Clive W. J. Granger : Citation Profile


Deceased: 2009-05-27

48

H index

94

i10 index

22706

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: 540
   Journals where Clive W. J. Granger has often published
   Relations with other researchers
   Recent citing documents: 1894.    Total self citations: 42 (0.18 %)

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   Permalink: http://citec.repec.org/pgr55
   Updated: 2018-11-10    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 (300)

Shahbaz, Muhammad (205)

GUPTA, RANGAN (154)

McAleer, Michael (145)

Caporale, Guglielmo Maria (117)

Nielsen, Morten (95)

Franses, Philip Hans (90)

Balcilar, Mehmet (83)

Chang, Chia-Lin (79)

Swanson, Norman (78)

MORANA, CLAUDIO (76)

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)

Bai, Jushan (9)

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
Oxford Bulletin of Economics and Statistics5
Econometrica5
Journal of Applied Econometrics4
Journal of Economic Dynamics and Control3
Macroeconomic Dynamics3
Energy2
Journal of Finance2
Journal of Economic Literature2
Brazilian Review of Econometrics2
The Economic Record2
Applied Financial Economics2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2
The Review of Economics and Statistics2
Journal of Empirical Finance2
Annals of Economics and Finance2
Applied Economics2
Annals of Economics and Statistics2
Journal of Time Series Analysis2
Economic Journal2
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
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2
Working Papers / Wilfrid Laurier University, Department of Economics2
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2

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). Teräsvirta, Timo ; 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:no:10:p:97-116.

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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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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.

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

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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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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.

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

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

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

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

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

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

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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

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

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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.

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

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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.

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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.

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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.

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

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). MORANA, CLAUDIO ; Sbrana, Giacomo. In: CSI: Climate and Sustainable Innovation. RePEc:ags:cpaper:268728.

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

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

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

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. 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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2017Impacts of Export Restrictions on Food Price Volatility: Evidence from VAR-X and EGARCH-X Models. (2017). Dalheimer, Bernhard ; Jaghdani, Tinoush Jamali ; Brummer, Bernhard. In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:262151.

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

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

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

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

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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.

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

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

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

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2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

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2018Agricultural productivity and forest preservation in the Brazilian Amazon. (2018). Silva, F. D. F., ; Perrin, R ; Fulginiti, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277167.

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2018Relationship between agricultural growth and energy consumption in Indian agriculture: A panel co-integration analysis. (2018). Kumar, R R ; Singh, K N ; Jha, G K. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277187.

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2018Agricultural intensification and land use change: A panel cointegration approach to test induced intensification, land sparing and rebound-effect.. (2018). Garcia, Rodriguez V ; Gaspart, F ; Meyfroidt, P. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277206.

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2018The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210.

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2018Decontrolling, Price Transmission and Market Integration of Sugar Sector in India vis- -vis Global market A cointegration Analysis. (2018). Sendhil, R ; Bakshi, B R ; Venkatasubrmanian, V ; Prathap, Puthira D ; Murali, P. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277212.

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2018Vertical and Spatial Price Transmissi n in the Mexican and International Milk Market. (2018). Jaramillo-Villanueva, J L ; Portilla-Duran, L ; Cabas-Monje, J ; Sarker, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277283.

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2018Impacts of the 2016-17 Food Insecurity Response Program on maize prices in Malawi. (2018). Baulch, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277330.

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2018Examination of the international market power for Iranian pistachios. (2018). Farajzadeh, Z ; Amiraslany, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277345.

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2018Pork price transmission and efficiency in China. (2018). Mu, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277387.

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2017The Effects of International Price Volatility on Farmer Prices and Marketing Margins in Cattle Markets. (2017). Morales, Emilio L. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:269669.

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2017CAUSAL RELATIONSHIPS BETWEEN GRAIN, MEAT PRICES AND EXCHANGE RATES. (2017). Musunuru, Naveen Musunuru. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266439.

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2017THE PRICE TRANSMISSION RELATIONSHIP BETWEEN ETHANOL, WHOLESALE GASOLINE, AND BLENDED RETAIL GASOLINE. (2017). Morris, Daniel H ; Pruitt, Ross ; Tewari, Rachna ; Mehlhorn, Joey ; Parrott, Scott D. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266467.

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2017Public and private investment and economic growth in Zimbabwe: An empirical test. (2017). Makuyana, Garikai ; Odhiambo, Nicholas M. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264626.

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2017Long memory features and relationship stability of Asia-Pacific currencies against USD. (2017). Sankarkumar, Amirdha Vasani ; Sigo, Marxia Oli ; Maniam, Balasundram ; Selvam, Murugesan. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264628.

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2017Analysis of the impact of select macroeconomic variables on the Indian stock market: A heteroscedastic cointegration approach. (2017). Alam, Naushad. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264630.

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2017Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India. (2017). Aviral, Subhendu Dutta ; Dash, Aruna Kumar. In: Asian Journal of Agriculture and Development. RePEc:ags:phajad:265766.

