Clive W. J. Granger : Citation Profile


Deceased: 2009-05-27

47

H index

94

i10 index

21433

Citations

RESEARCH PRODUCTION:

137

Articles

57

Papers

13

Books

7

Chapters

EDITOR:

4

Books edited

2

Series edited

RESEARCH ACTIVITY:

   42 years (1967 - 2009). See details.
   Cites by year: 510
   Journals where Clive W. J. Granger has often published
   Relations with other researchers
   Recent citing documents: 1519.    Total self citations: 42 (0.2 %)

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   Permalink: http://citec.repec.org/pgr55
   Updated: 2018-07-21    RAS profile:    
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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 (285)

Shahbaz, Muhammad (195)

GUPTA, RANGAN (142)

McAleer, Michael (135)

Caporale, Guglielmo Maria (111)

Balcilar, Mehmet (83)

Franses, Philip Hans (83)

Chang, Chia-Lin (76)

Nielsen, Morten (74)

MORANA, CLAUDIO (74)

Lach, Łukasz (73)

Cites to:

Engle, Robert (28)

Perron, Pierre (15)

Watson, Mark (14)

Bollerslev, Tim (13)

Stock, James (13)

Swanson, Norman (10)

Bai, Jushan (9)

Phillips, Peter (9)

Campbell, John (8)

Diebold, Francis (8)

Ghysels, Eric (8)

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 Business & Economic Statistics8
Econometric Theory6
Econometrica5
Oxford Bulletin of Economics and Statistics5
Journal of Applied Econometrics4
Macroeconomic Dynamics3
Journal of Economic Dynamics and Control3
Journal of Finance2
Economic Journal2
Brazilian Review of Econometrics2
Applied Economics2
Journal of Empirical Finance2
Journal of Time Series Analysis2
Applied Financial Economics2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2
Energy2
Annals of Economics and Finance2
Journal of Economic Literature2
Annals of Economics and Statistics2
The Review of Economics and Statistics2
The Economic Record2
Economic Modelling2

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 ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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

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

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

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

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

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

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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.

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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.

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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.

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

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

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

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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.

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

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

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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.

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

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

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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.

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

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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.

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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.

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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.

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

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

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

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2017Examination of asymmetric supply response in the U.S. livestock industry. (2017). Yoon, Jongyeol ; Brown, Scott . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252779.

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2017ELECTRICITY CONSUMPTION IN BOTSWANA: THE ROLE OF FINANCIAL DEVELOPMENT, INDUSTRIALISATION AND URBANIZATION. (2017). Sekantsi, Lira ; Timuno, Sayed. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:sekantsil.

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2017Granger causality in dynamic binary short panel data models. (2017). Pigini, Claudia ; Bartolucci, Francesco. In: Working Papers. RePEc:anc:wpaper:421.

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2017Przyczynowosc w ekonomii. Najnowsze badania i nierozwiązane problemy / Causation in Economics. The Most Recent Analyses and the Unsolved Problems. (2017). Maziarz, Mariusz. In: Annales. Ethics in Economic Life. RePEc:ann:journl:v:20:y:2017:i:1:p:63-81.

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2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

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2017Modelling and forecasting money demand: divide and conquer. (2017). Carrera, Cesar ; Flores, Jairo . In: Working Papers. RePEc:apc:wpaper:2017-091.

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2017Impact of Monetary Policy on Capital Inflows in Nigeria. (2017). Nwokoye, Ebele S ; Oniore, Jonathan O. In: Business, Management and Economics Research. RePEc:arp:bmerar:2017:p:192-200.

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2018Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2018Real Exchange Returns and Real Stock Price Returns in Nigeria: An Econometrics Analysis of the Direction of Causality. (2018). Otonne, Adewumi ; Adereni, Adebayo ; Usar, Terzungwe. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:131-144.

