Clive W. J. Granger : Citation Profile


Deceased: 2009-05-27

50

H index

96

i10 index

25331

Citations

RESEARCH PRODUCTION:

145

Articles

57

Papers

13

Books

6

Chapters

EDITOR:

4

Books edited

2

Series edited

RESEARCH ACTIVITY:

   48 years (1961 - 2009). See details.
   Cites by year: 527
   Journals where Clive W. J. Granger has often published
   Relations with other researchers
   Recent citing documents: 3516.    Total self citations: 42 (0.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr55
   Updated: 2020-05-23    RAS profile:    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Clive W. J. Granger.

Is cited by:

Gil-Alana, Luis (363)

Shahbaz, Muhammad (229)

GUPTA, RANGAN (184)

McAleer, Michael (150)

Caporale, Guglielmo Maria (134)

Franses, Philip Hans (93)

Balcilar, Mehmet (86)

Chang, Chia-Lin (80)

Swanson, Norman (78)

MORANA, CLAUDIO (77)

Pesaran, M (75)

Cites to:

Engle, Robert (28)

Perron, Pierre (16)

Stock, James (15)

Watson, Mark (15)

Bollerslev, Tim (13)

Swanson, Norman (11)

Campbell, John (10)

Phillips, Peter (10)

Diebold, Francis (8)

Ghysels, Eric (8)

White, Halbert (7)

Main data


Where Clive W. J. Granger has published?


Journals with more than one article published# docs
Journal of Econometrics33
International Journal of Forecasting9
Journal of Time Series Analysis8
Journal of Business & Economic Statistics8
Econometrica5
Oxford Bulletin of Economics and Statistics5
Naval Research Logistics Quarterly4
Journal of Applied Econometrics4
Macroeconomic Dynamics3
Journal of Economic Dynamics and Control3
Econometric Theory3
Economic Journal2
Energy2
Economic Modelling2
Applied Financial Economics2
Annals of Economics and Statistics2
Journal of Finance2
Journal of Economic Literature2
Applied Economics2
The Review of Economics and Statistics2
Annals of Economics and Finance2
Journal of Empirical Finance2
The Economic Record2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2
Brazilian Review of Econometrics2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego15
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2
Working Papers / Wilfrid Laurier University, Department of Economics2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2

Recent works citing Clive W. J. Granger (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2017-16.

Full description at Econpapers || Download paper

2017Flight to Safety from European Stock Markets. (2017). Christiansen, Charlotte ; Aslanidis, Nektarios. In: CREATES Research Papers. RePEc:aah:create:2017-38.

Full description at Econpapers || Download paper

2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

Full description at Econpapers || Download paper

2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

Full description at Econpapers || Download paper

2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

Full description at Econpapers || Download paper

2017Dynamic Relationship between Islamic Banking System and Real Economic Activity: Evidence from Pakistan العلاقة الديناميكية بين النظام المصرفي الإسلامي وال. (2017). Farid, Saqib ; Rafay, Abdul. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:no:10:p:97-116.

Full description at Econpapers || Download paper

2017Dynamic Relationship between Islamic Banking System and Real Economic Activity: Evidence from Pakistan العلاقة الديناميكية بين النظام المصرفي الإسلامي وال. (2017). Farid, Saqib ; Rafay, Abdul. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:p:97-116.

Full description at Econpapers || Download paper

2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus V ; Agboola, Mary O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/040.

Full description at Econpapers || Download paper

2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/067.

Full description at Econpapers || Download paper

2019Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/078.

Full description at Econpapers || Download paper

2019Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Alimi, Olorunfemi ; Odeleye, Anthonia T ; Ogbuji, Isaac A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/095.

Full description at Econpapers || Download paper

2019Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.19.34.

Full description at Econpapers || Download paper

2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/040.

Full description at Econpapers || Download paper

2017Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Mare, Sarr ; Emmanuel, Letete . In: Working Paper Series. RePEc:adb:adbwps:2392.

Full description at Econpapers || Download paper

2018Working Paper 306 - Asymmetric Price Transmission of Rice in Togo. (2018). Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2427.

Full description at Econpapers || Download paper

2019Non-Performing Assets of Banks and Economic Growth Vinculum in this Era of Globalization: The Indian Experience. (2019). Mukherjee, Sovik. In: Bussecon Review of Finance & Banking (2687-2501). RePEc:adi:bsrfbs:v:1:y:2019:i:1:p:32-45.

