Clive Granger | Academic Influence

Clive Granger's AcademicInfluence.com Rankings

Clive Granger

Economics

#85

World Rank

#119

Historical Rank

economics Degrees

Download Badge

Economics

Clive Granger's Degrees

PhD Economics University of Nottingham

Why Is Clive Granger Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Sir Clive William John Granger was a British econometrician known for his contributions to nonlinear time series analysis. He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego. Granger was awarded the Nobel Memorial Prize in Economic Sciences in 2003 in recognition of the contributions that he and his co-winner, Robert F. Engle, had made to the analysis of time series data. This work fundamentally changed the way in which economists analyse financial and macroeconomic data.

(See a Problem?)

Clive Granger's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Co-integration and error correction: representation, estimation and testing (1987) (29539)
Investigating causal relations by econometric models and cross-spectral methods (1969) (21156)
Spurious regressions in econometrics (1974) (6124)
A long memory property of stock market returns and a new model (1993) (3546)
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980) (3292)
The Combination of Forecasts (1969) (3122)
Some recent development in a concept of causality (1988) (2808)
Some properties of time series data and their use in econometric model specification (1981) (2677)
Developments in the study of cointegrated economic variables (2001) (1905)
Modelling Nonlinear Economic Relationships (1995) (1862)
Testing for causality: a personal viewpoint (1980) (1763)
Some recent developments in a concept of causality (2001) (1634)
Long memory relationships and the aggregation of dynamic models (1980) (1581)
Seasonal integration and cointegration (1990) (1512)
Forecasting Economic Time Series. (1988) (1452)
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (1998) (1368)
Handbook of Economic Forecasting (2006) (1074)
Long-Run Economic Relationships: Readings in Cointegration (1991) (1064)
Improved methods of combining forecasts (1984) (1049)
Forecasting Volatility in Financial Markets: A Review (2003) (1013)
Semiparametric estimates of the relation between weather and electricity sales (1986) (1005)
Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974) (847)
A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu (1998) (832)
Modeling volatility persistence of speculative returns: A new approach (1996) (824)
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004) (794)
Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests (1993) (613)
Advertising and aggregate consumption: an analysis of causality (1980) (579)
Cyclical Analysis of Time Series: Selected Procedures and Computer Programs (1972) (567)
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models (1989) (559)
Causality, cointegration, and control (1988) (547)
A cointegration analysis of treasury bill yields (1992) (519)
Efficient Market Hypothesis and Forecasting (2002) (494)
Spectral Analysis for Economic Time Series (1964) (479)
Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (1997) (468)
Varieties of long memory models (1996) (437)
The typical spectral shape of an economic variable (1966) (428)
Spectral analysis of New York stock market prices (1963) (407)
Economic and Statistical Measures of Forecast Accuracy (1999) (405)
Short-run forecasts of electricity loads and peaks (1997) (375)
POWER OF THE NEURAL NETWORK LINEARITY TEST (1993) (353)
Prediction with a generalized cost of error function (1969) (321)
Time Series Modelling and Interpretation (1976) (320)
Modelling nonlinear economic time series (2010) (301)
Nonstationarities in Stock Returns (2005) (296)
Price as an Indicator of Quality: Report on an Enquiry (1966) (280)
Predictability of Stock Market Prices. (1971) (277)
Forecasting transformed series (1976) (276)
Occasional Structural Breaks and Long Memory (1999) (267)
Some comments on the evaluation of economic forecasts (1973) (257)
Some Properties of Absolute Return, An Alternative Measure of Risk (1995) (256)
Hidden Cointegration (2002) (249)
An introduction to long-memory time series models and fractional differencing (2001) (239)
Practical Issues in Forecasting Volatility (2005) (231)
An introduction to stochastic unit-root processes (1997) (226)
Time Series Analysis, Cointegration, and Applications (2003) (224)
Time series analysis of error-correction models (2001) (223)