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2018Modeling the Volatility and Forecasting the Stock Price of the German Stock Index (DAX30). (2018). Nguyen, Tristan ; Mai, Thi Thanh. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:72-92.

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2018Bank Capital and Credit Supply in Ivory Coast: Evidence from an ARDLBounds Testing Approach. (2018). Seraphin, Prao Yao ; Eugne, Kamalan. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:99-106.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

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2017Evidence of Self-Organization in Time Series of Capital Markets. (2017). , Leopoldo ; Garc, Alba Lucero ; Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo . In: Papers. RePEc:arx:papers:1604.03996.

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2017Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941.

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2017Fractional delta hedging strategy for pricing currency options with transaction costs. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1702.00037.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944.

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2017How Wave - Wavelet Trading Wins and Beats the Market. (2017). Tran, Lanh . In: Papers. RePEc:arx:papers:1704.00383.

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2017A note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is there a leverage effect?. (2017). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:1705.00535.

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2017A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes. (2017). Asad, Syed Ali ; Nyikosa, Favour ; Osborne, Michael A ; Roberts, Stephen J. In: Papers. RePEc:arx:papers:1705.00891.

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2018Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling. (2018). Zeng, Yaxiong ; Klabjan, Diego. In: Papers. RePEc:arx:papers:1706.01833.

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2017Residual Value Forecasting Using Asymmetric Cost Functions. (2017). von Mettenheim, Hans-Jörg ; Lessmann, Stefan ; Dress, Korbinian . In: Papers. RePEc:arx:papers:1707.02736.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977.

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2017Relationship between Remittances and Macroeconomic Variables in Times of Political and Social Upheaval: Evidence from Tunisias Arab Spring. (2017). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal . In: Papers. RePEc:arx:papers:1708.07037.

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2017Feedback effect between Volatility of capital flows and financial stability: evidence from Democratic Republic of Congo. (2017). Pinshi, Christian . In: Papers. RePEc:arx:papers:1708.07636.

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2017Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets. (2017). serra, teresa ; Hu, Zhepeng ; Garcia, Philip ; Mallory, Mindy. In: Papers. RePEc:arx:papers:1711.03506.

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2017A Neural Stochastic Volatility Model. (2017). Luo, Rui ; Wang, Jun ; Xu, Xiaojun ; Zhang, Weinan. In: Papers. RePEc:arx:papers:1712.00504.

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2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

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2018Is there a housing bubble in China. (2018). Zhi, Tianhao ; Sornette, Didier ; Wei, Lijian ; Jiang, Zhiqiang ; Li, Zhongfei. In: Papers. RePEc:arx:papers:1801.03678.

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2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting. (2018). Vera-Valdés, J. In: Papers. RePEc:arx:papers:1801.06677.

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2018Ranking Causal Influence of Financial Markets via Directed Information Graphs. (2018). Diamandis, Theo ; Goldsmith, Andrea ; Murin, Yonathan. In: Papers. RePEc:arx:papers:1801.06896.

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2018The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Lu, Shan ; Wang, Huiwen ; Zhao, Jichang. In: Papers. RePEc:arx:papers:1802.01143.

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2018Exploring the predictability of range-based volatility estimators using RNNs. (2018). Petneh, G'Abor. In: Papers. RePEc:arx:papers:1803.07152.

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2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2018). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1803.09432.

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2018Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, KE. In: Papers. RePEc:arx:papers:1804.02348.

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2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991.

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2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Kim, Dukpa ; Estrada, Francisco ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1805.09937.

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2017Finance-Growth Nexus in Bangladesh? An Empirical Analysis. (2017). Amin, Sakib Bin ; Hossain, Ridwan Mosharraf . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:152-163.

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2017Exploring the Returns and Volatility Spillover Effect in Taiwan and Japan Stock Markets. (2017). Peng, Chi-Lu ; Wang, Cheng-Te ; Tsai, Chin-Chang ; Chung, Chi-Fu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:175-187.