Full description at Econpapers || Download paper

2019The Performances of insurance industry and the Nigerian economic growth. (2019). Nwantah, Chidinma Mary ; Ikue-John, Nenubari ; Nkoro, Emeka . In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:1:y:2019:i:1:p:06-12.

Full description at Econpapers || Download paper

2019Energy consumption and economic growth in Nigeria:A revisit of the energy-growth debate. (2019). NKORO, EMEKA ; Joshua, Godasgrace I ; Ikue-John, Nenubari. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:1:y:2019:i:2:p:01-09.

Full description at Econpapers || Download paper

2019Is Education an Investment for the Future? The Impact of the Greek case on Economic Growth. (2019). Siriopoulos, Costas ; Kassapi, Sophia. In: Annals of Social Sciences & Management studies. RePEc:adp:oajasm:v:3:y:2019:i:5:p:116-119.

Full description at Econpapers || Download paper

2017The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53.

Full description at Econpapers || Download paper

2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

Full description at Econpapers || Download paper

2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

Full description at Econpapers || Download paper

2018Asian Spot Prices for LNG and other Energy Commodities. (2018). Hartley, Peter ; Lan, Yihui ; Alim, Abdullahi . In: The Energy Journal. RePEc:aen:journl:ej39-1-hartley.

Full description at Econpapers || Download paper

2017Export Instability and Economic Growth in Nigeria: A Time Series Analysis. (2017). Oladipo, Olajide S. In: Research Papers. RePEc:aer:rpaper:rp_322.

Full description at Econpapers || Download paper

2017Determinants of Short-Term Foreign Debt in Ghana. (2017). Brafu-Insaidoo, William Gabriel. In: Research Papers. RePEc:aer:rpaper:rp_335.

Full description at Econpapers || Download paper

2018The Complex Relationship between International Tourism Demand and Economic Growth: An Analysis on Central and Eastern European Economies. (2018). Badulescu, Alina ; Simu, Ramona. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:20:y:2018:i:s12:p:935.

Full description at Econpapers || Download paper

2017Estimation of Relationship between Inflation and Relative Price Variability: Granger Causality and ARDL Modelling Approach. (2017). Streimikiene, Dalia ; Vveinhardt, Jolita ; Ahmed, Rizwan Raheem ; Ghauri, Saghir Pervaiz . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:s10:y:2017:i:18:p:249.

Full description at Econpapers || Download paper

2017Determinants of Foreign Direct Investment in Romania: a Quantitative Approach. (2017). Merino, Fernando ; Enache, Calcedonia . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:s10:y:2017:i:18:p:275.

Full description at Econpapers || Download paper

2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

Full description at Econpapers || Download paper

2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

Full description at Econpapers || Download paper

2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

Full description at Econpapers || Download paper

2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). JAOUL-GRAMMARE, Magali ; Rivot, Sylvie ; Boyer, Jean-Daniel. In: Working Papers. RePEc:afc:wpaper:11-17.

Full description at Econpapers || Download paper

2019Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19.

Full description at Econpapers || Download paper

2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040.

Full description at Econpapers || Download paper

2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067.

Full description at Econpapers || Download paper

2019Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/078.

Full description at Econpapers || Download paper

2019Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Odeleye, Anthonia T ; Alimi, Yasiru O ; Ogbuji, Isaac A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/095.

Full description at Econpapers || Download paper

2020Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010.

Full description at Econpapers || Download paper

2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013.

Full description at Econpapers || Download paper

2017MIDAS models in banking sector – systemic risk comparison. (2017). Mestel, Roland ; Gurgul, Henryk ; Syrek, Robert. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:2:p:165-181.

Full description at Econpapers || Download paper

2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Guri, Burak ; Yurttaguler, Pek M ; Tiraolu, Muhammed . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56.

Full description at Econpapers || Download paper

2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

Full description at Econpapers || Download paper

2018The relationship between financial deepening and economic growth: Bootstrap causality approach for the selected upper middle income countries. (2018). Gezer, Mesut Alper. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:95-112.

Full description at Econpapers || Download paper

2018Inflation unemployment dynamics in Hungary – A structured cointegration and vector error correction model approach. (2018). Jeeson, Florence ; Farkas, Maria Fekete ; Victor, Vijay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:195-204.

Full description at Econpapers || Download paper

2018Exports, imports and economic growth in India: Evidence from cointegration and causality analysis. (2018). Guntukula, Raju. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:221-230.

Full description at Econpapers || Download paper

2018The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134.

