series
CWJ Granger, P Newbold
Academic press, 2014
49972014
The combination of forecasts
JM Bates, CWJ Granger
Journal of the operational research society 20 (4), 451-468, 1969
49831969
An introduction to long‐memory time series models and fractional differencing
CWJ Granger, R Joyeux
Journal of time series analysis 1 (1), 15-29, 1980
49321980
Developments in the study of cointegrated economic variables
CWJ Granger
Oxford Bulletin of economics and statistics 48 (3), 213-228, 1986
43571986
Some properties of time series data and their use in econometric model specification
CWJ Granger
Journal of econometrics 16 (1), 121-130, 1981
43361981
Modelling nonlinear economic relationships
CWJ Granger, T Teräsvirta
oxford university Press, 1993
38261993
Testing for causality: A personal viewpoint
CWJ Granger
Journal of Economic Dynamics and control 2, 329-352, 1980
28951980
Forecasting volatility in financial markets: A review
SH Poon, CWJ Granger
Journal of economic literature 41 (2), 478-539, 2003
27572003
Seasonal integration and cointegration
S Hylleberg, RF Engle, CWJ Granger, BS Yoo
Journal of econometrics 44 (1-2), 215-238, 1990
23171990
Long memory relationships and the aggregation of dynamic models
CWJ Granger
Journal of econometrics 14 (2), 227-238, 1980
20801980
Estimation of common long-memory components in cointegrated systems
J Gonzalo, C Granger
Journal of Business & Economic Statistics 13 (1), 27-35, 1995
18671995
Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
W Enders, CWJ Granger
Journal of Business & Economic Statistics 16 (3), 304-311, 1998
18341998
Improved methods of combining forecasts
CWJ Granger, R Ramanathan
Journal of forecasting 3 (2), 197-204, 1984
16221984
Spectral analysis of economic time series.(PSME-1)
CWJ Granger, M Hatanaka
Princeton university press, 2015
13722015
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆
CWJ Granger, BN Huangb, CW Yang
The Quarterly Review of Economics and Finance 40 (3), 337-354, 2000
13702000
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