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2017Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products. (2017). Mabrouk, Samir. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:63-80.

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2017The Power of a Leading Indicators Fluctuation Trend for Forecasting Taiwans Real Estate Business Cycle: An Application of a Hidden Markov Model. (2017). Wu, Yun-Ling ; Lee, Chun-Chang ; Tung, Cheng-Huang . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:81-98.

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2018The Reasons for Foreign Exchange Reserves Accumulation in Hong Kong: A Cointegration and Vector Error Correction Approach. (2018). Jiang, Cheng . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:331-340.

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2018Does Financial Development Leads Economic Growth? Evidence from Emerging Asian Markets. (2018). Nasir, Hamna ; Aleem, Abdul ; Majeed, Sadaf . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:599-617.

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2017Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell’Eurozona: un’analisi empirica. (2017). Perone, Gaetano. In: Working Papers. RePEc:ast:wpaper:0028.

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2017The Impact of Public Expenditures on Economic Growth in Two Very Different Countries: A comparative Analysis of Armenia and Spain. (2017). Sedrakyan, Gohar ; Varela-Candamio, Laura. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1702.

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2017Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun . In: Review of Economics & Finance. RePEc:bap:journl:170304.

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2017Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2017Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; de Freitas, Flavio . In: Working Papers Series. RePEc:bcb:wpaper:463.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2017A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel . In: Occasional Papers. RePEc:bde:opaper:1703.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2017MAPI: Model for Analysis and Projection of Inflation in France. (2017). de Charsonville, Louis ; Jardet, C ; Ferriere, F. In: Working papers. RePEc:bfr:banfra:637.

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2017Evaluating risks in the French office market with new sources of data on commercial property prices. (2017). Burdeau, Edwige . In: IFC Bulletins chapters. RePEc:bis:bisifc:46-10.

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2018Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. (2018). Ters, Kristyna ; Urban, Jorg. In: BIS Working Papers. RePEc:bis:biswps:689.

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2017State-preference pricing and volatility indices. (2017). Liu, Zhangxin ; Smith, Tom ; O'Neill, Michael J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:815-836.

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2017Fund Volatility Index using equity market state prices. (2017). O'Neill, Michael J ; Smith, Tom ; Liu, Zhangxin. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:837-853.

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2017Economic Expansion and Environmental Sustainability Nexus in Ghana. (2017). Aboagye, Solomon . In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:155-168.

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2017Investigating the Nexus between Institutional Quality and Stock Market Development in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach. (2017). Manasseh, Charles O ; Ogbuabor, Jonathan E ; Mathew, Timothy E. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:272-292.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609.

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2017Real exchange rate misalignment of Asian currencies. (2017). Toulaboe, Dosse. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:31:y:2017:i:1:p:39-52.

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2017House Price Dynamics with Household Debt: The Korean Case-super-. (2017). Kim, Hyunjeong ; Yie, Myung-Soo ; Son, Jong Chil. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:39-59.

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2017Monetary Policy Transmission in Vietnam: Evidence from a VAR Approach. (2017). Vo, Xuan Vinh ; Nguyen, Phuc Canh . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:1:p:27-38.

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2017Cyclical Multiplier and Zero Low Bound Effects of Government Expenditure on Economic Growth: Evidence for Greece. (2017). Alexiou, Constantinos ; Nellis, Joseph G. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:119-133.

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2017INCOME INEQUALITY, MEDIA FRAGMENTATION, AND INCREASED POLITICAL POLARIZATION. (2017). Saving, Jason ; Duca, John. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:2:p:392-413.

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2017THE PAYOFF TO CONSISTENCY IN PERFORMANCE. (2017). Gürtler, Oliver ; Weimar, Daniel ; Prinz, Joachim ; Gurtler, Oliver ; Deutscher, Christian . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:1091-1103.