Full description at Econpapers || Download paper

2018Macroeconomic determinants of the labour share of income: Evidence from OECD economies. (2018). Firdaus, Muhammad Khairil ; Trofimov, Ivan D. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:25-48.

Full description at Econpapers || Download paper

2018Price transmission for natural rubber: India integration with world markets. (2018). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:155-168.

Full description at Econpapers || Download paper

2019Wagner versus Keynesian Hypothesis: Role of aggregate and disaggregate expenditure in Pakistan. (2019). Munir, Kashif ; Ali, Wajid. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:181-200.

Full description at Econpapers || Download paper

2019Does FDI substitute exports of home country? A case of US FDI in select Asian economies. (2019). Pednekar, Achut P ; Limaye, Ketan C. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:219-240.

Full description at Econpapers || Download paper

2019Volatility experience of major world stock markets. (2019). Rao, Prabhakara R ; Mallikarjuna, M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:35-52.

Full description at Econpapers || Download paper

2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56.

Full description at Econpapers || Download paper

2017Panel causality analysis between exchange rates and stock indexes for fragile five. (2017). yilanci, Veli ; Aikgoz, Ersin ; Pekkaya, Mehmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:33-44.

Full description at Econpapers || Download paper

2017Economic freedom, economic growth and international tourism for post-communist (transition) countries: A panel causality analysis. (2017). Nazlioglu, Saban ; Aslan, Murat ; Ozcan, Ceyhun Can . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:75-98.

Full description at Econpapers || Download paper

2019Per capita gross domestic product and welfare of Gabonese households: A VAR model with exogenous hypothesis. (2019). Assoumou-Ella, Giscard. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:185-204.

Full description at Econpapers || Download paper

2019Co-integration with regime shift between government expenditure and poverty reduction in Algeria. (2019). Ayad, Hicham . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:205-216.

Full description at Econpapers || Download paper

2019Determinants of domestic saving rate in Turkey: A new generation econometric analysis. (2019). Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:135-150.

Full description at Econpapers || Download paper

2019Wagner versus Keynesian Hypothesis: Role of aggregate and disaggregate expenditure in Pakistan. (2019). Munir, Kashif ; Ali, Wajid. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:181-200.

Full description at Econpapers || Download paper

2019Does FDI substitute exports of home country? A case of US FDI in select Asian economies. (2019). Pednekar, Achut P ; Limaye, Ketan C. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:219-240.

Full description at Econpapers || Download paper

2019Volatility experience of major world stock markets. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:35-52.

Full description at Econpapers || Download paper

2020Testing Wagner’s Law for sub-Saharan Africa: A panel cointegration and causality approach. (2020). Jobarteh, Mustapha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:125-136.

Full description at Econpapers || Download paper

2017Farm Bankruptcies and Land Value Trends: The Effects of Land Value Fluctuations on Financial Stress. (2017). Katchova, Ani ; Dinterman, Robert. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258453.

Full description at Econpapers || Download paper

2017Future volatility forecast in agricultural commodity markets. (2017). Cruz, Jose Cesar ; Guimaraes, Jonathan S. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258480.

Full description at Econpapers || Download paper

2017Price Determination and Margin Volatility in Thinly Traded Commodity Markets: An Application to Major U.S. Field Crops. (2017). Raszap Skorbiansky, Sharon ; Adjemian, Michael ; Sexton, Richard J ; Saitone, Tina L. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258577.

Full description at Econpapers || Download paper

2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

Full description at Econpapers || Download paper

2018GE Labeling Laws and Segmentation of the Sugar Market. (2018). Carter, Colin ; Schaefer, Aleks K. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273855.

Full description at Econpapers || Download paper

2018Identifying the price determinants of animal products in the presence of structural breaks. (2018). Boussios, David ; MacLachlan, Matthew J. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273974.

Full description at Econpapers || Download paper

2018Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Chung, Chanjin ; Machado, Pedro Celso. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273993.

Full description at Econpapers || Download paper

2018The Relationship between Biomaterial and Agricultural Commodity Markets. (2018). Marsh, Thomas ; Chen, Kuan-Ju. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274111.

Full description at Econpapers || Download paper

2018Determinants of land value volatility in the Corn Belt. (2018). Sant'Anna, Ana Claudia ; Katchova, Ani. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274115.

Full description at Econpapers || Download paper

2018The Role of Climate Risk on Land Allocation in Brazilian Amazon. (2018). Feres, Jose. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274436.