Economic Processes Involving Feedback (1963) (221)
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (1994) (220)
Can we improve the perceived quality of economic forecasts (1996) (218)
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting (1989) (216)
On the Price Consciousness of Consumers (1961) (210)
A simple nonlinear time series model with misleading linear properties (1999) (208)
Invited review combining forecasts—twenty years later (1989) (208)
Some aspects of causal relationships (2003) (192)
THE RANDOM-WALK HYPOTHESIS OF STOCK MARKET BEHAVIOR† (1964) (191)
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (1991) (185)
Combining competing forecasts of inflation using a bivariate arch model (1984) (181)
Aggregation of Space-Time Processes (2001) (179)
Comments on testing economic theories and the use of model selection criteria (1995) (178)
Further developments in the study of cointegrated variables (2010) (167)
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? (2008) (166)
Forecasting stock market prices: Lessons for forecasters (1992) (164)
Spurious regressions with stationary series (1998) (156)
Investigating the Relationship between Gold and Silver Prices (1998) (154)
Forecasting in Business and Economics. (1981) (153)
Price Sensitivity of the Consumer (1979) (152)
The combination of forecasts using changing weights (1994) (151)
Outline of forecast theory using generalized cost functions (1999) (148)
A Decision_Theoretic Approach to Forecast Evaluation (2000) (142)
“Infinite Variance” and Research Strategy in Time Series Analysis (1972) (140)
Modelling nonlinear relationships between extended-memory variables (1995) (137)
The Japanese consumption function (1993) (134)
Strategies for Modelling Nonlinear Time‐Series Relationships* (1993) (132)
Reasonable extreme bounds analysis (1990) (131)
Aggregation of time series variables-a survey (1988) (128)
Forecasting Financial Market Volatility: A Review (2001) (127)
Interval forecasting. An analysis based upon ARCH-quantile estimators (1989) (122)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: List of acronyms and abbreviations (2002) (112)
Is seasonal adjustment a linear or nonlinear data-filtering process? (1996) (107)
Empirical Modeling in Economics: Specification and Evaluation (1999) (106)
Aspects of modelling nonlinear time series (1986) (102)
Implications of Aggregation with Common Factors (1987) (97)
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach (2001) (96)
Forecasting and Decision Theory (2006) (94)
Stylized Facts on the Temporal and Distributional Properties of Daily Data from Speculative Markets (1999) (93)
Properties of Nonlinear Transformations of Fractionally Integrated Processes (2000) (92)
On the invertibility of time series models (1978) (91)
Long memory series with attractors (2001) (89)
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY (1997) (88)
Experience with using the Box-Cox transformation when forecasting economic time series (1979) (88)
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence (1995) (84)
Spectral Analysis of Economic Time Series. (PSME-1) (1965) (83)
Speculation, Hedging and Commodity Price Forecasts (1971) (80)
On Modelling the Long Run in Applied Economics (1997) (80)
Modelling Economic Series: Readings in Econometric Methodology (1991) (79)
Forecasting from non-linear models in practice (1994) (77)
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk (1999) (76)
Some thoughts on the development of cointegration (2010) (76)
Seasonality: Causation, Interpretation, and Implications (1979) (76)
Non-stationarities in stock returns (2004) (75)
Using the correlation exponent to decide whether an economic series is chaotic (1992) (71)
STYLIZED FACTS ON THE TEMPORAL AND DISTRIBUTIONAL PROPERTIES OF ABSOLUTE RETURNS: AN UPDATE (2000) (71)
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets (1999) (70)
Common Factors in Conditional Distributions for Bivariate Time Series (2003) (65)
The time series approach to econometric model building (2001) (64)
Extracting information from mega‐panels and high‐frequency data (2008) (63)
Consideration of Trends in Time Series (2011) (59)
Evaluation of Panel Data Models: Some Suggestions from Time Series (1997) (58)
Developments in the Nonlinear Analysis of Economic Series (1991) (54)
Invited review: combining forecasts - twenty years later (2001) (53)
The effect of aggregation on nonlinearity (1999) (53)