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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]
article55
1999Spurious Stochastics in a Short Time-Series Panel Data In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article1
2006Modeling Amazon Deforestation for Policy Purposes In: Development Research Working Paper Series.
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paper0
2004Time Series Analysis, Cointegration, and Applications In: American Economic Review.
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article19
2004Time Series Analysis, Cointegration, and Applications.(2004) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 19
paper
2003Time Series Analysis, Cointegration, and Applications.(2003) In: Nobel Prize in Economics documents.
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This paper has another version. Agregated cites: 19
paper
1994A Review of Some Recent Textbooks of Econometrics. In: Journal of Economic Literature.
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article1
2003Forecasting Volatility in Financial Markets: A Review In: Journal of Economic Literature.
[Full Text][Citation analysis]
article448
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]
article458
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: 458
paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? In: Journal of Business & Economic Statistics.
[Citation analysis]
article31
1995Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?.(1995) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 31
paper
1995Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process..(1995) In: Cahiers de recherche.
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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: 31
paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]
article13
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]
article465
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: 465
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.
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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]
article53
1967A Fresh Look at Wheat Prices and Markets in the Eighteenth Century In: Economic History Review.
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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.
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article0
2004A Dependence Metric for Possibly Nonlinear Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article55
2006Dynamics of Model Overfitting Measured in terms of Autoregressive Roots In: Journal of Time Series Analysis.
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article9
1986Developments in the Study of Cointegrated Economic Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article564
1991Long Memory Series with Attractors. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article35
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]
article19
2003Time Series Concepts for Conditional Distributions In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article5
1991 Developments in the Nonlinear Analysis of Economic Series. In: Scandinavian Journal of Economics.
[Citation analysis]
article11
2002Aggregation of Space-Time Processes In: Boston College Working Papers in Economics.
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paper75
2001Aggregationn of Space-Time Processes.(2001) In: University of California at San Diego, Economics Working Paper Series.
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paper
2004Aggregation of space-time processes.(2004) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 75
article
2011Consideration of Trends in Time Series In: Journal of Time Series Econometrics.
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article12
2008Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article32
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.
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paper23
2000Properties of Nonlinear Transformations of Fractionally Integrated Processes In: University of California at San Diego, Economics Working Paper Series.
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paper32
2002Properties of nonlinear transformations of fractionally integrated processes.(2002) In: Journal of Econometrics.
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article
2000Properties of nonlinear transformations of fractionally integrated processes.(2000) In: Technical Reports.
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This paper has another version. Agregated cites: 32
paper
2002Structurally-Induced Volatility Clustering In: University of California at San Diego, Economics Working Paper Series.
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paper1
1998Extracting Information from Mega-Panels and High-Frequency Data In: University of California at San Diego, Economics Working Paper Series.
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paper9
1999The Impact of the Use of Forecasts in Information Sets In: University of California at San Diego, Economics Working Paper Series.
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paper4
1999The impact of the use of forecasts in information sets.(1999) In: Research Notes.
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paper
2002Common Factors in Conditional Distributions In: University of California at San Diego, Economics Working Paper Series.
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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.
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paper6
2009Fisheries Management Under Cyclical Population Dynamics.(2009) In: Environmental & Resource Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
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.
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paper4
1999Occasional Structural Breaks and Long Memory In: University of California at San Diego, Economics Working Paper Series.
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paper72
2013Occasional Structural Breaks and Long Memory.(2013) In: Annals of Economics and Finance.
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This paper has another version. Agregated cites: 72
article
2001Self-Generating Variables in a Cointegrated VAR Framework In: University of California at San Diego, Economics Working Paper Series.
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paper5
1998Spurious Regressions with Stationary Series In: University of California at San Diego, Economics Working Paper Series.
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paper54
2001Spurious regressions with stationary series.(2001) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
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.
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paper153