Full description at Econpapers || Download paper

2018Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Chung, Chanjin ; Machado, Pedro Celso. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274841.

Full description at Econpapers || Download paper

2017The Swiss market for construction wood : estimating elasticities with time series simultaneous equations. (2017). Borzykowski, Nicolas. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258659.

Full description at Econpapers || Download paper

2017Foreign Direct Investment, Economic Growth and Environmental Quality in SubSaharan Africa: A Dynamic Model Analysis. (2017). Akinlo, Anthony ; Ojewumi, Sunday Johnson. In: African Journal of Economic Review. RePEc:ags:afjecr:264471.

Full description at Econpapers || Download paper

2017Double Digit Economic Growth vs. Social Wellbeing in Ethiopia: A Cross-Country Comparison. (2017). Senbet, Dawit ; Wodajo, Tadesse . In: African Journal of Economic Review. RePEc:ags:afjecr:264566.

Full description at Econpapers || Download paper

2017Interest Rate Liberalization, Financial Development and Economic Growth in subSaharan African Economies. (2017). Tajudeen, Egbetunda ; Ademola, Balogun Abdulganiy ; Olusola, Ayinde Taofeek. In: African Journal of Economic Review. RePEc:ags:afjecr:264568.

Full description at Econpapers || Download paper

2017The Impact of Informal Economy on the Interest Rate Pass-through: Evidence from an ARDL model. (2017). Patrick, Chileshe M ; Akanabi, Olusegun Ayodele. In: African Journal of Economic Review. RePEc:ags:afjecr:264569.

Full description at Econpapers || Download paper

2018Analyzing inflation in Nigeria: a fractionally integrated ARFIMA-GARCH modelling Approach. (2018). Ibrahim, Kabiru ; Usar, Terzungwe ; Iorember, Paul Terhemba. In: African Journal of Economic Review. RePEc:ags:afjecr:274742.

Full description at Econpapers || Download paper

2018Domestic Resource Mobilization and Long Term Economic Growth in Tanzania. (2018). Cyril, Chimilila. In: African Journal of Economic Review. RePEc:ags:afjecr:274748.

Full description at Econpapers || Download paper

2017Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics. (2017). Santeramo, Fabio ; Antonioli, Federico. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261256.

Full description at Econpapers || Download paper

2017Do Sunspots Matter for Cycles in Agricultural Lending: a VEC Approach to Russian Wheat Market. (2017). Burakov, Dmitry. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:262446.

Full description at Econpapers || Download paper

2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

Full description at Econpapers || Download paper

2018Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria. (2018). YAYA, OLAOLUWA ; Aromolaran, O ; Akinlana, D M ; Awe, O O. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276109.

Full description at Econpapers || Download paper

2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

Full description at Econpapers || Download paper

2017Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: Annual Meeting, 2017, June 18-21, Montreal, Canada. RePEc:ags:caes17:259344.

Full description at Econpapers || Download paper

2017The Information Content of the Limit Order Book. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON. RePEc:ags:cafp17:253251.

Full description at Econpapers || Download paper

2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo. In: CARD Technical Report Series. RePEc:ags:cpaper:268728.

Full description at Econpapers || Download paper

2017Price discovery in the European wheat market. (2017). von Cramon-Taubadel, Stephan ; Vollmer, Teresa. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261135.

Full description at Econpapers || Download paper

2017COST PASS-THROUGH AND PRODUCT DIFFERENTIATION. (2017). Anders, Sven ; Loy, Jens-Peter ; Bittmann, Thomas. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261145.

Full description at Econpapers || Download paper

2017Estimating oligopsony power on two vertically integrated markets. (2017). Hockmann, Heinrich ; Alexander, Aaron Stephan. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261277.

Full description at Econpapers || Download paper

2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

Full description at Econpapers || Download paper

2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:253732.

Full description at Econpapers || Download paper

2017Impacts of Export Restrictions on Food Price Volatility: Evidence from VAR-X and EGARCH-X Models. (2017). Jaghdani, Tinoush Jamali ; Brummer, Bernhard ; Dalheimer, Bernhard. In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:262151.

Full description at Econpapers || Download paper

2018EGYPT’S WHEAT TENDERS – A PUBLIC NOTICE BOARD FOR BLACK SEA GRAIN NOTATIONS?. (2018). Svanidze, Miranda ; Gotz, Linde ; Heigermoser, Maximilian. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275853.