Management of supply chain: an alternative modelling technique for forecasting (2007) (53)
What Are We Learning about the Long-Run? (1992) (52)
Long-Run Economic Relationships: Readings in Cointegration. (1993) (52)
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS (2001) (52)
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century (1967) (50)
Some comments on risk (2002) (49)
Time series modeling and interpretation (2001) (49)
The Pricing of New Products (1979) (49)
Time Series Concepts for Conditional Distributions (2003) (48)
Stochastic Trends and Short-Run Relationships between Financial Variables and Real Activity (1993) (48)
Long-term forecasting and evaluation (2007) (47)
Fisheries Management Under Cyclical Population Dynamics (2009) (47)
Nonlinear stochastic trends (1997) (45)
Real and Hypothetical Shop Situations in Market Research (1970) (45)
Spectral Analysis of the Term Structure of Interest Rates (1968) (44)
Some Generalizations on the Algebra of I(1) Processes (1993) (42)
Separation in cointegrated systems and persistent-transitory decompositions (1998) (42)
Forecasting white noise (2001) (40)
Applications of spectral analysis in econometrics (1983) (39)
Modeling Nonlinearity over the Business Cycle (1993) (37)
Comments on the evaluation of policy models (1991) (36)
TIME SERIES AND SPECTRAL METHODS IN ECONOMETRICS (1984) (36)
Forecasting Volatility in Financial Markets (2003) (35)
Empirical Modeling in Economics (1999) (35)
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING (2005) (34)
Forecasting Performance of Information Criteria with Many Macro Series (2004) (34)
The use of R2 to determine the appropriate transformation of regression variables (1976) (34)
Chapter 2 Forecasting and Decision Theory (2006) (33)
Ownership and Acquisition of Consumer Durables: Report on the Nottingham Consumer Durables Project (1972) (33)
Residential load curves and time-of-day pricing: An econometric analysis (1979) (33)
A time-distance criterion for evaluating forecasting models (2003) (32)
Comparing forecasts of inflation using time distance (2003) (31)
Nearer-Normality and Some Econometric Models (1979) (30)
An Introduction to Time-Varying Parameter Cointegration (1991) (30)
On the limitations of comparing mean square forecast errors: Comment (1993) (30)
The past and future of empirical finance: some personal comments (2005) (30)
The ET Interview: Professor Clive Granger (1997) (29)
Spectral Analysis of Short Series--A Simulation Study (1968) (28)
A Source of Long Memory in Volatility (2006) (28)
The Attitude of the Consumer to Prices (1979) (28)
The Effect of Price on Choice: A Theoretical and Empirical Investigation (1971) (28)
Measuring Lag Structure in Forecasting Models - the Introduction of Time Distance (1997) (27)
Structural attribution of observed volatility clustering (2006) (25)
Modeling nonlinear relationships between extended-memory variables (2001) (25)
Statistics and Causal Inference: Comment (1986) (25)
Pitfalls of Analysis (1981) (23)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: Introduction (2002) (23)
Macroeconometrics : Past and future (2001) (23)
Evaluating significance: comments on "size matters" (2004) (23)
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint (2009) (22)
Interactions between large macro models and time series analysis (2003) (22)
Modeling, Evaluation, and Methodology in the New Century (2005) (22)
Comments on “Psychophysics of Prices” (1971) (21)
The algebra of I (1) (1988) (20)
A New Look at Some Old Data: The Beveridge Wheat Price Series (1971) (20)
Speculation, Hedging and Commodity Price Forecasts. (1971) (20)
Data mining with local model specification uncertainty: a (1999) (20)
A Statistical Model for Sunspot Activity. (1957) (19)
A Quick Test for Serial Correlation Suitable for Use with Non-Stationary Time Series (1963) (19)
Implications of seeing economic variables through an aggregation window (1993) (19)
Fellow's opinion: Evaluating economic theory (1992) (18)
Time Series Analysis, Cointegration, and Applications (The Nobel Lecture) (2003) (18)
MODELS THAT GENERATE TRENDS (1988) (18)
Current Perspectives on Long Memory Processes (2000) (17)
Aspects of the Analysis and Interpretation of Temporal and Spatial Data (1975) (17)
New Classes of Time Series Models (1978) (16)
Essays In Econometrics (2001) (16)
The Correlogram of a Long Memory Process Plus a Simple Noise (1997) (16)
THE ECONOMICS OF PEACE (2004) (16)
Non-linear time series modeling (2001) (15)