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2017ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA. (2017). Ayinde, Opeyemi Eyitayo ; Oni, Femi Emmanuel ; Bessler, David Arnold. In: Journal of Agribusiness and Rural Development. RePEc:ags:pojard:259669.

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2017Linear and Non-linear Relationships Between Shares of the Agrifood Industries of the Warsaw Stock Exchange. Risk Aspect. (2017). Pera, Jacek. In: Problems of World Agriculture / Problemy Rolnictwa Światowego. RePEc:ags:polpwa:266522.

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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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2018Stock and Flows in the Countegration Context. (2018). Majsterek, Micha . In: Lodz Economics Working Papers. RePEc:ann:wpaper:3/2018.

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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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2018An Analysis of the Behaviour of Prime Lending Rates in Sri Lanka. (2018). Navin, W S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:121-138.

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2018How the GCC Economic Crises Effect Labor Migration: Evidence from Pakistan. (2018). Khan, Yasir ; Mingyi, Wang. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:139-146.

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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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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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article21
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: 21
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: 21
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]
article473
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]
article481
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: 481
paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? In: Journal of Business & Economic Statistics.
[Citation analysis]
article34
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: 34
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: 34
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]
article499
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: 499
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]
article58
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
2004A Dependence Metric for Possibly Nonlinear Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article63
2006Dynamics of Model Overfitting Measured in terms of Autoregressive Roots In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article9
1986Developments in the Study of Cointegrated Economic Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article583
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]
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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paper83
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
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]
article34
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]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2002Structurally-Induced Volatility Clustering In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
1998Extracting Information from Mega-Panels and High-Frequency Data In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
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.
[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.
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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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paper7
2009Fisheries Management Under Cyclical Population Dynamics.(2009) In: Environmental & Resource Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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]
paper72
2013Occasional Structural Breaks and Long Memory.(2013) In: Annals of Economics and Finance.
[Full Text][Citation analysis]
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.
[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]
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.
[Full Text][Citation analysis]
paper164
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: 164
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]
paper55
2002Hidden Cointegration.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
1997Seasonal Adjustment and Volatility Dynamics In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2002Efficient Market Hypothesis and Forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper86
2004Efficient market hypothesis and forecasting.(2004) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
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]
paper0
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]
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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 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]
book71
1997The ET Interview: Professor Clive Granger In: Econometric Theory.
[Full Text][Citation analysis]
article3
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
[Full Text][Citation analysis]
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]
article5
1987Implications of Aggregation with Common Factors In: Econometric Theory.
[Full Text][Citation analysis]
article27
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]
article59
1997Regime Sensitive Cointegration with an Application to Interest rate Parity..(1997) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 59
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]
article27
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]
article3076
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]
article243
1987Co-integration and Error Correction: Representation, Estimation, and Testing. In: Econometrica.
[Full Text][Citation analysis]
article6468
2015Co-integration and error correction: Representation, estimation, and testing.(2015) In: Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6468
article
1995Modelling Nonlinear Relationships between Extended-Memory Variables. In: Econometrica.
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article53
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]
article107
1980Testing for causality : A personal viewpoint In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article246
1984Combining competing forecasts of inflation using a bivariate arch model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article44
2004Thick modeling In: Economic Modelling.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
chapter17
1999A simple nonlinear time series model with misleading linear properties In: Economics Letters.
[Full Text][Citation analysis]
article104
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: 104
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.
[Full Text][Citation analysis]
article13
2003Some aspects of causal relationships In: Journal of Econometrics.
[Full Text][Citation analysis]
article62
2005The past and future of empirical finance: some personal comments In: Journal of Econometrics.
[Full Text][Citation analysis]
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.
[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]
article12
1980Long memory relationships and the aggregation of dynamic models In: Journal of Econometrics.
[Full Text][Citation analysis]
article573
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]
article629
1974Spurious regressions in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]
article1489
1988Some recent development in a concept of causality In: Journal of Econometrics.
[Full Text][Citation analysis]
article862
1989Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]
article61
1989Interval forecasting : An analysis based upon ARCH-quantile estimators In: Journal of Econometrics.
[Full Text][Citation analysis]
article64
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.
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article557
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]
This paper has another version. Agregated cites: 557
paper
1976The use of R2 to determine the appropriate transformation of regression variables In: Journal of Econometrics.
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article8
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]
article51
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.
[Full Text][Citation analysis]
article18
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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article40
1993Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence.(1993) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 40
paper
1995Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics.
[Full Text][Citation analysis]
article70
1996Modeling volatility persistence of speculative returns: A new approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article302
1996Varieties of long memory models In: Journal of Econometrics.
[Full Text][Citation analysis]
article170
1997An introduction to stochastic unit-root processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article72
1996An introduction to stochastic Unit Root Processes..(1996) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 72
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]
article240
1993A long memory property of stock market returns and a new model In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1123
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]
article84
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]
article32
1979Time series analysis of residuals from the St. Louis model In: Journal of Macroeconomics.
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article3
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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book433
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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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).
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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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paper17
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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This paper has another version. Agregated cites: 29
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