Full description at Econpapers || Download paper

2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Mensa-Bonsu, Akwasi ; Baptist, John ; Ebenezer, Appiah Collins. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

Full description at Econpapers || Download paper

2018Where is the butter? Tracking recent butter and curd price changes across major milk producing regions in Poland. (2018). Revoredo-Giha, Cesar ; Florkowski, W J ; Klepacka, A M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275884.

Full description at Econpapers || Download paper

2018Price Transmission in the Beef Value Chain – The Case of Bloemfontein, South Africa. (2018). Mare, F A ; Ogundeji, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275930.

Full description at Econpapers || Download paper

2018European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934.

Full description at Econpapers || Download paper

2018Dynamic price discovery in the European wheat market based on the concept of partial cointegration. (2018). von Cramon-Taubadel, S ; Vollmer, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276031.

Full description at Econpapers || Download paper

2018Price Transmission within the Citrus Sector in Brazil: Evidence of Market Inefficiency. (2018). Patino, M ; Gomez, M I ; Alam, M J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276976.

Full description at Econpapers || Download paper

2018Analysis of Price Transmission along the Cambodian Rice Value Chain. (2018). Bairagi, Subir ; Mohanty, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277022.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Clive W. J. Granger is editor of


Journal
Handbook of Economic Forecasting
Handbook of Economic Forecasting

Clive W. J. Granger has edited the books:


YearTitleTypeCited

Works by Clive W. J. Granger:


YearTitleTypeCited
1995Some Properties of Absolute Return: An Alternative Measure of Risk In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article62
1999Spurious Stochastics in a Short Time-Series Panel Data In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article2
2006Modeling Amazon Deforestation for Policy Purposes In: Development Research Working Paper Series.
[Full Text][Citation analysis]
paper0
2004Time Series Analysis, Cointegration, and Applications In: American Economic Review.
[Full Text][Citation analysis]
article25
2004Time Series Analysis, Cointegration, and Applications.(2004) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2003Time Series Analysis, Cointegration, and Applications.(2003) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
1994A Review of Some Recent Textbooks of Econometrics. In: Journal of Economic Literature.
[Full Text][Citation analysis]
article1
2003Forecasting Volatility in Financial Markets: A Review In: Journal of Economic Literature.
[Full Text][Citation analysis]
article545
1993Testing for Common Features: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1995Estimation of Common Long-Memory Components in Cointegrated Systems. In: Journal of Business & Economic Statistics.
[Citation analysis]
article540
1992Estimation of Common Long-Memory Components in Cointegrated Systems..(1992) In: Boston University - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 540
paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? In: Journal of Business & Economic Statistics.
[Citation analysis]
article35
1995Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?.(1995) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
1995Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
1995Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 35
paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]
article16
1998Real and Spurious Long-Memory Properties of Stock-Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article9
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article543
1998Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.(1998) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 543
paper
1984Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1986Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article3
2011The Evolution of the Phillips Curve: A Modern Time Series Viewpoint In: Economica.
[Full Text][Citation analysis]
article7
1988Some Comments on Econometric Methodology. In: The Economic Record.
[Citation analysis]
article0
1993Strategies for Modelling Nonlinear Time-Series Relationships. In: The Economic Record.
[Citation analysis]
article59
1967A Fresh Look at Wheat Prices and Markets in the Eighteenth Century In: Economic History Review.
[Full Text][Citation analysis]
article3
1972The Gold Sovereign Market in Greece-An Unusual Speculative Market. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1975Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1961On the Price Consciousness of Consumers In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article4
1991NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
1993POWER OF THE NEURAL NETWORK LINEARITY TEST In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article5
1994USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article80
2004A Dependence Metric for Possibly Nonlinear Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article67
2006Dynamics of Model Overfitting Measured in terms of Autoregressive Roots In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article10
1982ACRONYMS IN TIME SERIES ANALYSIS (ATSA) In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1988MODELS THAT GENERATE TRENDS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article2
1986Developments in the Study of Cointegrated Economic Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article625
1991Long Memory Series with Attractors. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article36
1996Future Developments in the Study of Cointegrated Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article17
1997Separation in Cointegrated Systems and Persistent-Transitory Decompositions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article21
2003Time Series Concepts for Conditional Distributions* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article5
1998Extracting information from mega‐panels and high‐frequency data In: Statistica Neerlandica.
[Full Text][Citation analysis]
article11
1998Extracting Information from Mega-Panels and High-Frequency Data.(1998) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2002Aggregation of Space-Time Processes In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper87
2001Aggregationn of Space-Time Processes.(2001) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2004Aggregation of space-time processes.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
article
2011Consideration of Trends in Time Series In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article16
2008Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article38
1996A Decision_Theoretic Approach to Forecast Evaluation. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper26
1999Economic and Statistical Measures of Forecast Accuracy In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper24
2000Properties of Nonlinear Transformations of Fractionally Integrated Processes In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper34
2002Properties of nonlinear transformations of fractionally integrated processes.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2000Properties of nonlinear transformations of fractionally integrated processes.(2000) In: Technical Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2002Structurally-Induced Volatility Clustering In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
1999The Impact of the Use of Forecasts in Information Sets In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper4
1999The impact of the use of forecasts in information sets.(1999) In: Research Notes.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2002Common Factors in Conditional Distributions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
2002Common factors in conditional distributions.(2002) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2006Fisheries Management Under Cyclical Population Dynamics In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper8
2009Fisheries Management Under Cyclical Population Dynamics.(2009) In: Environmental & Resource Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
1999Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper5
1999Occasional Structural Breaks and Long Memory In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper73
2013Occasional Structural Breaks and Long Memory.(2013) In: Annals of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
article
2001Self-Generating Variables in a Cointegrated VAR Framework In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper5
1998Spurious Regressions with Stationary Series In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper59
2001Spurious regressions with stationary series.(2001) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
article
1998A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper194
2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu.(2000) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 194
article
1998Introduction to M-M Processes In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
2006Introduction to m-m processes.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2002Hidden Cointegration In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper66
2002Hidden Cointegration.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
1997Seasonal Adjustment and Volatility Dynamics In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
2002Efficient Market Hypothesis and Forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper103
2004Efficient market hypothesis and forecasting.(2004) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
article
1992What are we learning about the long-run? In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper13
1993What Are We Learning about the Long-Run?.(1993) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