2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu.(2000) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 153
article
1998Introduction to M-M Processes In: University of California at San Diego, Economics Working Paper Series.
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paper1
2006Introduction to m-m processes.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 1
article
2002Hidden Cointegration In: University of California at San Diego, Economics Working Paper Series.
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paper54
2002Hidden Cointegration.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
1997Seasonal Adjustment and Volatility Dynamics In: CIRANO Working Papers.
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paper1
2002Efficient Market Hypothesis and Forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper84
2004Efficient market hypothesis and forecasting.(2004) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84
article
1992What are we learning about the long-run? In: UC3M Working papers. Economics.
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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]
paper0
1998The correlogram of a long memory process plus a simple noise In: DES - Working Papers. Statistics and Econometrics. WS.
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paper5
2001On Model Approximation for Long-Memory Processes: A Cautionary Result In: Annals of Economics and Finance.
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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]
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book
2001Essays in Econometrics Real Author-Name:Granger,Clive W. J..(2001) In: Cambridge Books.
[Citation analysis]
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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]
book67
1997The ET Interview: Professor Clive Granger In: Econometric Theory.
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article3
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
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article11
2005COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY In: Econometric Theory.
[Full Text][Citation analysis]
article0
2009THE RESEARCH INTERESTS OF PAUL NEWBOLD In: Econometric Theory.
[Full Text][Citation analysis]
article0
1987Predictive Consequences of Using Conditioning or Causal Variables In: Econometric Theory.
[Full Text][Citation analysis]
article4
1987Implications of Aggregation with Common Factors In: Econometric Theory.
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article26
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]
article25
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]
article2887
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]
article227
1987Co-integration and Error Correction: Representation, Estimation, and Testing. In: Econometrica.
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article5990
2015Co-integration and error correction: Representation, estimation, and testing.(2015) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5990
article
1995Modelling Nonlinear Relationships between Extended-Memory Variables. In: Econometrica.
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article51
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.
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article7
1988Causality, cointegration, and control In: Journal of Economic Dynamics and Control.
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article98
1980Testing for causality : A personal viewpoint In: Journal of Economic Dynamics and Control.
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article230
1984Combining competing forecasts of inflation using a bivariate arch model In: Journal of Economic Dynamics and Control.
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article41
2004Thick modeling In: Economic Modelling.
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article80
2007Evaluation of global models In: Economic Modelling.
[Full Text][Citation analysis]
article7
1984Time series and spectral methods in econometrics In: Handbook of Econometrics.
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chapter10
1986Aspects of modelling nonlinear time series In: Handbook of Econometrics.
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chapter4
2006Forecasting and Decision Theory In: Handbook of Economic Forecasting.
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chapter17
1999A simple nonlinear time series model with misleading linear properties In: Economics Letters.
[Full Text][Citation analysis]
article101
1998A simple nonlinear time series model with misleading linear properties.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 101
paper
2001Macroeconometrics - Past and future In: Journal of Econometrics.
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article8
1979Experience with using the Box-Cox transformation when forecasting economic time series In: Journal of Econometrics.
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article13
2003Some aspects of causal relationships In: Journal of Econometrics.
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article56
2005The past and future of empirical finance: some personal comments In: Journal of Econometrics.
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article8
2006Common factors in conditional distributions for bivariate time series In: Journal of Econometrics.
[Full Text][Citation analysis]
article37
2003Common factors in conditional distributions for Bivariate time series.(2003) In: FMG Discussion Papers.
[Full Text][Citation analysis]
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paper
2006Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004 In: Journal of Econometrics.
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article0
2006Structural attribution of observed volatility clustering In: Journal of Econometrics.
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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.
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article12
1980Long memory relationships and the aggregation of dynamic models In: Journal of Econometrics.
[Full Text][Citation analysis]
article542
2010Some thoughts on the development of cointegration In: Journal of Econometrics.
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article18
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]
article593
1974Spurious regressions in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]
article1408
1988Some recent development in a concept of causality In: Journal of Econometrics.
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article811
1989Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]
article60