Common Factors in Conditional Distributions (2002) (15)
Time series analysis of residuals from the St. Louis model (1979) (15)
Linking series generated at different frequencies (2008) (15)
Aspects of Research Strategies for Time Series Analysis 1 (1999) (14)
SOME CONSEQUENCES OF THE VALUATION MODEL WHEN EXPECTATIONS ARE TAKEN TO BE OPTIMUM FORECASTS (1975) (14)
Causality Testing in a Decision Science (1988) (14)
Preface: Some Thoughts on the Future of Forecasting (2005) (14)
Tendency towards normality of linear combinations of random variables (1976) (14)
The Influence of Price Differences on Brand Shares and Switching (1969) (13)
A Dependence Metric for Nonlinear Time Series (2000) (13)
ACRONYMS IN TIME SERIES ANALYSIS (ATSA) (1982) (13)
Some Aspects of the Random walk Model of Stock Market Prices (1968) (12)
Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam (2007) (12)
Chapter 9 A Source of Long Memory in Volatility (2008) (12)
The Source of Long Memory in Financial Market Volatility (2007) (12)
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (2006) (12)
Predictive Consequences of Using Conditioning or Causal Variables (1987) (11)
Advances in Econometrics: Generating mechanisms, models, and causality (1983) (11)
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon (1997) (11)
TREASURY BI;; YIELD CURVES AND COINTEGRATION (1990) (11)
Some comments on emprical investigations involving cointegration (1994) (11)
The billing cycle and weather variables in models of electricity sales (1984) (10)
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment (1998) (10)
Report on Amazon Deforestation (1996) (10)
Econometric forecasting: A brief survey of current and future techniques (1987) (10)
Probabilistic methods in forecasting hourly loads (1993) (10)
Evaluation of global models (2007) (10)
What the Random Walk Model Does NOT Say (1970) (10)
Useful conclusions from surprising results (2012) (9)
LONG MEMORY, VOLATILITY, RISK AND DISTRIBUTION (2002) (9)
Some Comments on the Role of Time-Series Analysis in Econometrics (1980) (9)
Institute for Advanced Development Studies (2003) (8)
Are Economic Variables Really Integrated of Order One (1987) (8)
SELF-GENERATING VARIABLES IN A COINTEGRATED VAR FRAMEWORK (2001) (7)
Estimating the probability of flooding on a tidal river (2001) (7)
A Review of Some Recent Textbooks of Econometrics (1994) (7)
Introduction to M-M Processes (1998) (7)
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting (2001) (7)
LONG MEMORY PROCESSES - AN ECONOMIST'S VIEWPOINT (2002) (7)
Forecasting Volatility in Financial Markets: A Review (Revised Edition) (2002) (7)
The Philosophy of Economic Forecasting (2012) (7)
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development (2007) (6)
Comparing the methodologies used by statisticians and economists for research and modeling5 (2001) (6)
Comments on the evaluation of econometric models and of forecasts (1999) (6)
In Praise of Pragmatics in Econometrics (2009) (6)
Overview of nonlinear time series specifications in economics ; Current perspectives on long memory processes (2000) (6)
On the properties of forecasts used in optimal economic policy decisions (1973) (6)
Some Methodological Questions Arising from Large Data Sets (2003) (5)
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution (2001) (5)
Seasonal Adjustment and Volatility Dynamics (1997) (5)
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 (1964) (5)
Structurally-Induced Volatility Clustering (2002) (5)
Theory of Demand, Real and Monetary. (1974) (5)
Reducing self-interest and improving the relevance of economic research (1995) (4)
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment (1986) (4)
Critical realism and econometrics: an econometrician’s viewpoint (2004) (4)
2 Some Comments on Econometric Methodology (1988) (4)
Empirical Modeling in Economics Specification and Evaluation V (1999) (4)
PRACTICAL METHODS FOR UNIVARIATE TIME SERIES FORECASTING (1986) (4)
A Systematic Approach to Effective Pricing (1979) (4)
CHAPTER 7 – Leading Indicators (1980) (3)
Causality, integration and cointegration, and long memory (2001) (3)
Trends in unit energy consumption: The performance of end-use models (1989) (3)
Separation in Cointegrated Systems, Long Memory Components and Common Stochastic Trends (1996) (3)
Non-stationarities in stock returns1 (2004) (3)
Regional load-curve models: QUERI's model specification, estimation and validation. Final report (1981) (2)