1995Investigating the relationship between gold and silver prices In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper28
1998The correlogram of a long memory process plus a simple noise In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper5
2001On Model Approximation for Long-Memory Processes: A Cautionary Result In: Annals of Economics and Finance.
[Full Text][Citation analysis]
article0
1999Empirical Modeling in Economics In: Cambridge Books.
[Citation analysis]
book26
1999Empirical Modeling in Economics.(1999) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 26
book
2001Essays in Econometrics Real Author-Name:Granger,Clive W. J. In: Cambridge Books.
[Citation analysis]
book0
2001Essays in Econometrics Real Author-Name:Granger,Clive W. J..(2001) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 0
book
2001Essays in Econometrics Real Author-Name:Granger,Clive W. J..(2001) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 0
book
2001Essays in Econometrics Real Author-Name:Granger,Clive W. J..(2001) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 0
book
2001Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J. In: Cambridge Books.
[Citation analysis]
book0
2001Essays in Econometrics 2 Volume Hardback Set Real Author-Name:Granger,Clive W. J. In: Cambridge Books.
[Citation analysis]
book0
2002The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon In: Cambridge Books.
[Citation analysis]
book75
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
[Full Text][Citation analysis]
article11
2009THE RESEARCH INTERESTS OF PAUL NEWBOLD In: Econometric Theory.
[Full Text][Citation analysis]
article0
1987Implications of Aggregation with Common Factors In: Econometric Theory.
[Full Text][Citation analysis]
article28
1999Judy 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. In: Journal of the History of Economic Thought.
[Full Text][Citation analysis]
article0
1997REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article57
1997Regime Sensitive Cointegration with an Application to Interest rate Parity..(1997) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 57
paper
2001OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article11
2003FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
1997On Modelling the Long Run in Applied Economics. In: Economic Journal.
[Full Text][Citation analysis]
article26
2004Causality: Some New Thoughts on an Old Topic In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper0
1969Investigating Causal Relations by Econometric Models and Cross-Spectral Methods. In: Econometrica.
[Full Text][Citation analysis]
article3593
1979Nearer-Normality and Some Econometric Models. In: Econometrica.
[Full Text][Citation analysis]
article0
1980Advertising and Aggregate Consumption: An Analysis of Causality. In: Econometrica.
[Full Text][Citation analysis]
article251
1987Co-integration and Error Correction: Representation, Estimation, and Testing. In: Econometrica.
[Full Text][Citation analysis]
article7299
2015Co-integration and error correction: Representation, estimation, and testing.(2015) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7299
article
1995Modelling Nonlinear Relationships between Extended-Memory Variables. In: Econometrica.
[Full Text][Citation analysis]
article52
2000A Dependence Metric for Nonlinear Time Series In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
1999Data mining with local model specification uncertainty: a discussion of Hoover and Perez In: Econometrics Journal.
[Citation analysis]
article7
1988Causality, cointegration, and control In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article118
1980Testing for causality : A personal viewpoint In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article282
1984Combining competing forecasts of inflation using a bivariate arch model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article50
2004Thick modeling In: Economic Modelling.
[Full Text][Citation analysis]
article79
2007Evaluation of global models In: Economic Modelling.
[Full Text][Citation analysis]
article8
1984Time series and spectral methods in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter12
1986Aspects of modelling nonlinear time series In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter4
2006Forecasting and Decision Theory In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter22
1999A simple nonlinear time series model with misleading linear properties In: Economics Letters.
[Full Text][Citation analysis]
article108
1998A simple nonlinear time series model with misleading linear properties.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 108
paper
2001Macroeconometrics - Past and future In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
1979Experience with using the Box-Cox transformation when forecasting economic time series In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
2003Some aspects of causal relationships In: Journal of Econometrics.
[Full Text][Citation analysis]
article72
2005The past and future of empirical finance: some personal comments In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
2006Common factors in conditional distributions for bivariate time series In: Journal of Econometrics.
[Full Text][Citation analysis]
article39
2003Common factors in conditional distributions for Bivariate time series.(2003) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2006Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2006Structural attribution of observed volatility clustering In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
2007Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam In: Journal of Econometrics.
[Full Text][Citation analysis]
article15
1980Long memory relationships and the aggregation of dynamic models In: Journal of Econometrics.
[Full Text][Citation analysis]
article615
2010Some thoughts on the development of cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]
article22
2012Useful conclusions from surprising results In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1981Some properties of time series data and their use in econometric model specification In: Journal of Econometrics.
[Full Text][Citation analysis]
article696
1974Spurious regressions in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]
article1615
1988Some recent development in a concept of causality In: Journal of Econometrics.
[Full Text][Citation analysis]
article953
1989Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]
article64
1989Interval forecasting : An analysis based upon ARCH-quantile estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article70
1990Reasonable extreme-bounds analysis In: Journal of Econometrics.
[Full Text][Citation analysis]
article40
1988Reasonable extreme bounds analysis.(1988) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
1990Seasonal integration and cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]
article575
1988SEASONAL INTEGRATION AND COINTEGRATION.(1988) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 575
paper
1988SEASONAL, INTEGRATION AND COINTEGRATION..(1988) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 575
paper
1976The use of R2 to determine the appropriate transformation of regression variables In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1992Fellows opinion: Evaluating economic theory In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1993The Japanese consumption function In: Journal of Econometrics.
[Full Text][Citation analysis]
article52
1993Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests In: Journal of Econometrics.
[Full Text][Citation analysis]
article170
1993Some generalizations on the algebra of I(1) processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
1991Some Generalizations on the Algebra of I(1) Processes.(1991) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
1995Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence In: Journal of Econometrics.
[Full Text][Citation analysis]
article42
1993Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence.(1993) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 42
paper
1995Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics.
[Full Text][Citation analysis]
article71
1996Modeling volatility persistence of speculative returns: A new approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article321