1989Interval forecasting : An analysis based upon ARCH-quantile estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article61
1990Reasonable extreme-bounds analysis In: Journal of Econometrics.
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article37
1988Reasonable extreme bounds analysis.(1988) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
1990Seasonal integration and cointegration In: Journal of Econometrics.
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article531
1988SEASONAL INTEGRATION AND COINTEGRATION.(1988) In: Pennsylvania State - Department of Economics.
[Citation analysis]
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paper
1988SEASONAL, INTEGRATION AND COINTEGRATION..(1988) In: Pennsylvania State - Department of Economics.
[Citation analysis]
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paper
1976The use of R2 to determine the appropriate transformation of regression variables In: Journal of Econometrics.
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article7
1992Fellows opinion: Evaluating economic theory In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
1993The Japanese consumption function In: Journal of Econometrics.
[Full Text][Citation analysis]
article46
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]
article161
1993Some generalizations on the algebra of I(1) processes In: Journal of Econometrics.
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article16
1991Some Generalizations on the Algebra of I(1) Processes.(1991) In: Working Papers.
[Citation analysis]
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paper
1995Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence In: Journal of Econometrics.
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article39
1993Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence.(1993) In: Working Papers.
[Citation analysis]
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paper
1995Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics.
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article70
1996Modeling volatility persistence of speculative returns: A new approach In: Journal of Econometrics.
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article291
1996Varieties of long memory models In: Journal of Econometrics.
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article163
1997An introduction to stochastic unit-root processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article66
1996An introduction to stochastic Unit Root Processes..(1996) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 66
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]
article223
1993A long memory property of stock market returns and a new model In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1074
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]
article49
1997Shorte-run forecasts of electricity loads and peaks In: International Journal of Forecasting.
[Full Text][Citation analysis]
article83
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.
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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.
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article1
1992Forecasting stock market prices: Lessons for forecasters In: International Journal of Forecasting.
[Full Text][Citation analysis]
article31
1979Time series analysis of residuals from the St. Louis model In: Journal of Macroeconomics.
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article1
1992Comments on the evaluation of policy models In: Journal of Policy Modeling.
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article18
1991Comments on the evaluation of policy models.(1991) In: International Finance Discussion Papers.
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1979Forecasting in Business and Economics In: Elsevier Monographs.
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book0
1986Forecasting Economic Time Series In: Elsevier Monographs.
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book426
1973On the properties of forecasts used in optimal economic policy decisions In: Journal of Public Economics.
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article4
1993Implications of seeing economic variables through an aggregation window In: Ricerche Economiche.
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article7
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).
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article0
2004Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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article3
1978On the invertibility of time series models In: Stochastic Processes and their Applications.
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article12
2003Exchange rates and fundamentals - comments In: Proceedings.
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1988The algebra of I (1) In: Finance and Economics Discussion Series.
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paper10
1988Aggregation of time series variables-a survey In: Discussion Paper / Institute for Empirical Macroeconomics.
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paper18
2001Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets In: Econometrics Working Papers Archive.
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paper29
2002Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets.(2002) In: IMF Staff Papers.
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1990TREASURY BI;; YIELD CURVES AND COINTEGRATION. In: Australian National University - Department of Economics.
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1995Further Developments in the Study of Cointegrated Variables. In: Pennsylvania State - Department of Economics.
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1994Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions. In: Pennsylvania State - Department of Economics.
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paper31
2003Interactions between large macro models and time series analysis In: International Journal of Finance & Economics.
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article6
1996Can We Improve the Perceived Quality of Economic Forecasts? In: Journal of Applied Econometrics.
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article80
2002Some comments on risk In: Journal of Applied Econometrics.
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article17
1989Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models. In: Journal of Applied Econometrics.
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article139
1992Using the Correlation Exponent to Decide whether an Economic Series is Chaotic. In: Journal of Applied Econometrics.
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article7
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.
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