FORECASTING FROM REGRESSION MODELS (1986) (2)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: Development of the Brazilian Amazon (2002) (2)
On Model Approximation for Long-Memory Processes: A Cautionary Result (2001) (2)
[Statistics, Probability and Chaos]: Comment (1992) (2)
Positively related processes and cointegration (1993) (2)
Econometric Models of Cyclical Behavior. Volumes I and II. (1973) (2)
Trend-Line Fitting and Forecasting (1980) (2)
Modeling Amazon Deforestation for Policy Purposes (2006) (2)
Forecasting stock prices: Lessons for forecasters (1993) (2)
Near normality and some econometric models (2001) (2)
Basic Concepts of Forecasting (1980) (2)
THE GOLD SOVEREIGN MARKET IN GREECE—AN UNUSUAL SPECULATIVE MARKET (1972) (2)
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment (1984) (1)
BUILDING MULTIPLE TIME SERIES FORECASTING MODELS (1986) (1)
MULTIPLE SERIES MODELING AND FORECASTING (1986) (1)
Modeling deforestation and development in the Brazilian Amazon (2002) (1)
Forecasting from Time Series Models (1980) (1)
The Present and Future of Empirical Finance (2005) (1)
Modélisation empirique en sciences économiques : spécification et évaluation; Empirical modeling in economics. Specification and evaluation (2005) (1)
Further Aspects of Time Series Forecasting (1980) (1)
INTRODUCTION TO THE THEORY OF TIME SERIES (1986) (1)
Comments on "Forecasting economic and financial variables with global VARs" (2009) (1)
Fisheries Management Under Cyclical Population Dynamics - eScholarship (2006) (1)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: The sources and agents of deforestation (2002) (1)
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 (1964) (1)
Robustifying the Classical Model of Risk Preferences and Beliefs (2006) (1)
The Effect off Price on Choice: A Theoretical and Empirical Investigation* (1979) (1)
The Creativity Process (2006) (1)
Essays in Econometrics: List of Contributors (2001) (1)
THE THEORY OF FORECASTING (1986) (1)
A History of Econometrics at the University of California, San Diego: A Personal Viewpoint (2010) (1)
Chapter 12. Application of Cross-spectral Analysis and Complex Demodulation: Business Cycle Indicators (1965) (1)
Chapter 25. New Techniques for Analyzing Economic Time Series and Their Place in Econometrics (1967) (1)
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III (2003) (1)
Granger causality From Scholarpedia (2010) (1)
Essays in Econometrics: Introduction (2001) (1)
THE EFFECT OF VARYING MONTH-LENGTH ON ANALYSIS OF ECONOMIC TIME SERIES (1962) (1)
Forecasting stock market prices = Prediccion de las cotizaciones bursa- tiles (1993) (0)
THE RESEARCH INTERESTS OF PAUL NEWBOLD (2009) (0)
Using Time Distance to select forecasting models of in ation (1999) (0)
Probabilistic methods in forecasting hourly loads. Final report (1993) (0)
STRUCTURALLY- INDUCED VOLATILITY CLUSTERING BY CLIVE W. J. GRANGER and MARK J. MACHINA (2002) (0)
Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity (2013) (0)
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS (2003) (0)
Megatrends: The new directions forming our lives, Naisbitt, John, New York: Warner Books, 1982. Price: $15.50/£ 11.50. Pages: 290 (1984) (0)
CHAPTER 9 – Population Forecasting (1980) (0)
Long-term residential load forecasting. Final report (1978) (0)
Are Current Fisheries Management Models Wrong? An Error Correction Approach to Reconciling the Historical Records on Fish Stocks. (2005) (0)
Simple trend fitting for long‐range forecasting (1967) (0)
Corrigendum to “Comparing forecasts of inflation using time distance” [International Journal of Forecasting 19 (2003) 339–349] (2003) (0)
Chapter 10. Demodulation (1965) (0)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: Carbon emissions (2002) (0)
Chapter 1. Introduction to the Analysis of Time Series (1965) (0)
Chapter 9. Series with Spectrum Changing with Time (1965) (0)
Chapter 13. Application of Partial Cross-spectral Analysis: Tests of Acceleration Principle for Inventory Cycle (1965) (0)
The specification of empirical models (1999) (0)
Survey Data : Anticipations and Expectations (1980) (0)
Judy Klein, Statistical Visions in Time: A History of Time Series Analysis, 1662–1938 (Cambridge, Cambridge University Press 1997), pp.xix + 345. $64.95. ISBN 1-521-42-46-6 (1999) (0)
Chapter 11. Non-stationarity and Economic Series (1965) (0)
Introducing Non-Linearity Into Cointegration (1996) (0)
The dynamics of deforestation and economic growth in the Brazilian rainforest (2002) (0)