1996Varieties of long memory models In: Journal of Econometrics.
[Full Text][Citation analysis]
article184
1997An introduction to stochastic unit-root processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article81
1996An introduction to stochastic Unit Root Processes..(1996) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 81
paper
1997Nonlinear stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
1979Residential load curves and time-of-day pricing : An econometric analysis In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
2004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article281
1993A long memory property of stock market returns and a new model In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1247
1989Trends in unit energy consumption: The performance of end-use models In: Energy.
[Full Text][Citation analysis]
article0
1984The billing cycle and weather variables in models of electricity sales In: Energy.
[Full Text][Citation analysis]
article3
1994The combination of forecasts using changing weights In: International Journal of Forecasting.
[Full Text][Citation analysis]
article54
1997Shorte-run forecasts of electricity loads and peaks In: International Journal of Forecasting.
[Full Text][Citation analysis]
article92
2003A time-distance criterion for evaluating forecasting models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article4
2003Comparing forecasts of inflation using time distance In: International Journal of Forecasting.
[Full Text][Citation analysis]
article10
2003Corrigendum to Comparing forecasts of inflation using time distance [International Journal of Forecasting 19 (2003) 339-349] In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2007Long-term forecasting and evaluation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article4
2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
1992Forecasting stock market prices: Lessons for forecasters In: International Journal of Forecasting.
[Full Text][Citation analysis]
article34
1979Time series analysis of residuals from the St. Louis model In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article3
1992Comments on the evaluation of policy models In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article19
1991Comments on the evaluation of policy models.(1991) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
1979Forecasting in Business and Economics In: Elsevier Monographs.
[Full Text][Citation analysis]
book0
1986Forecasting Economic Time Series In: Elsevier Monographs.
[Full Text][Citation analysis]
book451
1973On the properties of forecasts used in optimal economic policy decisions In: Journal of Public Economics.
[Full Text][Citation analysis]
article4
1993Implications of seeing economic variables through an aggregation window In: Ricerche Economiche.
[Full Text][Citation analysis]
article8
2001Comparing the methodologies used by statisticians and economists for research and modeling5 In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article0
2004Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article4
1978On the invertibility of time series models In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article13
2003Exchange rates and fundamentals - comments In: Proceedings.
[Full Text][Citation analysis]
article0
1988The algebra of I (1) In: Finance and Economics Discussion Series.
[Citation analysis]
paper9
1988Aggregation of time series variables-a survey In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
paper17
2001Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
paper33
2002Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets.(2002) In: IMF Staff Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
1990TREASURY BI;; YIELD CURVES AND COINTEGRATION. In: Australian National University - Department of Economics.
[Citation analysis]
paper11
1995Further Developments in the Study of Cointegrated Variables. In: Pennsylvania State - Department of Economics.
[Citation analysis]
paper5
1994Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions. In: Pennsylvania State - Department of Economics.
[Citation analysis]
paper31
2003Interactions between large macro models and time series analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article6
1996Can We Improve the Perceived Quality of Economic Forecasts? In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article84
2002Some comments on risk In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article18
1989Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article164
1992Using the Correlation Exponent to Decide whether an Economic Series is Chaotic. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article8
2008Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999). In: Journal of Forecasting.
[Full Text][Citation analysis]
article5
1980Some Comments on the Role of Time-Series Analysis in Econometrics In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1978Seasonality: Causation, Interpretation, and Implications In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1993Modeling Nonlinearity over the Business Cycle In: NBER Chapters.
[Full Text][Citation analysis]
chapter17
1993Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
2005Modeling, Evaluation, and Methodology in the New Century In: Economic Inquiry.
[Full Text][Citation analysis]
article4
2010Curriculum Vitae In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
1968Spectral Analysis of the Term Structure of Interest Rates In: Review of Economic Studies.
[Full Text][Citation analysis]
article3
1993Modelling Non-Linear Economic Relationships In: OUP Catalogue.
[Citation analysis]
book214
2010Modelling Nonlinear Economic Time Series In: OUP Catalogue.
[Citation analysis]
book44
2007Management of supply chain: an alternative modelling technique for forecasting In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article3
1998Women’s Jobs and Marriage: Baby-Boom versus Baby-Bust (Travail des Femmes et Mariage: du baby-boom au baby-bust) In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2003Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
paper0
2004Autobiography In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
paper0
1996Introducing Non-Linearity Into Cointegration In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
article9
1997A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
article7
2007Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development In: Environmental Economics and Policy Studies.
[Full Text][Citation analysis]
article0
1976Tendency towards normality of linear combinations of random variables In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]
article1
1999Outline of forecast theory using generalized cost functions In: Spanish Economic Review.
[Full Text][Citation analysis]
article71
2001The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2011The Applied Economics journals: a personal reflection In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2000Model evaluation based on residual analysis of two similar models In: Applied Economics.
[Full Text][Citation analysis]
article0
1999The effect of aggregation on nonlinearity In: Econometric Reviews.
[Full Text][Citation analysis]
article19
2004Forecasting Performance of Information Criteria with Many Macro Series In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article15
2001Large returns, conditional correlation and portfolio diversification: a value-at-risk approach In: Quantitative Finance.
[Full Text][Citation analysis]
article30
1992A Cointegration Analysis of Treasury Bill Yields. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article361
2005Nonstationarities in Stock Returns In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article102
2004Non-stationarities in stock returns.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
1964Analysing 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 In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]
article0
1964Multidimensional 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 In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]
article0
1962The 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 In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]
article0
1962Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510 In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team