Granger, C. W. J., Clive William John, 1934-2009
Date
1934-2009
Label
Granger, C. W. J., Clive William John, 1934-2009
Name
Granger, C. W. J.
resource.nameAlternative
Clive William John
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Incoming Resources
- Contributor of34
- Power of the neural network linearity test
- Information-theoretic schemes for linearity testing under long-range dependence and cointegration
- Treasury bill yield curves and cointegration
- Varieties of long memory models
- Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
- Temporary cointegration with an application to interest rate parity
- Long-run economic relationships, readings in cointegration, edited by R.F. Engle and C.W.J. Granger
- Short-run forecasts of electricity loads and peaks
- Treasury bill yield curves and cointegration
- Modelling nonlinear economic time series, by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger
- Investigating the relationship between gold and silver prices
- Women's jobs and marriage, baby-boom versus baby-bust
- Speculation, hedging and commodity price forecasts
- Nonlinear cointegration and some new tests for comovements
- Stochastic trends and short-run relationships between financial variables and real activity
- A Random coefficient VAR transition model of the changes in land use in the Brazilian Amazon
- Separation in cointegrated systems
- Aggregation of space-time processes
- Perspectives on econometrics and applied economics, a tribute to Sir Clive Granger, edited by Mark P. Taylor
- Efficient market hypothesis and forecasting
- A tutorial on linearity testing under long range dependence and cointegration
- Properties of nonlinear transformations of fractionally integrated processes
- Estimation of common long-memory components in cointegrated systems
- A linearity test for near-unit root time series
- Handbook of economic forecasting, edited by Graham Elliott, Clive W.J. Granger, Allan Timmermann
- Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
- A long memory property of stock market returns and a new model
- Modelling volatility persistence of speculative returns, a new approach
- The impact of the use of forecasts in information sets
- Report on Amazon deforestation
- Is seasonal adjustment a linear or nonlinear data filtering process?
- Modelling economic series, readings in econometric methodology, edited by C.W.J. Granger
- Using the correlation exponent to decide if an economic series is chaotic
- Seasonal cointegration, the Japanese consumption function
- Creator of43
- Forecasting stock market prices-lessons for forecasters
- Positively related processes and cointegration
- Forecasting in business and economics, C.W.J. Granger
- Modelling non-linear relationships between long-memory variables
- Separation in cointegrated systems, long memory components and common stochastic trends
- Occasional structural breaks and long memory
- Introduction to m-m processes
- Modelling the absolute returns of different stock indices, exploring the forecastability of an alternative measure of risk
- Spectral analysis of economic time series, by C.W.J. Granger in association with M. Hatanaka
- Separation in cointegrated systems, long memory components and common stochastic trends
- Conjugate processes
- Common factors in conditional distributions
- The correlogram of a long memory process plus a simple noise
- The correlogram of a long memory process plus a simple noise
- Measuring LAG structure in forecasting models, the introduction of time distance
- Statistical forecasting of economic series, a review of techniques
- Reducing self-interest and improving the relevance of economic research
- A decision theoretic approach to forecast evaluation
- Comments on the evaluation of policy models
- Spurious regressions with stationary series
- Structurally-induced volatility clustering
- A decision-theoretic approach to forecast evaluation
- Essays in econometrics, collected papers of Clive W.J. Granger, edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson
- Hidden cointegration
- Forecasting economic time series, C.W.J. Granger, Paul Newbold
- Extracting information from mega-panels and high-frequency data
- Some properties of absolute return, an alternative measure of risk
- Empirical modeling in economics, specification and evaluation, Clive W.J. Granger
- What are we learning about the long-run?
- Stylized facts on the temporal and distributional properties of daily data from speculative markets
- Long memory series with attractors
- Further developments in the study of cointegrated variables
- A bivariate causality between stock prices and exchange rates, evidence from recent Asia flu
- An introduction to stochastic unit root processes
- Modelling nonlinear economic relationships, Clive W.J. Granger and Timo Teräsvirta
- Evaluation of panel data models, some suggestions from time series
- Essays in econometrics, collected papers of Clive W.J. Granger, edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson, Volume 2
- Essays in econometrics, collected papers of Clive W.J. Granger, edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson, Volume 1
- Economic and statistical measures
- Developments in the nonlinear analysis of economic series
- Can we improve the perceived quality of economic forecasts?
- Comments on testing economic theories and the use of model selection criteria
- Empirical modeling in economics, specification and evaluation, Clive W.J. Granger
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