Chapter 2. Nature of Economic Time Series (1965) (0)
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 (2006) (0)
Weather normalization of electricity sales. Final report (1983) (0)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: The costs and benefits of deforestation (2002) (0)
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 (1962) (0)
Forecast Master Program case studies: Final report (1987) (0)
Discussion of Paper by D.F. Hendry and J.-F. Richard (1983) (0)
Two Aspects of the Methodology of Modeling Deterministic Processes and Evaluation (1999) (0)
Department of Economics Introduction to M-m Processes Introduction Too M-m Processes (1998) (0)
Long-term residential load forecasting. Volume 2. Statistical appendix (1977) (0)
Trading in commodities : an investors chronicle guide (1979) (0)
M-TESTING USING FINITE AND INFINITE DIMENSIONAL PARAMETER ESTIMATORS BY HALBERT WHITE AND YONGMIAO HONG (1999) (0)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: The municipal database (2002) (0)
CHAPTER 11 – World Models (1980) (0)
Evaluation and Combination of Forecasts (1980) (0)
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon: Alternatives to deforestation: extractivism (2002) (0)
Essays in Econometrics: Long Memory Series with Attractors (2001) (0)
Regression Methods and Econometric Models (1980) (0)
The Institute of Economics, Academia Sinica: 1993 Far-Eastern Meeting of the Econometric Society (1994) (0)
BUILDING LINEAR TIME SERIES MODELS (1986) (0)
THE IMPACT OF THE USE OF FORECASTS IN INFORMATION SETS BY GIAMPIERO (1999) (0)
Getting started in London commodities (1977) (0)
Exchange rates and fundamentals - comments (2003) (0)
Working Paper Series No . 12 / 2006 Modeling Amazon Deforestation for Policy Purposes (2006) (0)
Model evaluation based on residual analysis of two similar models (2000) (0)
Clive W.J. Granger - Nobel Lecture (2004) (0)
COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY (2005) (0)
7. Forecasting structural breaks (2015) (0)
Chapter 19. Evaluation of Theories and Models (2003) (0)
Components of Statistics (2011) (0)
Factors in Conditional Distributions (2002) (0)
Chapter 6. Cross-spectral Analysis of Economic Data (1965) (0)
THE COMBINATION AND EVALUATION OF FORECASTS (1986) (0)
Chapter 7. Processes Involving Feedback (1965) (0)
Chapter 8. Series With Trending Means (1965) (0)
Exploration and Comparison of New Methods for Electric Demand Forecasting (1985) (0)
Testing for Common Features: Comment (1993) (0)
Personal Comments on Yoon's Discussion of My 1957 Paper (2006) (0)
CHAPTER TEN – FURTHER TOPICS (1986) (0)
The Sir Clive Granger Memorial Best Paper Prize 2012 (2013) (0)
Fractional Stochastic Unit Root Processes (1996) (0)
Regional load-curve models: QUERI's model long-run forecasts and sensitivity analysis. Volume 4. Final report. [Hourly demand in 32 US regions] (1981) (0)
Potential to Improve Forecasting Accuracy: Advances in Supply Chain Management (2008) (0)
THE IMPACT OF THE USE OF FORECASTS IN INFORMATION SETS BY DISCUSSION (1999) (0)
An Error Correction Approach to Reconciling Historical Records on Fish Stocks (2005) (0)
CHAPTER TWO – SPECTRAL ANALYSIS (1986) (0)
Essays in Econometrics: Developments in the Study of Cointegrated Economic Variables (2001) (0)
CHAPTER 10 – Technological Forecasting (1980) (0)
Book reviewThe handbook of forecasting: A manager's guide: Spyros MAKRIDAKIS and Steven C. WHEELWRIGHT (Eds.) Wiley, New York, 1982, xv + 602 pages, $29.50 (1983) (0)
Chapter 4. Spectral Analysis of Economic Data (1965) (0)
Chapter 14. Problems Remaining (1965) (0)
Chapter 3. Spectral Theory (1965) (0)
Advances in Supply Chain Management: Potential to Improve Forecasting Accuracy (2016) (0)
Information Content of Implied Probability Distributions : Empirical Studies of Japanese Stock Price Index Options Shigenori Shiratsuka (2001) (0)
Causality: Some New Thoughts on an Old Topic (2004) (0)
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 (1962) (0)
Chapter 5. Cross-spectral Analysis (1965) (0)
Series ESD-WP-2006-11 ADVANCES IN SUPPLY CHAIN MANAGEMENT : POTENTIAL TO IMPROVE FORECASTING ACCURACY Shoumen (2006) (0)
Empirical Modeling in Economics: The evaluation of empirical models (1999) (0)

This paper list is powered by the following services:

Other Resources About Clive Granger

en.wikipedia.org

What Schools Are Affiliated With Clive Granger?

Clive Granger is affiliated with the following schools:

Image Attributions

Image Source for Clive Granger